WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 460,447: 104,193 91,566 63,066 256,451 251,889 423,710 406,521: 36,737 53,926
Old : 424,398: 104,256 97,364 45,028 243,390 237,340 392,674 379,732: 31,724 44,666
Other: 36,049: 11,569 5,834 6,406 13,061 14,549 31,036 26,789: 5,013 9,260
: : :
: : Changes in Commitments from: April 26, 2011 :
: -10,161: -2,897 6,647 -2,814 -2,933 -15,235 -8,644 -11,402: -1,517 1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 19.9 13.7 55.7 54.7 92.0 88.3: 8.0 11.7
Old : 100.0: 24.6 22.9 10.6 57.3 55.9 92.5 89.5: 7.5 10.5
Other: 100.0: 32.1 16.2 17.8 36.2 40.4 86.1 74.3: 13.9 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 114 137 147 84 133 300 340:
Old : 418: 115 141 131 79 129 283 329:
Other: 164: 33 30 20 35 82 83 126:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 18.9 38.1 26.1 20.8 15.1 34.8 20.3
Old : 23.8 20.4 40.1 28.1 22.4 17.2 37.3 23.3
Other: 32.4 21.4 48.2 29.2 26.4 13.2 39.4 19.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,492,620: 547,057 100,606 176,307 609,289 994,298 1,332,653 1,271,211: 159,967 221,409
Old : 859,477: 331,569 121,631 67,596 368,324 567,090 767,489 756,317: 91,988 103,160
Other: 633,143: 290,528 54,015 33,671 240,965 427,208 565,164 514,894: 67,979 118,249
: : :
: : Changes in Commitments from: April 26, 2011 :
: -100,113: -23,468 3,148 -38,057 -18,567 -47,473 -80,092 -82,382: -20,021 -17,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 6.7 11.8 40.8 66.6 89.3 85.2: 10.7 14.8
Old : 100.0: 38.6 14.2 7.9 42.9 66.0 89.3 88.0: 10.7 12.0
Other: 100.0: 45.9 8.5 5.3 38.1 67.5 89.3 81.3: 10.7 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 869: 274 120 200 216 400 576 664:
Old : 805: 233 137 123 164 366 457 572:
Other: 738: 198 111 86 140 357 380 523:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 11.9 20.7 18.4 11.9 10.0 18.2 15.2
Old : 17.4 16.9 25.6 23.4 17.4 16.4 24.6 22.6
Other: 16.2 12.5 24.9 19.0 14.3 12.3 22.8 18.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,050: 3,431 328 78 6,226 11,501 9,735 11,907: 3,315 1,143
Old : 13,049: 3,430 328 78 6,226 11,501 9,734 11,907: 3,315 1,142
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: April 26, 2011 :
: -482: -709 186 -109 -171 -894 -989 -817: 507 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 2.5 0.6 47.7 88.1 74.6 91.2: 25.4 8.8
Old : 100.0: 26.3 2.5 0.6 47.7 88.1 74.6 91.2: 25.4 8.8
Other: 100.0: 100.0 0.0 0.0 0.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 19 3 3 18 14 38 19:
Old : 44: 19 3 3 18 14 38 19:
Other: 1: 1 0 0 0 0 1 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 : 27.2 62.6 42.8 81.7 27.2 58.0 40.5 74.1
Old : 27.2 62.6 42.8 81.7 27.2 58.0 40.5 74.1
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 571,505: 178,732 50,816 72,937 267,838 368,578 519,507 492,331: 51,998 79,174
Old : 292,209: 119,684 38,075 8,378 133,522 214,359 261,584 260,812: 30,625 31,397
Other: 279,296: 89,325 43,018 34,282 134,316 154,219 257,923 231,519: 21,373 47,777
: : :
: : Changes in Commitments from: April 26, 2011 :
: -22,063: 1,007 5,815 -20,714 46 -3,723 -19,661 -18,622: -2,402 -3,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 8.9 12.8 46.9 64.5 90.9 86.1: 9.1 13.9
Old : 100.0: 41.0 13.0 2.9 45.7 73.4 89.5 89.3: 10.5 10.7
Other: 100.0: 32.0 15.4 12.3 48.1 55.2 92.3 82.9: 7.7 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 523: 180 103 150 116 193 372 398:
Old : 473: 150 112 68 76 172 265 321:
Other: 419: 119 99 72 85 168 244 305:
:----------------------------------------------------------------------------------------------------
: 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 20.5 26.7 28.8 12.6 16.9 20.4 23.4
Old : 21.6 30.6 31.6 42.9 20.8 28.9 30.9 40.8
Other: 24.0 15.2 32.5 22.9 22.8 13.2 30.8 19.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 24,941: 22,235 2,646 120 5 6,333 22,360 9,099: 2,581 15,842
Old : 3,948: 2,298 585 12 5 759 2,315 1,356: 1,633 2,592
Other: 20,993: 19,968 2,092 77 0 5,574 20,045 7,743: 948 13,250
: : :
: : Changes in Commitments from: April 26, 2011 :
: -33: 27 127 -27 0 254 0 354: -33 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 10.6 0.5 0.0 25.4 89.7 36.5: 10.3 63.5
Old : 100.0: 58.2 14.8 0.3 0.1 19.2 58.6 34.3: 41.4 65.7
Other: 100.0: 95.1 10.0 0.4 0.0 26.6 95.5 36.9: 4.5 63.1
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 7 7 2 19 18 33:
Old : 39: 14 8 3 2 17 16 28:
Other: 42: 16 7 6 0 19 16 32:
:----------------------------------------------------------------------------------------------------
: 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 : 62.1 13.2 79.6 19.7 61.9 13.2 79.4 19.7
Old : 41.0 21.6 53.2 27.8 40.7 21.6 53.0 27.8
Other: 66.3 12.3 85.4 19.2 66.1 12.3 85.2 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 321,664: 100,549 36,666 37,174 147,762 221,472 285,485 295,312: 36,179 26,352
Old : 214,529: 74,914 41,705 15,795 96,480 135,949 187,189 193,449: 27,340 21,080
Other: 107,135: 38,551 7,877 8,463 51,282 85,523 98,296 101,863: 8,839 5,272
: : :
: : Changes in Commitments from: April 26, 2011 :
: -18,461: -7,126 -3,058 -3,650 -5,667 -13,316 -16,443 -20,024: -2,018 1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 11.4 11.6 45.9 68.9 88.8 91.8: 11.2 8.2
Old : 100.0: 34.9 19.4 7.4 45.0 63.4 87.3 90.2: 12.7 9.8
Other: 100.0: 36.0 7.4 7.9 47.9 79.8 91.7 95.1: 8.3 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 91 53 70 56 60 189 161:
Old : 237: 89 66 49 52 54 170 145:
Other: 136: 48 27 19 45 33 102 72:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 32.6 24.2 46.2 12.1 27.7 20.5 40.8
Old : 17.4 27.7 28.4 40.3 15.9 27.4 25.2 36.1
Other: 19.3 50.4 35.1 65.4 18.3 45.9 33.0 60.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 607,225: 88,234 110,790 7,503 357,614 342,271 453,351 460,564: 153,874 146,661
Old : 607,225: 88,234 110,790 7,503 357,614 342,271 453,351 460,564: 153,874 146,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 31,530: 20,390 6,400 768 -2,773 20,390 18,385 27,558: 13,145 3,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.2 1.2 58.9 56.4 74.7 75.8: 25.3 24.2
Old : 100.0: 14.5 18.2 1.2 58.9 56.4 74.7 75.8: 25.3 24.2
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 : 150: 34 25 21 67 66 107 106:
Old : 150: 34 25 21 67 66 107 106:
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 : 21.2 20.3 31.3 30.9 20.7 19.5 29.4 29.2
Old : 21.2 20.3 31.3 30.9 20.7 19.5 29.4 29.2
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 317,386: 50,109 56,712 761 205,022 214,930 255,892 272,403: 61,494 44,983
Old : 317,386: 50,109 56,712 761 205,022 214,930 255,892 272,403: 61,494 44,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 326: 6,750 -1,041 121 238 1,250 7,109 330: -6,783 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 17.9 0.2 64.6 67.7 80.6 85.8: 19.4 14.2
Old : 100.0: 15.8 17.9 0.2 64.6 67.7 80.6 85.8: 19.4 14.2
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 : 66: 7 11 4 34 34 43 47:
Old : 66: 7 11 4 34 34 43 47:
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 : 27.2 47.9 48.0 60.7 25.5 47.8 44.2 60.1
Old : 27.2 47.9 48.0 60.7 25.5 47.8 44.2 60.1
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,635: 1,144 357 902 5,297 5,973 7,343 7,232: 292 403
Old : 7,635: 1,144 357 902 5,297 5,973 7,343 7,232: 292 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 301: 173 71 131 91 53 395 255: -94 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.7 11.8 69.4 78.2 96.2 94.7: 3.8 5.3
Old : 100.0: 15.0 4.7 11.8 69.4 78.2 96.2 94.7: 3.8 5.3
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 : 37: 8 6 8 20 21 34 29:
Old : 37: 8 6 8 20 21 34 29:
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 : 50.3 41.6 68.0 65.2 31.5 23.5 38.0 33.0
Old : 50.3 41.6 68.0 65.2 31.5 23.5 38.0 33.0
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 226,128: 55,684 25,875 30,439 100,715 144,741 186,838 201,055: 39,290 25,073
Old : 147,529: 50,842 25,190 7,967 58,650 96,974 117,459 130,131: 30,070 17,398
Other: 78,599: 17,552 13,395 9,762 42,065 47,767 69,379 70,924: 9,220 7,675
: : :
: : Changes in Commitments from: April 26, 2011 :
: -649: -949 -341 1,758 -1,646 -2,198 -837 -781: 188 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 11.4 13.5 44.5 64.0 82.6 88.9: 17.4 11.1
Old : 100.0: 34.5 17.1 5.4 39.8 65.7 79.6 88.2: 20.4 11.8
Other: 100.0: 22.3 17.0 12.4 53.5 60.8 88.3 90.2: 11.7 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 61 33 58 63 64 163 139:
Old : 190: 68 34 40 57 60 147 120:
Other: 122: 24 27 15 50 36 86 70:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 35.6 23.5 45.9 8.7 27.9 15.9 34.1
Old : 13.4 41.2 22.8 50.9 12.8 40.9 20.6 49.3
Other: 31.1 31.9 45.4 54.4 25.8 28.1 38.6 42.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,542: 8,240 2,885 736 8,273 18,331 17,249 21,952: 6,293 1,590
Old : 17,163: 7,756 2,275 119 4,955 14,059 12,830 16,453: 4,333 710
Other: 6,379: 774 900 327 3,318 4,272 4,419 5,499: 1,960 880
: : :
: : Changes in Commitments from: April 26, 2011 :
: -910: 658 -671 -320 -511 32 -173 -959: -737 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 12.3 3.1 35.1 77.9 73.3 93.2: 26.7 6.8
Old : 100.0: 45.2 13.3 0.7 28.9 81.9 74.8 95.9: 25.2 4.1
Other: 100.0: 12.1 14.1 5.1 52.0 67.0 69.3 86.2: 30.7 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 52 15 13 22 18 79 42:
Old : 94: 51 14 3 14 16 68 30:
Other: 45: 10 12 6 12 14 26 29:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 54.0 32.9 66.7 19.2 49.2 30.6 61.6
Old : 23.1 60.6 34.8 76.3 23.1 60.6 34.8 75.8
Other: 47.3 46.2 55.6 61.8 47.1 45.0 55.4 60.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,067,052: 373,285 151,381 18,520 562,149 733,403 953,954 903,304: 113,098 163,748
Old : 1,067,052: 373,285 151,381 18,520 562,149 733,403 953,954 903,304: 113,098 163,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 9,968: 34,731 -8,553 1,595 -31,061 6,438 5,265 -520: 4,703 10,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 14.2 1.7 52.7 68.7 89.4 84.7: 10.6 15.3
Old : 100.0: 35.0 14.2 1.7 52.7 68.7 89.4 84.7: 10.6 15.3
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 : 279: 53 56 21 100 129 165 195:
Old : 279: 53 56 21 100 129 165 195:
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 : 23.8 20.4 35.6 27.6 23.8 16.5 33.3 23.3
Old : 23.8 20.4 35.6 27.6 23.8 16.5 33.3 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,704,182: 219,432 275,543 28,364 1,164,909 1,009,976 1,412,705 1,313,883: 291,477 390,299
Old : 1,704,182: 219,432 275,543 28,364 1,164,909 1,009,976 1,412,705 1,313,883: 291,477 390,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 44,045: 8,332 30,029 3,756 14,615 8,528 26,703 42,313: 17,342 1,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 16.2 1.7 68.4 59.3 82.9 77.1: 17.1 22.9
Old : 100.0: 12.9 16.2 1.7 68.4 59.3 82.9 77.1: 17.1 22.9
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 : 271: 36 67 29 103 130 155 210:
Old : 271: 36 67 29 103 130 155 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 15.1 33.4 25.0 22.2 12.3 30.7 17.8
Old : 22.6 15.1 33.4 25.0 22.2 12.3 30.7 17.8
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,457,788: 378,634 144,128 11,844 831,431 1,002,962 1,221,909 1,158,934: 235,879 298,854
Old : 1,457,788: 378,634 144,128 11,844 831,431 1,002,962 1,221,909 1,158,934: 235,879 298,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 33,858: 6,843 16,152 -2,224 -5,966 3,787 -1,347 17,715: 35,205 16,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 9.9 0.8 57.0 68.8 83.8 79.5: 16.2 20.5
Old : 100.0: 26.0 9.9 0.8 57.0 68.8 83.8 79.5: 16.2 20.5
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 : 205: 32 42 18 88 98 131 147:
Old : 205: 32 42 18 88 98 131 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 20.5 35.0 30.9 21.4 18.4 33.1 27.6
Old : 22.8 20.5 35.0 30.9 21.4 18.4 33.1 27.6
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 646,665: 98,542 61,566 87,172 428,034 442,719 613,748 591,457: 32,917 55,208
Old : 646,665: 98,542 61,566 87,172 428,034 442,719 613,748 591,457: 32,917 55,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -48,905: -12,368 -2,511 -422 -33,212 -50,656 -46,002 -53,589: -2,903 4,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 9.5 13.5 66.2 68.5 94.9 91.5: 5.1 8.5
Old : 100.0: 15.2 9.5 13.5 66.2 68.5 94.9 91.5: 5.1 8.5
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 : 138: 27 31 37 59 69 105 125:
Old : 138: 27 31 37 59 69 105 125:
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 : 37.5 26.0 52.4 38.3 25.8 12.2 32.9 19.6
Old : 37.5 26.0 52.4 38.3 25.8 12.2 32.9 19.6
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,524: 29,601 6,358 10 28,911 53,323 58,522 59,690: 7,003 5,834
Old : 65,524: 29,601 6,358 10 28,911 53,323 58,522 59,690: 7,003 5,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 8,093: 8,518 1,539 -110 -39 9,789 8,370 11,219: -277 -3,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 9.7 0.0 44.1 81.4 89.3 91.1: 10.7 8.9
Old : 100.0: 45.2 9.7 0.0 44.1 81.4 89.3 91.1: 10.7 8.9
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 : 112: 41 14 2 32 31 73 47:
Old : 112: 41 14 2 32 31 73 47:
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 : 34.4 41.3 47.1 58.7 33.4 41.3 45.7 58.7
Old : 34.4 41.3 47.1 58.7 33.4 41.3 45.7 58.7
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 131,048: 59,201 12,715 20 57,822 106,645 117,043 119,380: 14,005 11,668
Old : 131,048: 59,201 12,715 20 57,822 106,645 117,043 119,380: 14,005 11,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 16,186: 17,036 3,078 -219 -78 19,578 16,739 22,437: -553 -6,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 9.7 0.0 44.1 81.4 89.3 91.1: 10.7 8.9
Old : 100.0: 45.2 9.7 0.0 44.1 81.4 89.3 91.1: 10.7 8.9
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 : 112: 41 14 2 32 31 73 47:
Old : 112: 41 14 2 32 31 73 47:
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 : 34.4 41.3 47.1 58.7 33.4 41.3 45.7 58.7
Old : 34.4 41.3 47.1 58.7 33.4 41.3 45.7 58.7
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 7,523: 4,688 1,472 37 1,584 6,014 6,309 7,523: 1,214 0
Old : 7,523: 4,688 1,472 37 1,584 6,014 6,309 7,523: 1,214 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,296: -291 -795 0 -90 419 -381 -376: -915 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 19.6 0.5 21.1 79.9 83.9 100.0: 16.1 0.0
Old : 100.0: 62.3 19.6 0.5 21.1 79.9 83.9 100.0: 16.1 0.0
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 : 23: 12 6 1 1 4 13 11:
Old : 23: 12 6 1 1 4 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 84.1 76.2 98.0 50.5 84.1 76.2 98.0
Old : 50.5 84.1 76.2 98.0 50.5 84.1 76.2 98.0
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,818: 943 1,161 4 9,557 9,471 10,504 10,636: 314 182
Old : 10,818: 943 1,161 4 9,557 9,471 10,504 10,636: 314 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -431: -319 -60 -6 -281 -365 -606 -431: 175 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.7 0.0 88.3 87.5 97.1 98.3: 2.9 1.7
Old : 100.0: 8.7 10.7 0.0 88.3 87.5 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 : 31: 5 8 1 7 13 12 22:
Old : 31: 5 8 1 7 13 12 22:
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 : 85.0 69.9 96.4 85.3 85.0 69.9 96.3 85.1
Old : 85.0 69.9 96.4 85.3 85.0 69.9 96.3 85.1
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,935: 3,065 1,158 0 24,620 26,707 27,685 27,865: 250 70
Old : 27,935: 3,065 1,158 0 24,620 26,707 27,685 27,865: 250 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 256: 917 62 0 -634 511 283 573: -27 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 4.1 0.0 88.1 95.6 99.1 99.7: 0.9 0.3
Old : 100.0: 11.0 4.1 0.0 88.1 95.6 99.1 99.7: 0.9 0.3
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 : 31: 6 5 0 7 14 13 19:
Old : 31: 6 5 0 7 14 13 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.2 77.9 97.8 91.5 94.2 77.9 97.8 91.5
Old : 94.2 77.9 97.8 91.5 94.2 77.9 97.8 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011