WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,852 COMMITMENTS 109,974 159,032 123,419 277,230 202,976 510,623 485,427 31,229 56,425 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,431) -658 3,395 1,495 221 -2,200 1,058 2,690 1,374 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 29.3 22.8 51.2 37.5 94.2 89.6 5.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 108 170 152 91 112 290 349 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,723,037 COMMITMENTS 300,660 174,506 520,115 739,272 726,514 1560047 1421135 162,990 301,902 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 11,954) -16,950 21,664 19,084 3,882 -37,286 6,016 3,462 5,939 8,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 10.1 30.2 42.9 42.2 90.5 82.5 9.5 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 755) 176 206 273 250 321 577 664 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,326 COMMITMENTS 2,148 1,071 3,500 1,387 2,264 7,034 6,834 292 492 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,066) -769 -299 -199 -139 -515 -1,107 -1,013 41 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 14.6 47.8 18.9 30.9 96.0 93.3 4.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 7 8 5 8 16 19 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,686 COMMITMENTS 4,040 793 671 5,862 9,602 10,573 11,067 2,113 1,619 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 401) 303 179 104 182 -23 588 260 -187 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 6.3 5.3 46.2 75.7 83.3 87.2 16.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 9 6 16 13 32 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,104,590 COMMITMENTS 263,316 43,528 371,626 400,652 583,708 1035594 998,863 68,996 105,727 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 3,904) -20,071 -3,135 20,214 9,269 -4,306 9,412 12,772 -5,508 -8,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 3.9 33.6 36.3 52.8 93.8 90.4 6.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640) 243 151 282 175 222 548 543 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,822 COMMITMENTS 2,188 2,036 8,087 5,259 5,180 15,534 15,304 289 519 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 826) 264 110 477 274 351 1,015 938 -189 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 12.9 51.1 33.2 32.7 98.2 96.7 1.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 8 11 9 14 22 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 448,414 COMMITMENTS 76,851 82,801 88,396 249,666 241,831 414,912 413,028 33,502 35,386 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 16,750) -12,289 6,846 9,025 22,785 -5,595 19,521 10,277 -2,771 6,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 18.5 19.7 55.7 53.9 92.5 92.1 7.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 78 92 101 78 75 218 227 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 833,730 COMMITMENTS 86,764 81,166 110,151 447,504 465,736 644,419 657,053 189,311 176,677 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 99,163) 5,604 13,962 55,438 24,570 18,243 85,611 87,643 13,551 11,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 9.7 13.2 53.7 55.9 77.3 78.8 22.7 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 34 38 47 88 89 148 148 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 369,204 COMMITMENTS 45,450 28,414 179 256,174 282,148 301,803 310,741 67,401 58,463 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 8,301) 735 1,055 0 5,038 4,584 5,773 5,639 2,527 2,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 7.7 0.0 69.4 76.4 81.7 84.2 18.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 7 5 2 42 43 49 50 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,787 COMMITMENTS 2,736 162 1,086 8,462 10,980 12,284 12,228 503 559 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 851) 219 -85 58 904 1,102 1,181 1,075 -330 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 1.3 8.5 66.2 85.9 96.1 95.6 3.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 2 5 23 26 33 33 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 297,818 COMMITMENTS 103,017 10,312 50,184 100,664 213,924 253,865 274,420 43,953 23,398 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 3,521) -4,671 2,852 2,736 3,491 -2,550 1,557 3,039 1,964 482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 3.5 16.9 33.8 71.8 85.2 92.1 14.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 98 35 55 74 70 204 135 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,649 COMMITMENTS 3,843 4,320 1,413 6,539 7,576 11,795 13,309 2,854 1,340 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 212) 290 -273 204 -191 429 303 360 -91 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 29.5 9.6 44.6 51.7 80.5 90.9 19.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 24 22 15 25 16 60 44 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,072,852 COMMITMENTS 349,118 236,452 53,927 545,862 683,474 948,906 973,853 123,946 98,999 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 18,289) 1,669 30,434 1,687 12,602 -17,496 15,958 14,625 2,331 3,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 22.0 5.0 50.9 63.7 88.4 90.8 11.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 46 44 27 104 106 166 161 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,480,446 COMMITMENTS 184,257 299,117 334,262 1627873 1510781 2146392 2144159 334,054 336,287 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 98,766) -50,831 -11,580 60,643 64,543 83,698 74,355 132,761 24,410 -33,996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 12.1 13.5 65.6 60.9 86.5 86.4 13.5 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 38 81 76 165 176 251 285 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,637,851 COMMITMENTS 453,469 165,672 155,944 778,667 1043536 1388079 1365153 249,772 272,699 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 51,964) 87,308 14,624 13,996 -42,317 31,864 58,987 60,485 -7,023 -8,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 10.1 9.5 47.5 63.7 84.8 83.4 15.2 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 32 44 39 91 117 151 172 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 610,750 COMMITMENTS 33,831 75,722 149,744 402,383 334,708 585,958 560,174 24,792 50,576 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 31,579) -3,574 3,114 7,819 29,297 16,740 33,541 27,673 -1,962 3,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 12.4 24.5 65.9 54.8 95.9 91.7 4.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 13 22 29 51 54 81 89 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,651 COMMITMENTS 17,815 8,124 744 25,146 38,261 43,705 47,129 7,946 4,522 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,678) -362 -1,340 76 -2,033 -573 -2,318 -1,837 641 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 15.7 1.4 48.7 74.1 84.6 91.2 15.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 29 17 10 34 33 70 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,302 COMMITMENTS 35,630 16,248 1,488 50,291 76,523 87,409 94,259 15,893 9,043 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -3,355) -724 -2,681 153 -4,066 -1,146 -4,637 -3,674 1,282 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 15.7 1.4 48.7 74.1 84.6 91.2 15.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 29 17 10 34 33 70 53 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 6,976 COMMITMENTS 4,437 5,532 898 1,494 500 6,829 6,930 147 46 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -115) -307 -106 7 133 -50 -167 -149 52 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.6 79.3 12.9 21.4 7.2 97.9 99.3 2.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 8 2 2 1 14 9 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 8,409 COMMITMENTS 2,170 472 217 5,807 7,596 8,194 8,285 215 124 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 190) -15 64 -5 164 115 144 174 46 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 5.6 2.6 69.1 90.3 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 5 2 6 11 15 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 8,647 COMMITMENTS 1,130 690 0 7,266 7,879 8,396 8,569 251 78 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 162) -204 100 0 376 36 172 136 -10 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 8.0 0.0 84.0 91.1 97.1 99.1 2.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 6 0 4 14 10 20
Updated May 21, 2012