WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 545,554: 106,021 101,894 148,219 260,262 244,244 514,502 494,358: 31,052 51,196
Old : 528,267: 104,682 103,176 139,427 255,174 237,777 499,283 480,380: 28,984 47,887
Other: 17,287: 5,016 2,396 5,116 5,088 6,467 15,219 13,978: 2,068 3,309
: : :
: : Changes in Commitments from: May 15, 2012 :
: 3,702: -3,953 -57,137 24,800 -16,969 41,268 3,879 8,931: -176 -5,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.7 27.2 47.7 44.8 94.3 90.6: 5.7 9.4
Old : 100.0: 19.8 19.5 26.4 48.3 45.0 94.5 90.9: 5.5 9.1
Other: 100.0: 29.0 13.9 29.6 29.4 37.4 88.0 80.9: 12.0 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 118 156 152 95 122 312 336:
Old : 409: 118 156 144 93 121 303 332:
Other: 107: 15 24 12 23 57 47 87:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 13.9 30.6 21.3 17.1 12.4 27.5 17.7
Old : 19.2 14.3 31.2 22.0 17.5 12.7 28.0 18.3
Other: 59.6 42.9 71.9 52.1 34.7 14.3 41.4 21.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,699,747: 287,894 133,264 525,854 727,366 747,961 1,541,115 1,407,079: 158,633 292,668
Old : 979,556: 212,673 132,580 305,324 373,094 408,620 891,091 846,523: 88,465 133,033
Other: 720,191: 156,915 82,378 138,837 354,272 339,341 650,024 560,556: 70,167 159,635
: : :
: : Changes in Commitments from: May 15, 2012 :
: -23,290: -12,766 -41,242 5,740 -11,906 21,446 -18,932 -14,056: -4,358 -9,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 7.8 30.9 42.8 44.0 90.7 82.8: 9.3 17.2
Old : 100.0: 21.7 13.5 31.2 38.1 41.7 91.0 86.4: 9.0 13.6
Other: 100.0: 21.8 11.4 19.3 49.2 47.1 90.3 77.8: 9.7 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 751: 180 192 267 249 328 573 655:
Old : 691: 180 160 191 209 303 476 569:
Other: 630: 129 152 161 180 295 404 523:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 9.9 18.4 15.8 9.4 5.8 15.5 9.3
Old : 10.9 10.5 19.7 16.8 10.5 8.2 17.7 12.5
Other: 14.3 13.9 24.4 18.9 13.0 11.3 21.1 15.2
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,681: 1,799 853 3,215 1,300 2,184 6,314 6,252: 368 429
Old : 6,375: 1,715 800 3,017 1,300 2,184 6,032 6,002: 342 372
Other: 307: 276 244 6 0 0 281 250: 25 56
: : :
: : Changes in Commitments from: May 15, 2012 :
: -645: -349 -218 -284 -87 -80 -720 -582: 75 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 12.8 48.1 19.5 32.7 94.5 93.6: 5.5 6.4
Old : 100.0: 26.9 12.6 47.3 20.4 34.3 94.6 94.2: 5.4 5.8
Other: 100.0: 89.9 79.7 1.9 0.0 0.0 91.7 81.6: 8.3 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 8 7 5 8 16 18:
Old : 21: 5 8 7 5 8 15 18:
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 : 52.6 50.9 75.3 71.9 22.8 18.2 32.6 26.5
Old : 55.0 49.7 78.8 71.4 26.9 19.1 32.8 27.8
Other: 91.7 81.6 91.7 81.6 89.9 79.7 89.9 79.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,887: 3,957 530 876 5,877 9,933 10,710 11,339: 2,177 1,548
Old : 12,887: 3,957 530 876 5,877 9,933 10,710 11,339: 2,177 1,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 201: -83 -263 204 16 331 137 272: 63 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.1 6.8 45.6 77.1 83.1 88.0: 16.9 12.0
Old : 100.0: 30.7 4.1 6.8 45.6 77.1 83.1 88.0: 16.9 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 : 42: 13 8 8 16 13 36 24:
Old : 42: 13 8 8 16 13 36 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 : 25.9 61.9 47.0 74.9 25.3 50.9 43.7 61.3
Old : 25.9 61.9 47.0 74.9 25.3 50.9 43.7 61.3
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 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,108,738: 256,155 48,131 382,507 397,914 572,223 1,036,576 1,002,861: 72,162 105,877
Old : 484,859: 144,896 37,881 162,252 148,980 248,342 456,128 448,475: 28,731 36,384
Other: 623,879: 141,353 40,343 190,162 248,933 323,881 580,448 554,386: 43,431 69,492
: : :
: : Changes in Commitments from: May 15, 2012 :
: 4,148: -7,160 4,603 10,881 -2,739 -11,486 982 3,998: 3,166 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 4.3 34.5 35.9 51.6 93.5 90.5: 6.5 9.5
Old : 100.0: 29.9 7.8 33.5 30.7 51.2 94.1 92.5: 5.9 7.5
Other: 100.0: 22.7 6.5 30.5 39.9 51.9 93.0 88.9: 7.0 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 629: 258 132 277 173 213 537 532:
Old : 553: 197 139 178 111 191 386 433:
Other: 511: 183 104 188 155 200 415 423:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 17.0 18.0 24.4 6.4 12.1 10.9 17.1
Old : 13.2 18.7 21.8 27.9 12.0 16.7 19.9 23.6
Other: 12.5 19.5 20.3 27.9 8.2 11.7 12.7 16.5
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 16,503: 3,127 3,073 7,859 5,194 4,853 16,180 15,785: 324 719
Old : 16,366: 3,027 3,037 7,826 5,194 4,853 16,047 15,716: 320 651
Other: 137: 100 36 33 0 0 133 69: 4 68
: : :
: : Changes in Commitments from: May 15, 2012 :
: 681: 939 1,037 -228 -65 -327 646 481: 35 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 18.6 47.6 31.5 29.4 98.0 95.6: 2.0 4.4
Old : 100.0: 18.5 18.6 47.8 31.7 29.7 98.0 96.0: 2.0 4.0
Other: 100.0: 72.9 26.1 24.3 0.0 0.0 97.2 50.4: 2.8 49.6
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 9 11 9 14 22 29:
Old : 32: 8 9 11 9 14 22 29:
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 : 62.2 54.6 82.6 70.5 20.5 16.2 25.1 23.0
Old : 61.9 54.6 82.5 70.6 20.1 16.2 24.7 23.0
Other: 97.2 50.4 97.2 50.4 72.9 26.1 72.9 26.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 467,023: 71,694 87,872 103,514 259,842 239,971 435,049 431,356: 31,973 35,666
Old : 308,376: 68,216 95,594 49,838 172,377 136,038 290,430 281,469: 17,946 26,907
Other: 158,646: 31,690 20,489 25,465 87,465 103,933 144,619 149,887: 14,027 8,759
: : :
: : Changes in Commitments from: May 15, 2012 :
: 18,609: -5,157 5,071 15,118 10,176 -1,861 20,137 18,328: -1,528 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 18.8 22.2 55.6 51.4 93.2 92.4: 6.8 7.6
Old : 100.0: 22.1 31.0 16.2 55.9 44.1 94.2 91.3: 5.8 8.7
Other: 100.0: 20.0 12.9 16.1 55.1 65.5 91.2 94.5: 8.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 65 107 108 81 78 227 241:
Old : 288: 79 105 77 74 72 194 221:
Other: 181: 46 51 57 60 54 147 129:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 21.3 29.0 31.2 9.7 11.6 16.1 17.8
Old : 24.1 14.4 34.7 24.0 19.4 10.4 28.6 18.4
Other: 23.4 38.4 36.0 51.1 18.1 26.9 28.0 37.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 904,753: 96,236 46,878 135,316 482,307 549,016 713,859 731,210: 190,894 173,543
Old : 904,753: 96,236 46,878 135,316 482,307 549,016 713,859 731,210: 190,894 173,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 71,023: 9,472 -34,288 25,165 34,803 83,280 69,440 74,157: 1,583 -3,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 5.2 15.0 53.3 60.7 78.9 80.8: 21.1 19.2
Old : 100.0: 10.6 5.2 15.0 53.3 60.7 78.9 80.8: 21.1 19.2
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 : 184: 40 33 48 91 91 155 148:
Old : 184: 40 33 48 91 91 155 148:
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 : 18.1 12.6 26.7 21.4 16.1 11.5 22.5 18.9
Old : 18.1 12.6 26.7 21.4 16.1 11.5 22.5 18.9
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 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 363,792: 44,659 26,705 227 250,217 276,176 295,103 303,108: 68,689 60,684
Old : 363,792: 44,659 26,705 227 250,217 276,176 295,103 303,108: 68,689 60,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -5,412: -791 -1,709 48 -5,958 -5,972 -6,701 -7,633: 1,288 2,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.3 0.1 68.8 75.9 81.1 83.3: 18.9 16.7
Old : 100.0: 12.3 7.3 0.1 68.8 75.9 81.1 83.3: 18.9 16.7
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 : 67: 7 5 2 39 41 46 48:
Old : 67: 7 5 2 39 41 46 48:
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 : 27.6 44.0 45.1 54.5 25.7 43.4 39.3 52.8
Old : 27.6 44.0 45.1 54.5 25.7 43.4 39.3 52.8
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 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 12,992: 3,168 187 1,032 7,917 10,894 12,117 12,113: 875 879
Old : 12,992: 3,168 187 1,032 7,917 10,894 12,117 12,113: 875 879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 205: 432 25 -54 -545 -86 -167 -115: 372 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.4 7.9 60.9 83.9 93.3 93.2: 6.7 6.8
Old : 100.0: 24.4 1.4 7.9 60.9 83.9 93.3 93.2: 6.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 2 6 24 25 35 33:
Old : 41: 10 2 6 24 25 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 55.9 67.0 71.1 21.8 21.6 30.4 27.9
Old : 50.9 55.9 67.0 71.1 21.8 21.6 30.4 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 299,610: 97,894 7,651 54,700 104,237 210,799 256,831 273,150: 42,779 26,460
Old : 191,995: 82,021 7,111 27,649 54,415 138,573 164,085 173,333: 27,910 18,662
Other: 107,615: 20,992 5,659 21,932 49,822 72,226 92,746 99,817: 14,869 7,798
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,792: -5,123 -2,661 4,516 3,573 -3,125 2,966 -1,270: -1,174 3,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 2.6 18.3 34.8 70.4 85.7 91.2: 14.3 8.8
Old : 100.0: 42.7 3.7 14.4 28.3 72.2 85.5 90.3: 14.5 9.7
Other: 100.0: 19.5 5.3 20.4 46.3 67.1 86.2 92.8: 13.8 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 100 28 57 73 74 199 141:
Old : 212: 98 23 43 68 71 175 129:
Other: 144: 36 33 36 57 51 120 96:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 32.9 18.0 46.6 7.3 29.9 13.1 38.4
Old : 10.9 36.9 19.7 48.0 9.8 35.7 17.3 44.3
Other: 18.1 34.1 28.2 49.0 11.8 26.4 20.3 38.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,333: 3,555 4,652 1,585 6,392 6,831 11,531 13,069: 2,801 1,264
Old : 11,013: 3,681 4,957 240 4,835 4,960 8,755 10,156: 2,257 856
Other: 3,320: 1,031 852 188 1,557 1,872 2,776 2,913: 544 408
: : :
: : Changes in Commitments from: May 15, 2012 :
: -316: -288 332 172 -147 -744 -263 -240: -53 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 32.5 11.1 44.6 47.7 80.5 91.2: 19.5 8.8
Old : 100.0: 33.4 45.0 2.2 43.9 45.0 79.5 92.2: 20.5 7.8
Other: 100.0: 31.0 25.7 5.7 46.9 56.4 83.6 87.7: 16.4 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 22 22 15 24 15 56 45:
Old : 74: 25 21 9 21 12 50 38:
Other: 35: 8 9 6 11 13 23 24:
:----------------------------------------------------------------------------------------------------
: 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 38.9 40.5 53.7 23.9 36.0 38.3 49.3
Old : 25.4 42.9 40.9 60.3 25.3 42.8 40.7 60.2
Other: 48.9 48.5 64.5 66.0 46.3 46.0 61.8 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 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,021,306: 290,682 224,583 56,341 547,966 636,720 894,990 917,645: 126,317 103,661
Old : 1,021,306: 290,682 224,583 56,341 547,966 636,720 894,990 917,645: 126,317 103,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -51,546: -58,436 -11,869 2,414 2,104 -46,754 -53,917 -56,209: 2,371 4,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 22.0 5.5 53.7 62.3 87.6 89.9: 12.4 10.1
Old : 100.0: 28.5 22.0 5.5 53.7 62.3 87.6 89.9: 12.4 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 44 47 28 107 101 169 158:
Old : 231: 44 47 28 107 101 169 158:
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 : 18.4 28.8 28.7 40.4 16.4 28.2 25.0 39.4
Old : 18.4 28.8 28.7 40.4 16.4 28.2 25.0 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,609,657: 200,453 272,549 359,470 1,741,545 1,642,931 2,301,468 2,274,950: 308,189 334,708
Old : 2,609,657: 200,453 272,549 359,470 1,741,545 1,642,931 2,301,468 2,274,950: 308,189 334,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 129,211: 16,196 -26,568 25,208 113,672 132,151 155,076 130,791: -25,865 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 10.4 13.8 66.7 63.0 88.2 87.2: 11.8 12.8
Old : 100.0: 7.7 10.4 13.8 66.7 63.0 88.2 87.2: 11.8 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 : 321: 51 74 78 163 181 257 290:
Old : 321: 51 74 78 163 181 257 290:
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 16.4 33.7 23.3 22.2 13.7 29.4 18.1
Old : 25.3 16.4 33.7 23.3 22.2 13.7 29.4 18.1
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 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,645,527: 453,121 149,890 168,369 764,796 1,055,311 1,386,286 1,373,571: 259,241 271,956
Old : 1,645,527: 453,121 149,890 168,369 764,796 1,055,311 1,386,286 1,373,571: 259,241 271,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 7,675: -348 -15,782 12,425 -13,871 11,775 -1,793 8,418: 9,469 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 9.1 10.2 46.5 64.1 84.2 83.5: 15.8 16.5
Old : 100.0: 27.5 9.1 10.2 46.5 64.1 84.2 83.5: 15.8 16.5
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 : 202: 35 36 38 93 114 154 162:
Old : 202: 35 36 38 93 114 154 162:
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 : 23.7 17.3 34.8 26.4 22.8 16.3 30.7 23.0
Old : 23.7 17.3 34.8 26.4 22.8 16.3 30.7 23.0
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 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 623,534: 32,806 77,810 156,009 409,100 333,898 597,916 567,717: 25,619 55,817
Old : 623,534: 32,806 77,810 156,009 409,100 333,898 597,916 567,717: 25,619 55,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 12,784: -1,024 2,088 6,265 6,716 -810 11,957 7,543: 827 5,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 12.5 25.0 65.6 53.5 95.9 91.0: 4.1 9.0
Old : 100.0: 5.3 12.5 25.0 65.6 53.5 95.9 91.0: 4.1 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 : 94: 11 23 28 50 55 79 90:
Old : 94: 11 23 28 50 55 79 90:
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 23.0 49.9 38.0 26.3 16.0 31.9 23.6
Old : 38.0 23.0 49.9 38.0 26.3 16.0 31.9 23.6
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 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 68,717: 14,145 6,216 6,201 39,502 49,024 59,848 61,441: 8,869 7,276
Old : 68,717: 14,145 6,216 6,201 39,502 49,024 59,848 61,441: 8,869 7,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 17,066: -3,670 -1,907 5,457 14,356 10,762 16,143 14,312: 923 2,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.0 9.0 57.5 71.3 87.1 89.4: 12.9 10.6
Old : 100.0: 20.6 9.0 9.0 57.5 71.3 87.1 89.4: 12.9 10.6
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 : 103: 30 14 14 37 37 75 59:
Old : 103: 30 14 14 37 37 75 59:
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 : 24.4 33.1 39.5 47.7 18.7 29.0 29.1 39.7
Old : 24.4 33.1 39.5 47.7 18.7 29.0 29.1 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 16,263: 5,208 2,137 20 9,611 11,329 14,839 13,486: 1,424 2,777
Old : 16,263: 5,208 2,137 20 9,611 11,329 14,839 13,486: 1,424 2,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 13.1 0.1 59.1 69.7 91.2 82.9: 8.8 17.1
Old : 100.0: 32.0 13.1 0.1 59.1 69.7 91.2 82.9: 8.8 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 3 4 4 8 10 14:
Old : 20: 5 3 4 4 8 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 53.1 89.6 77.0 70.2 53.1 89.5 77.0
Old : 70.2 53.1 89.6 77.0 70.2 53.1 89.5 77.0
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 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 104,907: 28,668 18,953 1,568 59,782 75,389 90,018 95,910: 14,890 8,997
Old : 104,907: 28,668 18,953 1,568 59,782 75,389 90,018 95,910: 14,890 8,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,605: -6,962 2,705 80 9,490 -1,133 2,608 1,651: -1,003 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 18.1 1.5 57.0 71.9 85.8 91.4: 14.2 8.6
Old : 100.0: 27.3 18.1 1.5 57.0 71.9 85.8 91.4: 14.2 8.6
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 : 100: 29 16 11 36 32 72 52:
Old : 100: 29 16 11 36 32 72 52:
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 : 27.8 39.4 41.8 55.9 27.8 39.3 41.8 55.1
Old : 27.8 39.4 41.8 55.9 27.8 39.3 41.8 55.1
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 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 7,149: 4,303 5,737 901 1,859 500 7,063 7,138: 86 11
Old : 7,149: 4,303 5,737 901 1,859 500 7,063 7,138: 86 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 173: -134 205 3 365 0 234 208: -61 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 80.2 12.6 26.0 7.0 98.8 99.8: 1.2 0.2
Old : 100.0: 60.2 80.2 12.6 26.0 7.0 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 9 2 3 1 16 10:
Old : 24: 11 9 2 3 1 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 70.0 83.7 96.4 58.4 61.6 79.3 83.8
Old : 59.1 70.0 83.7 96.4 58.4 61.6 79.3 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 8,464: 2,088 469 343 5,790 7,511 8,221 8,323: 243 141
Old : 8,464: 2,088 469 343 5,790 7,511 8,221 8,323: 243 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 55: -82 -3 126 -17 -85 27 38: 28 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 5.5 4.1 68.4 88.7 97.1 98.3: 2.9 1.7
Old : 100.0: 24.7 5.5 4.1 68.4 88.7 97.1 98.3: 2.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 4 3 6 10 15 16:
Old : 27: 8 4 3 6 10 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 78.7 87.4 89.2 69.2 78.6 85.8 87.6
Old : 70.3 78.7 87.4 89.2 69.2 78.6 85.8 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 9,041: 1,816 1,456 0 6,975 7,545 8,791 9,001: 250 40
Old : 9,041: 1,816 1,456 0 6,975 7,545 8,791 9,001: 250 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 394: 686 766 0 -291 -334 395 432: -1 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 16.1 0.0 77.1 83.5 97.2 99.6: 2.8 0.4
Old : 100.0: 20.1 16.1 0.0 77.1 83.5 97.2 99.6: 2.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 6 0 4 14 13 20:
Old : 32: 9 6 0 4 14 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.6 58.9 95.0 81.1 89.6 58.9 95.0 81.1
Old : 89.6 58.9 95.0 81.1 89.6 58.9 95.0 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012