WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 31, 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 : 456,560: 100,869 84,872 71,538 243,116 240,013 415,523 396,423: 41,037 60,137
Old : 405,415: 100,619 88,060 49,083 221,287 220,756 370,989 357,899: 34,426 47,516
Other: 51,145: 13,443 10,005 9,262 21,829 19,257 44,534 38,524: 6,611 12,621
: : :
: : Changes in Commitments from: May 24, 2011 :
: -3,847: 1,867 -1,012 2,096 -7,039 -5,804 -3,076 -4,720: -771 873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 18.6 15.7 53.2 52.6 91.0 86.8: 9.0 13.2
Old : 100.0: 24.8 21.7 12.1 54.6 54.5 91.5 88.3: 8.5 11.7
Other: 100.0: 26.3 19.6 18.1 42.7 37.7 87.1 75.3: 12.9 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 131 141 159 89 127 322 348:
Old : 426: 131 150 140 82 118 300 331:
Other: 193: 48 46 18 37 85 99 140:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 18.8 35.7 25.4 19.7 15.2 32.4 20.7
Old : 23.2 21.0 38.4 28.1 21.7 18.6 35.8 25.0
Other: 27.4 21.5 42.9 30.4 22.2 14.0 34.7 19.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 31, 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 : 1,435,358: 554,915 91,397 155,088 564,065 959,110 1,274,068 1,205,595: 161,290 229,763
Old : 759,047: 307,748 90,706 67,821 299,900 502,996 675,469 661,523: 83,578 97,524
Other: 676,311: 298,703 52,227 35,731 264,165 456,114 598,599 544,072: 77,712 132,239
: : :
: : Changes in Commitments from: May 24, 2011 :
: 29,923: 22,725 -1,334 7,140 -3,705 13,933 26,160 19,739: 3,763 10,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 6.4 10.8 39.3 66.8 88.8 84.0: 11.2 16.0
Old : 100.0: 40.5 11.9 8.9 39.5 66.3 89.0 87.2: 11.0 12.8
Other: 100.0: 44.2 7.7 5.3 39.1 67.4 88.5 80.4: 11.5 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 856: 268 134 197 216 383 575 643:
Old : 791: 240 134 120 159 349 458 547:
Other: 734: 198 124 87 150 344 392 517:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.3 20.7 18.8 11.9 10.8 18.0 16.7
Old : 16.4 17.1 24.3 23.3 16.4 16.4 23.4 22.3
Other: 15.1 11.6 24.6 17.5 13.7 11.2 21.9 16.4
MINI CORN - CHICAGO BOARD OF TRADE Code-002603
Commitments of Traders - Futures Only, May 31, 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 : 20,387: 16,309 1,604 96 9 3,842 16,414 5,542: 3,973 14,845
Old : 5,060: 2,742 1,186 20 9 316 2,771 1,522: 2,289 3,538
Other: 15,327: 13,624 475 19 0 3,526 13,643 4,020: 1,684 11,307
: : :
: : Changes in Commitments from: May 24, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 7.9 0.5 0.0 18.8 80.5 27.2: 19.5 72.8
Old : 100.0: 54.2 23.4 0.4 0.2 6.2 54.8 30.1: 45.2 69.9
Other: 100.0: 88.9 3.1 0.1 0.0 23.0 89.0 26.2: 11.0 73.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 3 7 3 8 14 16:
Old : 20: 9 3 2 3 7 13 11:
Other: 19: 10 1 4 0 8 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 53.8 14.3 77.7 22.5 53.7 14.2 77.5 22.4
Old : 40.9 26.9 53.9 29.7 40.9 26.6 53.7 29.4
Other: 62.1 14.6 86.1 24.1 62.0 14.6 86.0 24.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 31, 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 : 12,706: 3,429 759 674 5,522 10,076 9,625 11,509: 3,081 1,197
Old : 12,705: 3,428 759 674 5,522 10,076 9,624 11,509: 3,081 1,196
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: May 24, 2011 :
: 226: 274 -192 247 -58 409 463 464: -237 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 6.0 5.3 43.5 79.3 75.8 90.6: 24.2 9.4
Old : 100.0: 27.0 6.0 5.3 43.5 79.3 75.7 90.6: 24.3 9.4
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 : 45: 20 4 3 16 11 36 18:
Old : 45: 20 4 3 16 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 : 27.7 58.8 46.2 77.8 26.0 52.3 37.3 68.6
Old : 27.7 58.8 46.2 77.8 26.0 52.3 37.3 68.6
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 31, 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 : 578,376: 185,872 61,003 78,112 259,168 359,281 523,152 498,396: 55,224 79,980
Old : 268,877: 114,882 36,509 17,423 106,430 187,774 238,735 241,706: 30,142 27,171
Other: 309,499: 104,155 57,659 27,524 152,738 171,507 284,417 256,690: 25,082 52,809
: : :
: : Changes in Commitments from: May 24, 2011 :
: 23,418: 7,711 2,993 10,809 -1,456 8,771 17,064 22,573: 6,354 845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 10.5 13.5 44.8 62.1 90.5 86.2: 9.5 13.8
Old : 100.0: 42.7 13.6 6.5 39.6 69.8 88.8 89.9: 11.2 10.1
Other: 100.0: 33.7 18.6 8.9 49.4 55.4 91.9 82.9: 8.1 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 538: 192 113 156 111 188 386 404:
Old : 481: 172 110 70 70 159 275 313:
Other: 430: 121 107 83 84 168 261 314:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 18.9 23.8 26.7 12.9 16.6 20.3 22.6
Old : 17.0 30.4 26.6 40.2 16.3 27.8 25.3 36.5
Other: 19.7 14.9 29.7 23.0 19.2 12.4 28.6 19.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 31, 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 : 27,076: 24,288 3,943 87 3 6,638 24,378 10,668: 2,698 16,408
Old : 5,189: 3,488 1,639 10 3 826 3,501 2,475: 1,688 2,714
Other: 21,887: 20,829 2,333 48 0 5,812 20,877 8,193: 1,010 13,694
: : :
: : Changes in Commitments from: May 24, 2011 :
: 856: 1,065 567 -1 0 131 1,064 697: -208 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 14.6 0.3 0.0 24.5 90.0 39.4: 10.0 60.6
Old : 100.0: 67.2 31.6 0.2 0.1 15.9 67.5 47.7: 32.5 52.3
Other: 100.0: 95.2 10.7 0.2 0.0 26.6 95.4 37.4: 4.6 62.6
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 12 7 1 19 21 37:
Old : 48: 17 13 2 1 18 18 33:
Other: 44: 16 9 5 0 19 16 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 13.4 76.5 19.7 59.2 13.4 76.3 19.7
Old : 34.0 21.2 50.4 35.4 33.8 21.2 50.3 35.4
Other: 66.2 12.4 85.3 19.2 66.0 12.4 85.1 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 31, 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 : 321,598: 97,202 34,715 39,699 145,598 219,607 282,499 294,021: 39,099 27,577
Old : 195,328: 70,522 35,882 18,017 79,270 120,424 167,809 174,323: 27,519 21,005
Other: 126,270: 35,996 8,149 12,366 66,328 99,183 114,690 119,698: 11,580 6,572
: : :
: : Changes in Commitments from: May 24, 2011 :
: 3,832: 5,275 -4,973 503 -4,968 7,284 810 2,814: 3,022 1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 10.8 12.3 45.3 68.3 87.8 91.4: 12.2 8.6
Old : 100.0: 36.1 18.4 9.2 40.6 61.7 85.9 89.2: 14.1 10.8
Other: 100.0: 28.5 6.5 9.8 52.5 78.5 90.8 94.8: 9.2 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 95 59 77 63 68 209 175:
Old : 255: 93 68 51 57 60 181 156:
Other: 153: 54 32 27 46 44 114 90:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 32.2 21.2 44.9 11.7 28.8 19.6 40.4
Old : 16.2 30.0 25.2 38.9 15.8 29.6 24.2 37.8
Other: 17.8 49.6 32.7 64.0 17.8 42.7 30.8 55.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 31, 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 : 740,953: 112,276 148,277 6,592 448,653 438,052 567,521 592,921: 173,432 148,032
Old : 740,953: 112,276 148,277 6,592 448,653 438,052 567,521 592,921: 173,432 148,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -33,750: -78 2,500 -10,062 -21,119 -20,305 -31,259 -27,867: -2,491 -5,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 20.0 0.9 60.6 59.1 76.6 80.0: 23.4 20.0
Old : 100.0: 15.2 20.0 0.9 60.6 59.1 76.6 80.0: 23.4 20.0
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 : 158: 26 34 8 74 73 104 111:
Old : 158: 26 34 8 74 73 104 111:
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 : 20.4 20.1 31.5 31.0 20.3 18.7 29.7 26.9
Old : 20.4 20.1 31.5 31.0 20.3 18.7 29.7 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, May 31, 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 : 378,832: 43,863 49,877 11,656 251,648 264,289 307,167 325,822: 71,665 53,010
Old : 378,832: 43,863 49,877 11,656 251,648 264,289 307,167 325,822: 71,665 53,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 15,472: 424 -3,560 6,774 19,785 9,751 26,983 12,965: -11,511 2,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.2 3.1 66.4 69.8 81.1 86.0: 18.9 14.0
Old : 100.0: 11.6 13.2 3.1 66.4 69.8 81.1 86.0: 18.9 14.0
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 : 67: 6 9 5 39 34 48 45:
Old : 67: 6 9 5 39 34 48 45:
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 : 25.5 48.2 45.2 62.9 23.8 47.6 42.1 60.4
Old : 25.5 48.2 45.2 62.9 23.8 47.6 42.1 60.4
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 31, 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 : 8,275: 921 113 745 6,040 6,921 7,706 7,779: 569 496
Old : 8,275: 921 113 745 6,040 6,921 7,706 7,779: 569 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -230: 11 -36 -10 -342 -257 -341 -303: 111 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.4 9.0 73.0 83.6 93.1 94.0: 6.9 6.0
Old : 100.0: 11.1 1.4 9.0 73.0 83.6 93.1 94.0: 6.9 6.0
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 : 38: 6 4 7 19 25 29 34:
Old : 38: 6 4 7 19 25 29 34:
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 : 35.7 36.5 55.3 60.4 21.4 16.9 30.7 27.1
Old : 35.7 36.5 55.3 60.4 21.4 16.9 30.7 27.1
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 31, 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 : 228,197: 57,345 26,132 36,752 92,819 140,185 186,916 203,069: 41,281 25,128
Old : 143,648: 52,988 24,675 9,578 51,709 91,234 114,275 125,487: 29,373 18,161
Other: 84,549: 18,077 15,177 13,454 41,110 48,951 72,641 77,582: 11,908 6,967
: : :
: : Changes in Commitments from: May 24, 2011 :
: 628: -291 3,629 600 -1,433 -6,767 -1,124 -2,538: 1,752 3,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 11.5 16.1 40.7 61.4 81.9 89.0: 18.1 11.0
Old : 100.0: 36.9 17.2 6.7 36.0 63.5 79.6 87.4: 20.4 12.6
Other: 100.0: 21.4 18.0 15.9 48.6 57.9 85.9 91.8: 14.1 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 60 32 53 62 59 154 130:
Old : 179: 62 37 36 56 53 140 109:
Other: 125: 33 24 22 49 39 93 77:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 33.1 21.7 42.1 7.9 26.2 14.6 32.4
Old : 12.0 37.9 21.7 47.6 11.6 37.2 20.9 46.5
Other: 26.5 30.9 38.9 49.0 17.6 25.6 28.7 38.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 31, 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 : 21,693: 7,162 2,026 1,095 8,330 16,971 16,587 20,092: 5,106 1,601
Old : 13,590: 6,185 1,541 40 4,110 11,307 10,335 12,888: 3,255 702
Other: 8,103: 1,414 922 618 4,220 5,664 6,252 7,204: 1,851 899
: : :
: : Changes in Commitments from: May 24, 2011 :
: -708: -97 -42 1 -648 -504 -744 -545: 36 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 9.3 5.0 38.4 78.2 76.5 92.6: 23.5 7.4
Old : 100.0: 45.5 11.3 0.3 30.2 83.2 76.0 94.8: 24.0 5.2
Other: 100.0: 17.5 11.4 7.6 52.1 69.9 77.2 88.9: 22.8 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 42 12 13 24 19 73 40:
Old : 85: 42 12 1 15 16 57 29:
Other: 53: 14 11 7 18 15 35 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 : 20.5 52.0 32.1 66.0 20.5 49.3 31.6 63.0
Old : 21.3 62.6 36.1 78.0 21.0 62.6 35.8 78.0
Other: 36.1 47.2 52.0 63.8 36.0 44.9 50.0 61.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 31, 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 : 1,046,815: 361,170 157,376 29,231 535,659 699,065 926,060 885,672: 120,755 161,143
Old : 1,046,815: 361,170 157,376 29,231 535,659 699,065 926,060 885,672: 120,755 161,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -56,957: -9,087 1,277 3,696 -52,910 -60,299 -58,301 -55,326: 1,344 -1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 15.0 2.8 51.2 66.8 88.5 84.6: 11.5 15.4
Old : 100.0: 34.5 15.0 2.8 51.2 66.8 88.5 84.6: 11.5 15.4
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 : 260: 55 51 28 88 132 158 196:
Old : 260: 55 51 28 88 132 158 196:
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 : 25.5 18.5 38.8 26.2 25.3 15.2 36.6 22.2
Old : 25.5 18.5 38.8 26.2 25.3 15.2 36.6 22.2
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 31, 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 : 1,973,136: 258,916 337,488 49,650 1,316,861 1,186,553 1,625,427 1,573,691: 347,709 399,445
Old : 1,973,136: 258,916 337,488 49,650 1,316,861 1,186,553 1,625,427 1,573,691: 347,709 399,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 29,783: 33,430 28,087 991 -7,723 -8,977 26,698 20,101: 3,085 9,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 17.1 2.5 66.7 60.1 82.4 79.8: 17.6 20.2
Old : 100.0: 13.1 17.1 2.5 66.7 60.1 82.4 79.8: 17.6 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 : 274: 42 59 29 110 143 166 217:
Old : 274: 42 59 29 110 143 166 217:
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 : 25.5 19.3 33.3 29.2 22.4 17.1 29.2 22.6
Old : 25.5 19.3 33.3 29.2 22.4 17.1 29.2 22.6
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 31, 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 : 1,555,969: 444,979 112,131 32,725 830,346 1,110,564 1,308,050 1,255,420: 247,919 300,549
Old : 1,555,969: 444,979 112,131 32,725 830,346 1,110,564 1,308,050 1,255,420: 247,919 300,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 40,108: 36,381 -10,937 11,468 -7,289 62,787 40,560 63,318: -452 -23,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 7.2 2.1 53.4 71.4 84.1 80.7: 15.9 19.3
Old : 100.0: 28.6 7.2 2.1 53.4 71.4 84.1 80.7: 15.9 19.3
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 : 215: 42 35 23 85 115 135 165:
Old : 215: 42 35 23 85 115 135 165:
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 : 20.8 21.1 33.6 29.6 19.6 19.6 31.2 27.4
Old : 20.8 21.1 33.6 29.6 19.6 19.6 31.2 27.4
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 31, 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 : 751,787: 76,482 84,501 96,047 537,549 508,747 710,078 689,295: 41,709 62,492
Old : 751,787: 76,482 84,501 96,047 537,549 508,747 710,078 689,295: 41,709 62,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 37,552: -8,641 8,837 3,076 40,008 17,862 34,443 29,775: 3,109 7,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.2 12.8 71.5 67.7 94.5 91.7: 5.5 8.3
Old : 100.0: 10.2 11.2 12.8 71.5 67.7 94.5 91.7: 5.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 23 34 39 64 77 109 135:
Old : 146: 23 34 39 64 77 109 135:
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 : 40.2 23.9 52.7 34.1 28.2 12.0 31.9 17.3
Old : 40.2 23.9 52.7 34.1 28.2 12.0 31.9 17.3
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 31, 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 : 78,430: 16,735 3,186 3,948 42,021 57,847 62,703 64,980: 15,727 13,450
Old : 78,430: 16,735 3,186 3,948 42,021 57,847 62,703 64,980: 15,727 13,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 753: 991 6 252 105 169 1,348 427: -595 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.1 5.0 53.6 73.8 79.9 82.9: 20.1 17.1
Old : 100.0: 21.3 4.1 5.0 53.6 73.8 79.9 82.9: 20.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 30 9 10 38 32 76 49:
Old : 102: 30 9 10 38 32 76 49:
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 39.3 36.3 55.8 17.3 32.7 25.5 44.8
Old : 22.6 39.3 36.3 55.8 17.3 32.7 25.5 44.8
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 31, 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 : 24,315: 3,030 1,437 9 12,123 20,494 15,162 21,940: 9,153 2,375
Old : 24,315: 3,030 1,437 9 12,123 20,494 15,162 21,940: 9,153 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -126: -54 -15 0 0 0 -54 -15: -72 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 5.9 0.0 49.9 84.3 62.4 90.2: 37.6 9.8
Old : 100.0: 12.5 5.9 0.0 49.9 84.3 62.4 90.2: 37.6 9.8
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 : 23: 5 5 4 9 6 17 12:
Old : 23: 5 5 4 9 6 17 12:
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 80.2 56.0 87.1 42.4 79.2 56.0 86.0
Old : 42.4 80.2 56.0 87.1 42.4 79.2 56.0 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, May 31, 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 : 108,229: 34,705 10,793 581 59,795 74,705 95,081 86,079: 13,148 22,150
Old : 108,229: 34,705 10,793 581 59,795 74,705 95,081 86,079: 13,148 22,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,758: 2,222 174 371 210 338 2,803 883: -1,045 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 10.0 0.5 55.2 69.0 87.9 79.5: 12.1 20.5
Old : 100.0: 32.1 10.0 0.5 55.2 69.0 87.9 79.5: 12.1 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 : 98: 33 10 6 33 29 68 43:
Old : 98: 33 10 6 33 29 68 43:
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 : 30.8 38.9 45.0 53.9 30.5 38.9 44.7 53.8
Old : 30.8 38.9 45.0 53.9 30.5 38.9 44.7 53.8
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 31, 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 : 7,957: 4,427 1,337 672 1,645 5,828 6,744 7,837: 1,213 120
Old : 7,957: 4,427 1,337 672 1,645 5,828 6,744 7,837: 1,213 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -100: -199 34 0 86 -129 -113 -95: 13 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 16.8 8.4 20.7 73.2 84.8 98.5: 15.2 1.5
Old : 100.0: 55.6 16.8 8.4 20.7 73.2 84.8 98.5: 15.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 13 5 1 2 3 16 8:
Old : 23: 13 5 1 2 3 16 8:
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 : 46.4 89.8 70.0 98.5 44.2 81.4 66.8 90.0
Old : 46.4 89.8 70.0 98.5 44.2 81.4 66.8 90.0
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 31, 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 : 13,823: 3,365 904 2 10,056 12,842 13,423 13,748: 400 75
Old : 13,823: 3,365 904 2 10,056 12,842 13,423 13,748: 400 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -84: -607 -71 -1 480 4 -128 -68: 44 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 6.5 0.0 72.7 92.9 97.1 99.5: 2.9 0.5
Old : 100.0: 24.3 6.5 0.0 72.7 92.9 97.1 99.5: 2.9 0.5
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 : 32: 7 6 1 9 13 16 20:
Old : 32: 7 6 1 9 13 16 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 : 78.5 82.4 92.8 91.5 77.5 82.4 91.7 91.4
Old : 78.5 82.4 92.8 91.5 77.5 82.4 91.7 91.4
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 31, 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 : 28,377: 4,357 1,058 116 23,578 27,182 28,051 28,356: 326 21
Old : 28,377: 4,357 1,058 116 23,578 27,182 28,051 28,356: 326 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -368: 1,260 189 78 -1,652 -605 -314 -338: -54 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 3.7 0.4 83.1 95.8 98.9 99.9: 1.1 0.1
Old : 100.0: 15.4 3.7 0.4 83.1 95.8 98.9 99.9: 1.1 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 : 35: 10 5 2 7 14 17 21:
Old : 35: 10 5 2 7 14 17 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 : 90.7 71.5 96.4 91.1 90.6 71.5 96.1 91.1
Old : 90.7 71.5 96.4 91.1 90.6 71.5 96.1 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2011