WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 17, 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 : 454,539: 92,228 96,233 63,868 260,854 235,201 416,950 395,302: 37,589 59,237
Old : 411,781: 92,168 100,344 45,298 242,329 218,273 379,795 363,915: 31,986 47,866
Other: 42,758: 11,398 7,227 7,232 18,525 16,928 37,155 31,387: 5,603 11,371
: : :
: : Changes in Commitments from: May 10, 2011 :
: -1,364: -7,873 6,294 -1,545 7,488 -8,254 -1,930 -3,505: 566 2,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 21.2 14.1 57.4 51.7 91.7 87.0: 8.3 13.0
Old : 100.0: 22.4 24.4 11.0 58.8 53.0 92.2 88.4: 7.8 11.6
Other: 100.0: 26.7 16.9 16.9 43.3 39.6 86.9 73.4: 13.1 26.6
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 122 140 155 88 131 315 346:
Old : 426: 122 147 142 83 126 300 336:
Other: 170: 37 31 17 33 87 84 128:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 19.0 37.1 25.4 20.2 14.0 33.5 18.8
Old : 23.1 20.9 38.7 27.6 22.0 16.5 36.2 22.5
Other: 33.5 23.3 49.1 31.5 26.9 14.9 39.1 21.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 17, 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 : 1,421,489: 527,969 112,425 158,778 578,252 925,849 1,264,999 1,197,052: 156,490 224,437
Old : 776,183: 303,266 113,269 65,290 324,586 499,593 693,142 678,152: 83,041 98,031
Other: 645,306: 282,120 56,573 36,071 253,666 426,256 571,857 518,900: 73,449 126,406
: : :
: : Changes in Commitments from: May 10, 2011 :
: -24,491: -7,121 -1,000 -4,428 -12,871 -23,912 -24,420 -29,340: -71 4,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 7.9 11.2 40.7 65.1 89.0 84.2: 11.0 15.8
Old : 100.0: 39.1 14.6 8.4 41.8 64.4 89.3 87.4: 10.7 12.6
Other: 100.0: 43.7 8.8 5.6 39.3 66.1 88.6 80.4: 11.4 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 846: 252 135 185 218 387 552 648:
Old : 779: 221 138 105 159 349 432 544:
Other: 726: 186 120 84 152 350 382 520:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 11.8 20.1 18.0 11.8 10.3 18.0 15.8
Old : 16.6 15.6 24.2 21.6 16.5 15.2 24.0 20.6
Other: 14.8 11.8 24.5 17.8 13.5 11.4 22.0 17.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 17, 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 : 12,032: 3,057 932 77 5,836 9,743 8,970 10,752: 3,062 1,280
Old : 12,031: 3,056 932 77 5,836 9,743 8,969 10,752: 3,062 1,279
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: May 10, 2011 :
: -501: -112 19 0 -240 -561 -352 -542: -149 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.7 0.6 48.5 81.0 74.6 89.4: 25.4 10.6
Old : 100.0: 25.4 7.7 0.6 48.5 81.0 74.5 89.4: 25.5 10.6
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 : 43: 16 5 3 19 11 36 18:
Old : 43: 16 5 3 19 11 36 18:
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 : 29.5 60.5 45.9 78.6 28.9 54.4 42.0 71.8
Old : 29.5 60.5 45.9 78.6 28.9 54.4 42.0 71.8
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 17, 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 : 545,195: 167,312 55,589 68,035 263,988 341,959 499,335 465,583: 45,860 79,612
Old : 266,807: 108,143 32,379 12,332 121,508 192,465 241,983 237,176: 24,824 29,631
Other: 278,388: 87,580 51,621 27,292 142,480 149,494 257,352 228,407: 21,036 49,981
: : :
: : Changes in Commitments from: May 10, 2011 :
: -6,431: 360 2,989 -3,592 -430 -4,669 -3,662 -5,272: -2,769 -1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 10.2 12.5 48.4 62.7 91.6 85.4: 8.4 14.6
Old : 100.0: 40.5 12.1 4.6 45.5 72.1 90.7 88.9: 9.3 11.1
Other: 100.0: 31.5 18.5 9.8 51.2 53.7 92.4 82.0: 7.6 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 519: 152 126 153 124 190 370 407:
Old : 476: 152 119 62 81 153 266 308:
Other: 418: 106 105 75 88 171 243 311:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 19.7 26.9 27.9 14.8 17.2 22.8 23.7
Old : 21.5 31.7 31.6 44.0 20.7 30.1 30.6 41.2
Other: 24.5 14.6 34.2 22.5 23.7 12.9 33.1 19.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 17, 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 : 25,463: 22,736 3,108 107 3 6,404 22,846 9,619: 2,617 15,844
Old : 4,356: 2,636 1,005 11 3 781 2,650 1,797: 1,706 2,559
Other: 21,107: 20,120 2,123 76 0 5,623 20,196 7,822: 911 13,285
: : :
: : Changes in Commitments from: May 10, 2011 :
: 211: 225 142 -9 0 54 216 187: -5 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 12.2 0.4 0.0 25.2 89.7 37.8: 10.3 62.2
Old : 100.0: 60.5 23.1 0.3 0.1 17.9 60.8 41.3: 39.2 58.7
Other: 100.0: 95.3 10.1 0.4 0.0 26.6 95.7 37.1: 4.3 62.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 8 7 1 19 19 34:
Old : 43: 16 9 2 1 18 17 29:
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 : 61.6 13.7 78.4 20.0 61.4 13.7 78.2 20.0
Old : 39.2 25.7 53.9 34.1 38.9 25.7 53.7 34.1
Other: 66.4 12.5 85.6 19.4 66.2 12.5 85.4 19.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 17, 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 : 310,777: 85,758 43,862 35,594 157,703 203,810 279,055 283,266: 31,722 27,511
Old : 202,642: 62,280 45,410 17,570 100,588 116,990 180,438 179,970: 22,204 22,672
Other: 108,135: 32,240 7,214 9,262 57,115 86,820 98,617 103,296: 9,518 4,839
: : :
: : Changes in Commitments from: May 10, 2011 :
: 2,436: -110 3,069 -663 5,234 -1,440 4,461 966: -2,025 1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 14.1 11.5 50.7 65.6 89.8 91.1: 10.2 8.9
Old : 100.0: 30.7 22.4 8.7 49.6 57.7 89.0 88.8: 11.0 11.2
Other: 100.0: 29.8 6.7 8.6 52.8 80.3 91.2 95.5: 8.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 79 57 69 66 63 187 164:
Old : 231: 74 70 48 60 56 166 146:
Other: 141: 49 27 22 49 38 107 78:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 31.2 24.8 43.3 12.8 26.6 21.1 37.1
Old : 18.8 29.0 30.0 39.3 18.5 28.6 29.5 37.3
Other: 18.6 51.6 34.5 67.0 18.0 45.5 32.0 60.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 17, 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 : 721,053: 116,448 130,340 14,685 418,869 425,679 550,002 570,704: 171,051 150,349
Old : 721,053: 116,448 130,340 14,685 418,869 425,679 550,002 570,704: 171,051 150,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 60,417: 7,504 8,998 3,231 40,270 44,422 51,005 56,651: 9,412 3,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 18.1 2.0 58.1 59.0 76.3 79.1: 23.7 20.9
Old : 100.0: 16.1 18.1 2.0 58.1 59.0 76.3 79.1: 23.7 20.9
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 : 167: 32 30 24 72 75 114 121:
Old : 167: 32 30 24 72 75 114 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 19.9 31.4 29.7 20.5 19.2 30.1 27.4
Old : 20.5 19.9 31.4 29.7 20.5 19.2 30.1 27.4
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 17, 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 : 344,499: 44,943 62,683 791 231,691 234,858 277,425 298,332: 67,074 46,167
Old : 344,499: 44,943 62,683 791 231,691 234,858 277,425 298,332: 67,074 46,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 25,178: -4,767 5,709 31 21,946 19,081 17,210 24,821: 7,968 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.2 0.2 67.3 68.2 80.5 86.6: 19.5 13.4
Old : 100.0: 13.0 18.2 0.2 67.3 68.2 80.5 86.6: 19.5 13.4
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 : 69: 6 12 4 37 33 45 47:
Old : 69: 6 12 4 37 33 45 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 : 25.9 47.2 45.7 61.8 23.9 47.2 42.3 61.5
Old : 25.9 47.2 45.7 61.8 23.9 47.2 42.3 61.5
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 17, 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 : 8,127: 868 94 979 5,740 6,715 7,587 7,788: 540 339
Old : 8,127: 868 94 979 5,740 6,715 7,587 7,788: 540 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 344: -16 -64 61 163 514 208 511: 136 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 1.2 12.0 70.6 82.6 93.4 95.8: 6.6 4.2
Old : 100.0: 10.7 1.2 12.0 70.6 82.6 93.4 95.8: 6.6 4.2
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 : 39: 8 3 8 20 26 31 35:
Old : 39: 8 3 8 20 26 31 35:
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 : 44.7 41.1 64.3 62.8 23.8 21.0 31.8 30.4
Old : 44.7 41.1 64.3 62.8 23.8 21.0 31.8 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, May 17, 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 : 227,912: 52,564 24,625 34,425 104,340 145,030 191,329 204,080: 36,583 23,832
Old : 145,740: 51,004 23,701 8,802 59,470 95,556 119,276 128,059: 26,464 17,681
Other: 82,172: 16,366 15,730 10,817 44,870 49,474 72,053 76,021: 10,119 6,151
: : :
: : Changes in Commitments from: May 10, 2011 :
: -1,846: -2,816 256 144 -630 -2,808 -3,302 -2,408: 1,456 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.8 15.1 45.8 63.6 83.9 89.5: 16.1 10.5
Old : 100.0: 35.0 16.3 6.0 40.8 65.6 81.8 87.9: 18.2 12.1
Other: 100.0: 19.9 19.1 13.2 54.6 60.2 87.7 92.5: 12.3 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 58 30 53 65 60 157 133:
Old : 185: 65 35 36 56 55 141 112:
Other: 123: 26 25 18 53 38 90 73:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 35.2 22.8 44.9 7.8 27.8 14.3 33.9
Old : 12.0 40.3 21.4 50.5 10.7 40.1 19.4 48.7
Other: 29.1 30.9 42.3 51.4 20.6 27.1 33.0 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 17, 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 : 22,755: 6,746 2,541 1,132 9,206 17,277 17,084 20,950: 5,671 1,805
Old : 15,318: 6,409 2,074 85 5,218 12,301 11,712 14,460: 3,606 858
Other: 7,437: 818 948 566 3,988 4,976 5,372 6,490: 2,065 947
: : :
: : Changes in Commitments from: May 10, 2011 :
: 338: 56 143 175 414 -107 645 211: -307 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 11.2 5.0 40.5 75.9 75.1 92.1: 24.9 7.9
Old : 100.0: 41.8 13.5 0.6 34.1 80.3 76.5 94.4: 23.5 5.6
Other: 100.0: 11.0 12.7 7.6 53.6 66.9 72.2 87.3: 27.8 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 46 12 13 24 18 74 41:
Old : 87: 46 11 1 14 16 60 28:
Other: 46: 9 13 6 14 15 28 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 50.7 33.2 64.0 20.6 45.9 30.5 58.4
Old : 23.7 58.9 36.5 75.4 23.3 58.9 35.9 75.4
Other: 44.2 46.2 55.3 62.5 44.1 44.6 53.3 58.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 17, 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 : 1,060,067: 354,569 145,215 22,370 562,687 720,191 939,626 887,776: 120,441 172,291
Old : 1,060,067: 354,569 145,215 22,370 562,687 720,191 939,626 887,776: 120,441 172,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 13,193: -13,838 -4,590 3,637 17,473 -779 7,272 -1,732: 5,921 14,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 13.7 2.1 53.1 67.9 88.6 83.7: 11.4 16.3
Old : 100.0: 33.4 13.7 2.1 53.1 67.9 88.6 83.7: 11.4 16.3
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 : 275: 57 50 22 95 135 161 199:
Old : 275: 57 50 22 95 135 161 199:
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 : 24.0 18.3 34.7 25.7 23.0 14.0 31.9 20.5
Old : 24.0 18.3 34.7 25.7 23.0 14.0 31.9 20.5
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 17, 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 : 1,894,013: 226,464 376,508 38,508 1,324,194 1,124,856 1,589,166 1,539,872: 304,847 354,141
Old : 1,894,013: 226,464 376,508 38,508 1,324,194 1,124,856 1,589,166 1,539,872: 304,847 354,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 142,447: 28,713 46,957 7,635 106,727 97,910 143,075 152,502: -628 -10,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 19.9 2.0 69.9 59.4 83.9 81.3: 16.1 18.7
Old : 100.0: 12.0 19.9 2.0 69.9 59.4 83.9 81.3: 16.1 18.7
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 : 296: 40 76 28 106 146 163 233:
Old : 296: 40 76 28 106 146 163 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 18.4 35.4 27.0 24.7 15.2 32.2 20.2
Old : 26.7 18.4 35.4 27.0 24.7 15.2 32.2 20.2
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 17, 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 : 1,560,449: 419,594 154,044 30,277 884,256 1,081,763 1,334,127 1,266,084: 226,322 294,365
Old : 1,560,449: 419,594 154,044 30,277 884,256 1,081,763 1,334,127 1,266,084: 226,322 294,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 56,409: 13,765 9,532 14,179 22,274 42,955 50,218 66,666: 6,191 -10,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 9.9 1.9 56.7 69.3 85.5 81.1: 14.5 18.9
Old : 100.0: 26.9 9.9 1.9 56.7 69.3 85.5 81.1: 14.5 18.9
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 : 228: 43 40 24 95 114 146 170:
Old : 228: 43 40 24 95 114 146 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 20.7 37.2 30.7 23.9 18.9 35.4 26.5
Old : 25.4 20.7 37.2 30.7 23.9 18.9 35.4 26.5
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 17, 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 : 699,377: 84,875 74,178 96,436 481,540 476,770 662,851 647,384: 36,526 51,993
Old : 699,377: 84,875 74,178 96,436 481,540 476,770 662,851 647,384: 36,526 51,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 17,757: -8,146 8,841 -1,326 26,155 9,950 16,683 17,465: 1,074 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.6 13.8 68.9 68.2 94.8 92.6: 5.2 7.4
Old : 100.0: 12.1 10.6 13.8 68.9 68.2 94.8 92.6: 5.2 7.4
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 : 139: 21 34 37 62 73 105 129:
Old : 139: 21 34 37 62 73 105 129:
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 : 37.9 24.9 50.7 36.2 24.6 11.6 29.6 17.1
Old : 37.9 24.9 50.7 36.2 24.6 11.6 29.6 17.1
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 17, 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 : 77,478: 16,513 3,181 3,207 41,201 57,916 60,921 64,303: 16,557 13,175
Old : 77,478: 16,513 3,181 3,207 41,201 57,916 60,921 64,303: 16,557 13,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 16,978: -8,810 -1,560 3,018 13,877 8,601 8,085 10,058: 8,893 6,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.1 4.1 53.2 74.8 78.6 83.0: 21.4 17.0
Old : 100.0: 21.3 4.1 4.1 53.2 74.8 78.6 83.0: 21.4 17.0
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 : 102: 31 8 9 38 31 75 47:
Old : 102: 31 8 9 38 31 75 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 : 22.1 40.8 35.0 58.3 15.8 34.8 24.1 47.4
Old : 22.1 40.8 35.0 58.3 15.8 34.8 24.1 47.4
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 - Futures Only, May 17, 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 : 24,357: 2,819 1,405 8 12,123 20,496 14,950 21,909: 9,407 2,448
Old : 24,357: 2,819 1,405 8 12,123 20,496 14,950 21,909: 9,407 2,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.8 0.0 49.8 84.1 61.4 89.9: 38.6 10.1
Old : 100.0: 11.6 5.8 0.0 49.8 84.1 61.4 89.9: 38.6 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 : 22: 4 5 3 9 6 16 11:
Old : 22: 4 5 3 9 6 16 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 : 42.4 80.0 56.1 86.9 42.4 79.1 56.1 85.9
Old : 42.4 80.0 56.1 86.9 42.4 79.1 56.1 85.9
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 17, 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 : 106,241: 33,530 9,694 255 58,156 74,839 91,941 84,788: 14,300 21,453
Old : 106,241: 33,530 9,694 255 58,156 74,839 91,941 84,788: 14,300 21,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -14,758: -17,115 212 -123 3,508 -23,791 -13,730 -23,702: -1,028 8,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.1 0.2 54.7 70.4 86.5 79.8: 13.5 20.2
Old : 100.0: 31.6 9.1 0.2 54.7 70.4 86.5 79.8: 13.5 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 32 10 4 33 28 67 40:
Old : 98: 32 10 4 33 28 67 40:
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 : 29.2 41.6 43.4 56.8 29.0 41.6 43.2 56.8
Old : 29.2 41.6 43.4 56.8 29.0 41.6 43.2 56.8
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 17, 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 : 8,001: 4,624 1,330 672 1,584 5,999 6,880 8,001: 1,121 0
Old : 8,001: 4,624 1,330 672 1,584 5,999 6,880 8,001: 1,121 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -83: 27 -12 -37 0 -25 -10 -74: -73 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 16.6 8.4 19.8 75.0 86.0 100.0: 14.0 0.0
Old : 100.0: 57.8 16.6 8.4 19.8 75.0 86.0 100.0: 14.0 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 : 24: 13 6 1 1 4 15 10:
Old : 24: 13 6 1 1 4 15 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 : 46.9 90.0 72.1 97.9 45.4 81.6 69.1 89.5
Old : 46.9 90.0 72.1 97.9 45.4 81.6 69.1 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, May 17, 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 : 11,569: 2,479 1,091 3 8,713 10,384 11,195 11,478: 374 91
Old : 11,569: 2,479 1,091 3 8,713 10,384 11,195 11,478: 374 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 186: 1,343 -30 0 -1,263 222 80 192: 106 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 9.4 0.0 75.3 89.8 96.8 99.2: 3.2 0.8
Old : 100.0: 21.4 9.4 0.0 75.3 89.8 96.8 99.2: 3.2 0.8
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 : 32: 6 7 1 7 13 13 21:
Old : 32: 6 7 1 7 13 13 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 77.2 94.8 89.2 79.1 77.2 94.8 89.0
Old : 79.1 77.2 94.8 89.2 79.1 77.2 94.8 89.0
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 17, 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 : 28,564: 3,555 1,430 0 24,614 27,103 28,169 28,533: 395 31
Old : 28,564: 3,555 1,430 0 24,614 27,103 28,169 28,533: 395 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 335: 151 350 0 68 17 219 367: 116 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.0 0.0 86.2 94.9 98.6 99.9: 1.4 0.1
Old : 100.0: 12.4 5.0 0.0 86.2 94.9 98.6 99.9: 1.4 0.1
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 : 34: 8 6 0 7 14 15 20:
Old : 34: 8 6 0 7 14 15 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 : 90.7 72.0 97.1 90.3 90.7 72.0 97.1 90.3
Old : 90.7 72.0 97.1 90.3 90.7 72.0 97.1 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2011