WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 580,373: 100,094 80,529 147,542 290,168 289,708 537,804 517,779: 42,569 62,593
Old : 540,041: 100,268 86,170 128,462 274,262 273,377 502,992 488,008: 37,049 52,033
Other: 40,332: 11,869 6,403 7,037 15,906 16,331 34,812 29,771: 5,520 10,561
: : :
: : Changes in Commitments from: May 3, 2011 :
: 1,841: -2,674 888 5,581 -2,047 -8,918 860 -2,448: 981 4,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.9 25.4 50.0 49.9 92.7 89.2: 7.3 10.8
Old : 100.0: 18.6 16.0 23.8 50.8 50.6 93.1 90.4: 6.9 9.6
Other: 100.0: 29.4 15.9 17.4 39.4 40.5 86.3 73.8: 13.7 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 147 133 194 101 141 355 382:
Old : 448: 141 146 183 98 141 343 378:
Other: 172: 38 31 20 33 86 85 130:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 15.1 32.0 21.8 15.8 10.7 26.9 15.1
Old : 20.0 16.0 32.8 23.1 17.0 12.1 28.4 17.3
Other: 32.5 23.5 48.5 31.8 25.1 14.8 38.5 20.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 2,154,362: 431,384 99,756 694,894 814,339 1,086,098 1,940,616 1,880,748: 213,746 273,615
Old : 1,192,941: 244,597 113,034 375,108 457,249 586,120 1,076,953 1,074,262: 115,988 118,679
Other: 961,421: 258,264 58,199 248,308 357,090 499,978 863,663 806,486: 97,758 154,936
: : :
: : Changes in Commitments from: May 3, 2011 :
: -26,095: -29,068 6,279 10,302 -6,758 -42,506 -25,524 -25,924: -571 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.6 32.3 37.8 50.4 90.1 87.3: 9.9 12.7
Old : 100.0: 20.5 9.5 31.4 38.3 49.1 90.3 90.1: 9.7 9.9
Other: 100.0: 26.9 6.1 25.8 37.1 52.0 89.8 83.9: 10.2 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 900: 263 156 307 298 427 690 780:
Old : 841: 233 161 235 244 399 581 695:
Other: 767: 189 140 195 225 385 508 635:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 10.7 18.5 16.3 8.8 6.3 12.9 9.9
Old : 12.5 13.8 19.9 18.7 11.3 9.9 16.7 13.7
Other: 14.2 10.6 22.6 16.5 10.4 7.3 16.9 11.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 14,469: 2,264 913 1,523 7,330 10,654 11,117 13,090: 3,352 1,379
Old : 14,468: 2,263 913 1,523 7,330 10,654 11,116 13,090: 3,352 1,378
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: May 3, 2011 :
: -547: -232 567 10 -226 -1,209 -448 -632: -99 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 6.3 10.5 50.7 73.6 76.8 90.5: 23.2 9.5
Old : 100.0: 15.6 6.3 10.5 50.7 73.6 76.8 90.5: 23.2 9.5
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 8 20 13 37 25:
Old : 43: 16 5 8 20 13 37 25:
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 : 29.9 54.8 45.6 72.5 25.2 45.3 35.0 60.7
Old : 29.9 54.8 45.6 72.5 25.2 45.3 35.0 60.7
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 with Delta-adjusted Options and Futures Combined, May 10, 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 : 783,601: 129,666 44,434 259,794 337,695 389,955 727,154 694,183: 56,447 89,418
Old : 381,511: 94,441 29,501 97,257 159,537 219,507 351,234 346,266: 30,277 35,245
Other: 402,090: 77,503 57,211 120,258 178,158 170,448 375,920 347,917: 26,170 54,173
: : :
: : Changes in Commitments from: May 3, 2011 :
: -14,746: -15,175 1,606 2,228 1,849 -20,114 -11,099 -16,280: -3,648 1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.7 33.2 43.1 49.8 92.8 88.6: 7.2 11.4
Old : 100.0: 24.8 7.7 25.5 41.8 57.5 92.1 90.8: 7.9 9.2
Other: 100.0: 19.3 14.2 29.9 44.3 42.4 93.5 86.5: 6.5 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 549: 190 123 220 136 205 421 471:
Old : 500: 167 123 162 98 179 328 405:
Other: 446: 126 114 139 108 180 304 367:
:----------------------------------------------------------------------------------------------------
: 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 17.1 27.5 25.6 12.8 10.6 18.3 15.4
Old : 18.1 25.4 28.0 34.6 16.3 19.1 22.9 27.6
Other: 21.1 14.7 30.1 23.9 16.9 8.8 23.1 14.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 25,252: 22,511 2,966 116 3 6,350 22,630 9,432: 2,622 15,820
Old : 4,141: 2,408 877 9 3 742 2,420 1,628: 1,721 2,513
Other: 21,111: 20,137 2,123 73 0 5,608 20,210 7,804: 901 13,307
: : :
: : Changes in Commitments from: May 3, 2011 :
: 311: 276 320 -4 -2 17 270 333: 41 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 11.7 0.5 0.0 25.1 89.6 37.4: 10.4 62.6
Old : 100.0: 58.2 21.2 0.2 0.1 17.9 58.4 39.3: 41.6 60.7
Other: 100.0: 95.4 10.1 0.3 0.0 26.6 95.7 37.0: 4.3 63.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 8 7 1 19 17 34:
Old : 39: 14 9 2 1 16 15 27:
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 13.4 79.3 19.7 62.0 13.4 79.1 19.7
Old : 43.2 24.5 54.1 32.0 43.0 24.5 53.9 32.0
Other: 66.4 12.5 85.6 19.3 66.3 12.5 85.4 19.3
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 12,282: 517 8,576 2,817 8,147 562 11,481 11,956: 800 326
Old : 11,297: 517 8,522 1,947 8,147 562 10,611 11,031: 686 266
Other: 984: 504 558 366 0 0 870 924: 114 60
: : :
: : Changes in Commitments from: May 3, 2011 :
: 48: -451 -443 508 26 2 83 67: -35 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 69.8 22.9 66.3 4.6 93.5 97.3: 6.5 2.7
Old : 100.0: 4.6 75.4 17.2 72.1 5.0 93.9 97.6: 6.1 2.4
Other: 100.0: 51.2 56.7 37.2 0.0 0.0 88.4 93.9: 11.6 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 5 9 13 7 26 16:
Old : 27: 8 5 9 13 7 26 16:
Other: 3: 2 1 3 0 0 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 86.6 79.2 96.1 54.4 66.8 60.9 70.0
Old : 64.4 85.9 78.4 96.3 59.2 72.1 66.2 75.6
Other: 88.4 93.9 88.4 93.9 51.2 56.7 51.2 56.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 383,144: 72,160 38,185 87,392 188,857 230,476 348,409 356,054: 34,736 27,091
Old : 255,268: 50,785 41,736 52,645 126,670 139,574 230,101 233,955: 25,167 21,312
Other: 127,877: 32,471 7,546 23,650 62,187 90,903 118,308 122,098: 9,569 5,779
: : :
: : Changes in Commitments from: May 3, 2011 :
: -9,891: -16,691 4,048 1,353 8,049 -15,134 -7,289 -9,733: -2,602 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.0 22.8 49.3 60.2 90.9 92.9: 9.1 7.1
Old : 100.0: 19.9 16.3 20.6 49.6 54.7 90.1 91.7: 9.9 8.3
Other: 100.0: 25.4 5.9 18.5 48.6 71.1 92.5 95.5: 7.5 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 79 64 89 70 72 198 195:
Old : 245: 73 80 77 65 69 181 188:
Other: 140: 50 25 36 50 43 117 87:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 28.6 22.7 41.3 9.8 21.7 16.5 28.8
Old : 16.4 25.7 27.0 35.3 13.9 19.4 21.5 26.3
Other: 19.2 45.3 32.5 61.4 17.0 40.2 28.6 50.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 751,535: 107,661 120,050 52,865 419,605 418,303 580,132 591,219: 171,403 160,316
Old : 751,535: 107,661 120,050 52,865 419,605 418,303 580,132 591,219: 171,403 160,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 77,288: 21,825 7,941 17,018 32,309 53,223 71,152 78,182: 6,136 -894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 16.0 7.0 55.8 55.7 77.2 78.7: 22.8 21.3
Old : 100.0: 14.3 16.0 7.0 55.8 55.7 77.2 78.7: 22.8 21.3
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 : 164: 32 32 36 80 76 128 128:
Old : 164: 32 32 36 80 76 128 128:
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 : 17.6 19.1 27.9 28.2 17.6 18.4 26.7 25.9
Old : 17.6 19.1 27.9 28.2 17.6 18.4 26.7 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 325,447: 49,710 55,829 2,338 210,808 220,305 262,856 278,472: 62,591 46,975
Old : 325,447: 49,710 55,829 2,338 210,808 220,305 262,856 278,472: 62,591 46,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 2,634: -399 212 220 4,675 1,383 4,496 1,815: -1,862 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 17.2 0.7 64.8 67.7 80.8 85.6: 19.2 14.4
Old : 100.0: 15.3 17.2 0.7 64.8 67.7 80.8 85.6: 19.2 14.4
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: 7 11 4 35 35 44 48:
Old : 69: 7 11 4 35 35 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 48.2 47.5 60.1 24.8 47.7 43.7 59.6
Old : 26.7 48.2 47.5 60.1 24.8 47.7 43.7 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 7,783: 884 158 918 5,577 6,201 7,379 7,277: 404 506
Old : 7,783: 884 158 918 5,577 6,201 7,379 7,277: 404 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 148: -260 -199 16 280 228 36 45: 112 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 2.0 11.8 71.7 79.7 94.8 93.5: 5.2 6.5
Old : 100.0: 11.4 2.0 11.8 71.7 79.7 94.8 93.5: 5.2 6.5
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 : 40: 7 7 8 20 24 33 33:
Old : 40: 7 7 8 20 24 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 41.6 65.8 63.2 28.2 21.4 35.1 30.0
Old : 48.3 41.6 65.8 63.2 28.2 21.4 35.1 30.0
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 with Delta-adjusted Options and Futures Combined, May 10, 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 : 263,054: 42,724 24,238 59,915 121,971 153,598 224,610 237,751: 38,444 25,303
Old : 168,742: 45,935 24,003 23,398 71,302 102,898 140,635 150,299: 28,107 18,443
Other: 94,312: 11,604 15,050 21,702 50,669 50,701 83,975 87,452: 10,337 6,860
: : :
: : Changes in Commitments from: May 3, 2011 :
: 4,244: -2,107 -1,809 5,163 5,234 2,321 8,289 5,674: -4,045 -1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 9.2 22.8 46.4 58.4 85.4 90.4: 14.6 9.6
Old : 100.0: 27.2 14.2 13.9 42.3 61.0 83.3 89.1: 16.7 10.9
Other: 100.0: 12.3 16.0 23.0 53.7 53.8 89.0 92.7: 11.0 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 59 37 69 71 70 167 159:
Old : 194: 69 37 56 68 62 158 138:
Other: 130: 16 39 30 57 47 98 94:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 34.3 24.7 43.0 7.4 24.7 13.6 29.8
Old : 11.8 38.4 21.0 46.7 10.3 36.6 18.0 43.6
Other: 31.6 28.9 44.0 47.3 21.1 23.6 32.3 32.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 24,348: 6,672 2,460 1,978 9,448 18,095 18,098 22,533: 6,250 1,815
Old : 16,434: 6,277 1,959 711 5,435 12,957 12,424 15,628: 4,010 806
Other: 7,914: 727 834 934 4,013 5,138 5,675 6,906: 2,240 1,009
: : :
: : Changes in Commitments from: May 3, 2011 :
: -1,501: -1,740 -444 140 529 -1,265 -1,070 -1,569: -431 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.1 8.1 38.8 74.3 74.3 92.5: 25.7 7.5
Old : 100.0: 38.2 11.9 4.3 33.1 78.8 75.6 95.1: 24.4 4.9
Other: 100.0: 9.2 10.5 11.8 50.7 64.9 71.7 87.3: 28.3 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 51 14 18 28 20 85 47:
Old : 92: 48 13 13 20 18 72 40:
Other: 52: 14 13 11 17 17 36 36:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 48.7 31.5 61.6 19.5 42.9 28.9 55.1
Old : 22.3 57.7 33.4 72.5 22.1 55.6 33.2 70.0
Other: 41.7 41.0 53.3 57.0 41.5 39.6 49.6 53.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 1,096,709: 366,849 135,203 57,370 556,431 744,898 980,651 937,471: 116,058 159,238
Old : 1,096,709: 366,849 135,203 57,370 556,431 744,898 980,651 937,471: 116,058 159,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -18,276: -5,304 -1,329 350 -14,791 -10,311 -19,744 -11,290: 1,468 -6,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 12.3 5.2 50.7 67.9 89.4 85.5: 10.6 14.5
Old : 100.0: 33.5 12.3 5.2 50.7 67.9 89.4 85.5: 10.6 14.5
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 : 282: 60 51 35 108 142 184 212:
Old : 282: 60 51 35 108 142 184 212:
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 19.5 34.6 26.4 22.7 15.2 31.6 21.6
Old : 22.8 19.5 34.6 26.4 22.7 15.2 31.6 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 2,172,908: 201,817 271,722 227,715 1,409,173 1,272,719 1,838,706 1,772,157: 334,202 400,751
Old : 2,172,908: 201,817 271,722 227,715 1,409,173 1,272,719 1,838,706 1,772,157: 334,202 400,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 127,564: -21,025 35,545 37,802 87,253 70,256 104,029 143,603: 23,535 -16,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 12.5 10.5 64.9 58.6 84.6 81.6: 15.4 18.4
Old : 100.0: 9.3 12.5 10.5 64.9 58.6 84.6 81.6: 15.4 18.4
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 : 290: 46 69 66 134 159 217 257:
Old : 290: 46 69 66 134 159 217 257:
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 : 19.8 17.4 28.2 25.1 18.4 13.6 24.7 17.8
Old : 19.8 17.4 28.2 25.1 18.4 13.6 24.7 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 with Delta-adjusted Options and Futures Combined, May 10, 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 : 1,644,564: 397,223 129,899 107,902 910,153 1,091,938 1,415,279 1,329,739: 229,286 314,825
Old : 1,644,564: 397,223 129,899 107,902 910,153 1,091,938 1,415,279 1,329,739: 229,286 314,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 61,618: 32,659 3,931 7,123 38,392 45,880 78,174 56,933: -16,556 4,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 7.9 6.6 55.3 66.4 86.1 80.9: 13.9 19.1
Old : 100.0: 24.2 7.9 6.6 55.3 66.4 86.1 80.9: 13.9 19.1
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 : 229: 47 37 40 108 118 169 181:
Old : 229: 47 37 40 108 118 169 181:
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 : 22.3 19.2 34.2 27.8 21.1 17.4 31.1 24.7
Old : 22.3 19.2 34.2 27.8 21.1 17.4 31.1 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 1,005,270: 79,088 65,773 370,780 515,717 512,660 965,585 949,213: 39,685 56,057
Old : 1,005,270: 79,088 65,773 370,780 515,717 512,660 965,585 949,213: 39,685 56,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 35,748: -8,181 2,515 15,410 25,635 20,954 32,864 38,879: 2,884 -3,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 6.5 36.9 51.3 51.0 96.1 94.4: 3.9 5.6
Old : 100.0: 7.9 6.5 36.9 51.3 51.0 96.1 94.4: 3.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 28 35 45 67 73 119 134:
Old : 144: 28 35 45 67 73 119 134:
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 : 34.0 24.5 48.0 39.6 14.2 7.8 18.6 12.3
Old : 34.0 24.5 48.0 39.6 14.2 7.8 18.6 12.3
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 with Delta-adjusted Options and Futures Combined, May 10, 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 : 62,563: 25,119 4,849 1,031 28,647 50,234 54,796 56,113: 7,766 6,449
Old : 62,563: 25,119 4,849 1,031 28,647 50,234 54,796 56,113: 7,766 6,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -5,036: -4,224 -1,634 -9 -1,460 -3,828 -5,693 -5,471: 657 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 7.8 1.6 45.8 80.3 87.6 89.7: 12.4 10.3
Old : 100.0: 40.1 7.8 1.6 45.8 80.3 87.6 89.7: 12.4 10.3
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 : 107: 40 10 8 35 32 79 46:
Old : 107: 40 10 8 35 32 79 46:
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 : 32.8 42.0 44.8 58.7 32.5 40.4 44.5 57.2
Old : 32.8 42.0 44.8 58.7 32.5 40.4 44.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 125,126: 50,238 9,697 2,061 57,294 100,468 109,593 112,227: 15,533 12,899
Old : 125,126: 50,238 9,697 2,061 57,294 100,468 109,593 112,227: 15,533 12,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -10,072: -8,447 -3,268 -19 -2,920 -7,655 -11,386 -10,942: 1,314 870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 7.8 1.6 45.8 80.3 87.6 89.7: 12.4 10.3
Old : 100.0: 40.1 7.8 1.6 45.8 80.3 87.6 89.7: 12.4 10.3
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 : 107: 40 10 8 35 32 79 46:
Old : 107: 40 10 8 35 32 79 46:
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 : 32.8 42.0 44.8 58.7 32.5 40.4 44.5 57.2
Old : 32.8 42.0 44.8 58.7 32.5 40.4 44.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 8,084: 4,597 1,342 709 1,584 6,024 6,890 8,075: 1,194 9
Old : 8,084: 4,597 1,342 709 1,584 6,024 6,890 8,075: 1,194 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 561: -91 -130 672 0 10 581 552: -20 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 16.6 8.8 19.6 74.5 85.2 99.9: 14.8 0.1
Old : 100.0: 56.9 16.6 8.8 19.6 74.5 85.2 99.9: 14.8 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 : 24: 13 6 2 1 4 15 11:
Old : 24: 13 6 2 1 4 15 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 : 46.4 88.6 71.3 98.0 44.9 80.3 68.6 89.7
Old : 46.4 88.6 71.3 98.0 44.9 80.3 68.6 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 11,383: 1,136 1,121 3 9,976 10,162 11,115 11,286: 268 97
Old : 11,383: 1,136 1,121 3 9,976 10,162 11,115 11,286: 268 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 565: 193 -40 -1 419 691 611 650: -46 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.8 0.0 87.6 89.3 97.6 99.1: 2.4 0.9
Old : 100.0: 10.0 9.8 0.0 87.6 89.3 97.6 99.1: 2.4 0.9
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 : 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 : 84.8 73.4 96.2 87.2 84.8 73.4 96.2 87.0
Old : 84.8 73.4 96.2 87.2 84.8 73.4 96.2 87.0
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 with Delta-adjusted Options and Futures Combined, May 10, 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 : 28,229: 3,404 1,080 0 24,546 27,086 27,950 28,166: 279 63
Old : 28,229: 3,404 1,080 0 24,546 27,086 27,950 28,166: 279 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 294: 339 -78 0 -74 379 265 301: 29 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.8 0.0 87.0 96.0 99.0 99.8: 1.0 0.2
Old : 100.0: 12.1 3.8 0.0 87.0 96.0 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 6 0 7 14 14 20:
Old : 33: 7 6 0 7 14 14 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 : 92.9 76.4 97.2 91.4 92.9 76.4 97.2 91.4
Old : 92.9 76.4 97.2 91.4 92.9 76.4 97.2 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2010