WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 541,852: 109,974 159,032 123,419 277,230 202,976 510,623 485,427: 31,229 56,425
Old : 526,591: 110,480 161,904 114,359 272,220 197,051 497,058 473,314: 29,533 53,277
Other: 15,261: 4,639 2,273 3,915 5,010 5,925 13,565 12,113: 1,696 3,148
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,431: -658 3,395 1,495 221 -2,200 1,058 2,690: 1,374 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 29.3 22.8 51.2 37.5 94.2 89.6: 5.8 10.4
Old : 100.0: 21.0 30.7 21.7 51.7 37.4 94.4 89.9: 5.6 10.1
Other: 100.0: 30.4 14.9 25.7 32.8 38.8 88.9 79.4: 11.1 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 108 170 152 91 112 290 349:
Old : 406: 111 171 142 90 111 281 346:
Other: 99: 14 21 10 22 54 43 80:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 9.2 32.9 16.7 18.5 8.0 28.8 14.8
Old : 20.4 9.3 33.3 17.0 18.8 8.2 29.2 15.1
Other: 62.1 41.5 74.9 51.1 37.7 12.9 44.1 20.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,723,037: 300,660 174,506 520,115 739,272 726,514 1,560,047 1,421,135: 162,990 301,902
Old : 1,009,952: 221,718 174,647 309,798 384,496 386,647 916,012 871,091: 93,940 138,861
Other: 713,085: 155,206 76,124 134,053 354,776 339,867 644,035 550,044: 69,050 163,041
: : :
: : Changes in Commitments from: May 8, 2012 :
: 11,954: -16,950 21,664 19,084 3,882 -37,286 6,016 3,462: 5,939 8,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 10.1 30.2 42.9 42.2 90.5 82.5: 9.5 17.5
Old : 100.0: 22.0 17.3 30.7 38.1 38.3 90.7 86.3: 9.3 13.7
Other: 100.0: 21.8 10.7 18.8 49.8 47.7 90.3 77.1: 9.7 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 755: 176 206 273 250 321 577 664:
Old : 700: 174 183 202 209 297 481 587:
Other: 609: 136 134 161 176 285 402 501:
:----------------------------------------------------------------------------------------------------
: 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 9.1 18.9 14.5 9.4 5.3 15.5 9.1
Old : 10.9 8.9 19.9 15.8 10.5 7.2 17.6 11.9
Other: 15.0 13.7 26.1 19.2 13.5 10.3 22.3 14.8
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,326: 2,148 1,071 3,500 1,387 2,264 7,034 6,834: 292 492
Old : 7,070: 2,086 1,024 3,333 1,387 2,264 6,806 6,621: 264 449
Other: 256: 224 209 4 0 0 228 213: 28 43
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,066: -769 -299 -199 -139 -515 -1,107 -1,013: 41 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 14.6 47.8 18.9 30.9 96.0 93.3: 4.0 6.7
Old : 100.0: 29.5 14.5 47.1 19.6 32.0 96.3 93.7: 3.7 6.3
Other: 100.0: 87.5 81.7 1.5 0.0 0.0 89.0 83.2: 11.0 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 7 8 5 8 16 19:
Old : 21: 6 7 8 5 8 15 19:
Other: 4: 1 3 2 0 0 3 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 : 48.2 48.9 75.2 69.6 19.9 17.2 32.4 26.0
Old : 49.9 47.9 77.9 69.2 22.3 17.9 33.9 26.9
Other: 89.0 83.2 89.0 83.2 87.5 81.7 87.5 81.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,686: 4,040 793 671 5,862 9,602 10,573 11,067: 2,113 1,619
Old : 12,686: 4,040 793 671 5,862 9,602 10,573 11,067: 2,113 1,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 401: 303 179 104 182 -23 588 260: -187 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 6.3 5.3 46.2 75.7 83.3 87.2: 16.7 12.8
Old : 100.0: 31.8 6.3 5.3 46.2 75.7 83.3 87.2: 16.7 12.8
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 : 40: 11 9 6 16 13 32 24:
Old : 40: 11 9 6 16 13 32 24:
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 : 25.3 62.2 47.3 74.1 24.9 52.8 44.1 61.9
Old : 25.3 62.2 47.3 74.1 24.9 52.8 44.1 61.9
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 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,104,590: 263,316 43,528 371,626 400,652 583,708 1,035,594 998,863: 68,996 105,727
Old : 495,958: 154,980 38,500 163,870 149,822 257,241 468,672 459,612: 27,286 36,346
Other: 608,632: 145,007 41,699 171,085 250,830 326,467 566,922 539,251: 41,711 69,381
: : :
: : Changes in Commitments from: May 8, 2012 :
: 3,904: -20,071 -3,135 20,214 9,269 -4,306 9,412 12,772: -5,508 -8,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 3.9 33.6 36.3 52.8 93.8 90.4: 6.2 9.6
Old : 100.0: 31.2 7.8 33.0 30.2 51.9 94.5 92.7: 5.5 7.3
Other: 100.0: 23.8 6.9 28.1 41.2 53.6 93.1 88.6: 6.9 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 640: 243 151 282 175 222 548 543:
Old : 570: 199 147 180 109 198 395 442:
Other: 520: 180 111 184 158 202 416 426:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 17.4 18.9 25.0 6.4 12.2 10.9 16.9
Old : 14.2 17.1 22.5 26.0 12.9 15.5 20.6 22.2
Other: 13.9 21.1 21.7 29.3 8.6 13.4 14.3 18.3
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,822: 2,188 2,036 8,087 5,259 5,180 15,534 15,304: 289 519
Old : 15,691: 2,103 2,010 8,043 5,259 5,180 15,405 15,233: 287 458
Other: 131: 85 26 44 0 0 129 70: 2 61
: : :
: : Changes in Commitments from: May 8, 2012 :
: 826: 264 110 477 274 351 1,015 938: -189 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.9 51.1 33.2 32.7 98.2 96.7: 1.8 3.3
Old : 100.0: 13.4 12.8 51.3 33.5 33.0 98.2 97.1: 1.8 2.9
Other: 100.0: 65.0 19.9 33.6 0.0 0.0 98.5 53.4: 1.5 46.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 8 11 9 14 22 28:
Old : 31: 8 8 11 9 14 22 28:
Other: 2: 1 1 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 : 59.8 58.8 81.1 72.5 16.1 13.5 21.4 20.3
Old : 59.5 58.8 80.9 72.6 15.7 13.4 21.1 20.3
Other: 98.5 53.4 98.5 53.4 65.0 19.9 65.0 19.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 448,414: 76,851 82,801 88,396 249,666 241,831 414,912 413,028: 33,502 35,386
Old : 299,228: 71,812 86,917 42,428 164,976 143,757 279,217 273,102: 20,011 26,126
Other: 149,186: 29,573 20,419 21,432 84,689 98,075 135,695 139,926: 13,491 9,259
: : :
: : Changes in Commitments from: May 8, 2012 :
: 16,750: -12,289 6,846 9,025 22,785 -5,595 19,521 10,277: -2,771 6,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 18.5 19.7 55.7 53.9 92.5 92.1: 7.5 7.9
Old : 100.0: 24.0 29.0 14.2 55.1 48.0 93.3 91.3: 6.7 8.7
Other: 100.0: 19.8 13.7 14.4 56.8 65.7 91.0 93.8: 9.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 78 92 101 78 75 218 227:
Old : 274: 88 88 70 70 71 186 207:
Other: 176: 45 49 53 59 50 139 124:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 23.8 29.5 33.0 9.6 13.2 16.3 19.4
Old : 24.2 18.5 34.3 27.7 19.6 14.1 29.0 22.1
Other: 25.6 40.1 38.4 52.6 19.5 28.0 29.9 38.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 833,730: 86,764 81,166 110,151 447,504 465,736 644,419 657,053: 189,311 176,677
Old : 833,730: 86,764 81,166 110,151 447,504 465,736 644,419 657,053: 189,311 176,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 99,163: 5,604 13,962 55,438 24,570 18,243 85,611 87,643: 13,551 11,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.7 13.2 53.7 55.9 77.3 78.8: 22.7 21.2
Old : 100.0: 10.4 9.7 13.2 53.7 55.9 77.3 78.8: 22.7 21.2
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 : 180: 34 38 47 88 89 148 148:
Old : 180: 34 38 47 88 89 148 148:
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 : 17.0 13.1 25.8 22.3 15.7 11.5 21.7 19.3
Old : 17.0 13.1 25.8 22.3 15.7 11.5 21.7 19.3
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 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 369,204: 45,450 28,414 179 256,174 282,148 301,803 310,741: 67,401 58,463
Old : 369,204: 45,450 28,414 179 256,174 282,148 301,803 310,741: 67,401 58,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 8,301: 735 1,055 0 5,038 4,584 5,773 5,639: 2,527 2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.7 0.0 69.4 76.4 81.7 84.2: 18.3 15.8
Old : 100.0: 12.3 7.7 0.0 69.4 76.4 81.7 84.2: 18.3 15.8
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 : 69: 7 5 2 42 43 49 50:
Old : 69: 7 5 2 42 43 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 48.1 43.7 57.2 24.9 47.9 40.0 56.7
Old : 25.8 48.1 43.7 57.2 24.9 47.9 40.0 56.7
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 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 12,787: 2,736 162 1,086 8,462 10,980 12,284 12,228: 503 559
Old : 12,787: 2,736 162 1,086 8,462 10,980 12,284 12,228: 503 559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 851: 219 -85 58 904 1,102 1,181 1,075: -330 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 1.3 8.5 66.2 85.9 96.1 95.6: 3.9 4.4
Old : 100.0: 21.4 1.3 8.5 66.2 85.9 96.1 95.6: 3.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 2 5 23 26 33 33:
Old : 40: 10 2 5 23 26 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 56.7 67.3 71.6 18.9 21.5 27.5 27.4
Old : 50.9 56.7 67.3 71.6 18.9 21.5 27.5 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 297,818: 103,017 10,312 50,184 100,664 213,924 253,865 274,420: 43,953 23,398
Old : 194,322: 86,795 8,191 26,471 50,386 143,044 163,651 177,706: 30,670 16,616
Other: 103,496: 19,130 5,029 20,806 50,278 70,880 90,214 96,714: 13,283 6,782
: : :
: : Changes in Commitments from: May 8, 2012 :
: 3,521: -4,671 2,852 2,736 3,491 -2,550 1,557 3,039: 1,964 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 3.5 16.9 33.8 71.8 85.2 92.1: 14.8 7.9
Old : 100.0: 44.7 4.2 13.6 25.9 73.6 84.2 91.4: 15.8 8.6
Other: 100.0: 18.5 4.9 20.1 48.6 68.5 87.2 93.4: 12.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 98 35 55 74 70 204 135:
Old : 214: 90 32 36 68 67 174 121:
Other: 141: 38 27 38 57 49 119 95:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 34.9 17.4 48.7 7.2 31.3 13.1 40.4
Old : 10.4 39.4 18.8 51.4 9.9 38.3 17.4 48.1
Other: 19.6 34.8 30.0 49.8 12.2 27.3 19.9 39.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,649: 3,843 4,320 1,413 6,539 7,576 11,795 13,309: 2,854 1,340
Old : 11,397: 3,964 4,426 217 4,899 5,792 9,081 10,435: 2,317 962
Other: 3,252: 898 913 176 1,640 1,784 2,714 2,874: 538 378
: : :
: : Changes in Commitments from: May 8, 2012 :
: 212: 290 -273 204 -191 429 303 360: -91 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 29.5 9.6 44.6 51.7 80.5 90.9: 19.5 9.1
Old : 100.0: 34.8 38.8 1.9 43.0 50.8 79.7 91.6: 20.3 8.4
Other: 100.0: 27.6 28.1 5.4 50.4 54.9 83.5 88.4: 16.5 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 24 22 15 25 16 60 44:
Old : 76: 29 18 10 22 12 55 36:
Other: 37: 9 10 6 10 14 23 26:
:----------------------------------------------------------------------------------------------------
: 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 43.0 39.9 57.5 22.8 36.8 34.8 50.7
Old : 24.5 46.3 39.5 64.8 24.3 45.7 39.3 64.0
Other: 54.4 45.5 66.5 64.4 51.7 43.0 63.6 61.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,072,852: 349,118 236,452 53,927 545,862 683,474 948,906 973,853: 123,946 98,999
Old : 1,072,852: 349,118 236,452 53,927 545,862 683,474 948,906 973,853: 123,946 98,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 18,289: 1,669 30,434 1,687 12,602 -17,496 15,958 14,625: 2,331 3,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 22.0 5.0 50.9 63.7 88.4 90.8: 11.6 9.2
Old : 100.0: 32.5 22.0 5.0 50.9 63.7 88.4 90.8: 11.6 9.2
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 : 230: 46 44 27 104 106 166 161:
Old : 230: 46 44 27 104 106 166 161:
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 : 20.2 27.4 30.9 40.0 19.0 26.8 28.6 38.7
Old : 20.2 27.4 30.9 40.0 19.0 26.8 28.6 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,480,446: 184,257 299,117 334,262 1,627,873 1,510,781 2,146,392 2,144,159: 334,054 336,287
Old : 2,480,446: 184,257 299,117 334,262 1,627,873 1,510,781 2,146,392 2,144,159: 334,054 336,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 98,766: -50,831 -11,580 60,643 64,543 83,698 74,355 132,761: 24,410 -33,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 12.1 13.5 65.6 60.9 86.5 86.4: 13.5 13.6
Old : 100.0: 7.4 12.1 13.5 65.6 60.9 86.5 86.4: 13.5 13.6
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 : 315: 38 81 76 165 176 251 285:
Old : 315: 38 81 76 165 176 251 285:
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 : 23.5 16.4 31.4 23.1 20.3 12.9 27.3 17.5
Old : 23.5 16.4 31.4 23.1 20.3 12.9 27.3 17.5
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 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,637,851: 453,469 165,672 155,944 778,667 1,043,536 1,388,079 1,365,153: 249,772 272,699
Old : 1,637,851: 453,469 165,672 155,944 778,667 1,043,536 1,388,079 1,365,153: 249,772 272,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 51,964: 87,308 14,624 13,996 -42,317 31,864 58,987 60,485: -7,023 -8,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 10.1 9.5 47.5 63.7 84.8 83.4: 15.2 16.6
Old : 100.0: 27.7 10.1 9.5 47.5 63.7 84.8 83.4: 15.2 16.6
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 : 210: 32 44 39 91 117 151 172:
Old : 210: 32 44 39 91 117 151 172:
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 17.1 37.7 24.7 23.7 16.0 32.9 22.3
Old : 26.5 17.1 37.7 24.7 23.7 16.0 32.9 22.3
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 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 610,750: 33,831 75,722 149,744 402,383 334,708 585,958 560,174: 24,792 50,576
Old : 610,750: 33,831 75,722 149,744 402,383 334,708 585,958 560,174: 24,792 50,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 31,579: -3,574 3,114 7,819 29,297 16,740 33,541 27,673: -1,962 3,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.4 24.5 65.9 54.8 95.9 91.7: 4.1 8.3
Old : 100.0: 5.5 12.4 24.5 65.9 54.8 95.9 91.7: 4.1 8.3
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 : 94: 13 22 29 51 54 81 89:
Old : 94: 13 22 29 51 54 81 89:
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 : 38.0 23.5 49.8 38.4 26.2 15.9 31.1 23.8
Old : 38.0 23.5 49.8 38.4 26.2 15.9 31.1 23.8
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 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 51,651: 17,815 8,124 744 25,146 38,261 43,705 47,129: 7,946 4,522
Old : 51,651: 17,815 8,124 744 25,146 38,261 43,705 47,129: 7,946 4,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,678: -362 -1,340 76 -2,033 -573 -2,318 -1,837: 641 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 15.7 1.4 48.7 74.1 84.6 91.2: 15.4 8.8
Old : 100.0: 34.5 15.7 1.4 48.7 74.1 84.6 91.2: 15.4 8.8
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 : 102: 29 17 10 34 33 70 53:
Old : 102: 29 17 10 34 33 70 53:
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 : 26.2 39.6 38.7 56.9 26.2 39.6 38.6 56.1
Old : 26.2 39.6 38.7 56.9 26.2 39.6 38.6 56.1
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 with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 103,302: 35,630 16,248 1,488 50,291 76,523 87,409 94,259: 15,893 9,043
Old : 103,302: 35,630 16,248 1,488 50,291 76,523 87,409 94,259: 15,893 9,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -3,355: -724 -2,681 153 -4,066 -1,146 -4,637 -3,674: 1,282 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 15.7 1.4 48.7 74.1 84.6 91.2: 15.4 8.8
Old : 100.0: 34.5 15.7 1.4 48.7 74.1 84.6 91.2: 15.4 8.8
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 : 102: 29 17 10 34 33 70 53:
Old : 102: 29 17 10 34 33 70 53:
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 : 26.2 39.6 38.7 56.9 26.2 39.6 38.6 56.1
Old : 26.2 39.6 38.7 56.9 26.2 39.6 38.6 56.1
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 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,976: 4,437 5,532 898 1,494 500 6,829 6,930: 147 46
Old : 6,976: 4,437 5,532 898 1,494 500 6,829 6,930: 147 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -115: -307 -106 7 133 -50 -167 -149: 52 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 79.3 12.9 21.4 7.2 97.9 99.3: 2.1 0.7
Old : 100.0: 63.6 79.3 12.9 21.4 7.2 97.9 99.3: 2.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 8 2 2 1 14 9:
Old : 21: 10 8 2 2 1 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 72.1 90.6 98.4 63.5 63.8 81.3 85.5
Old : 63.5 72.1 90.6 98.4 63.5 63.8 81.3 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 8,409: 2,170 472 217 5,807 7,596 8,194 8,285: 215 124
Old : 8,409: 2,170 472 217 5,807 7,596 8,194 8,285: 215 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 190: -15 64 -5 164 115 144 174: 46 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 5.6 2.6 69.1 90.3 97.4 98.5: 2.6 1.5
Old : 100.0: 25.8 5.6 2.6 69.1 90.3 97.4 98.5: 2.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 5 2 6 11 15 17:
Old : 29: 8 5 2 6 11 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 79.8 87.7 90.3 71.1 79.7 87.5 88.8
Old : 71.2 79.8 87.7 90.3 71.1 79.7 87.5 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 8,647: 1,130 690 0 7,266 7,879 8,396 8,569: 251 78
Old : 8,647: 1,130 690 0 7,266 7,879 8,396 8,569: 251 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 162: -204 100 0 376 36 172 136: -10 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.0 0.0 84.0 91.1 97.1 99.1: 2.9 0.9
Old : 100.0: 13.1 8.0 0.0 84.0 91.1 97.1 99.1: 2.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 6 0 4 14 10 20:
Old : 29: 6 6 0 4 14 10 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.3 62.8 96.3 80.8 93.3 62.8 96.2 80.8
Old : 93.3 62.8 96.3 80.8 93.3 62.8 96.2 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012