WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 427,502: 107,009 146,462 60,911 232,282 170,251 400,202 377,624: 27,300 49,878
Old : 415,400: 107,377 148,582 53,908 228,487 165,907 389,772 368,397: 25,628 47,003
Other: 12,102: 3,389 1,637 3,246 3,795 4,344 10,430 9,227: 1,672 2,875
: : :
: : Changes in Commitments from: April 24, 2012 :
: -29,250: 6,255 -8,063 -7,263 -24,629 -10,371 -25,637 -25,697: -3,613 -3,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 34.3 14.2 54.3 39.8 93.6 88.3: 6.4 11.7
Old : 100.0: 25.8 35.8 13.0 55.0 39.9 93.8 88.7: 6.2 11.3
Other: 100.0: 28.0 13.5 26.8 31.4 35.9 86.2 76.2: 13.8 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 94 154 110 70 98 237 302:
Old : 366: 96 155 103 69 97 230 297:
Other: 89: 11 19 7 22 43 37 67:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 15.1 39.1 24.0 23.9 13.3 37.6 20.6
Old : 25.6 15.5 39.9 24.7 24.2 13.7 38.3 21.2
Other: 65.5 43.9 74.7 52.0 37.9 13.5 43.4 20.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,225,210: 315,523 163,575 188,733 594,906 636,510 1,099,162 988,818: 126,048 236,392
Old : 731,325: 254,476 164,360 71,118 329,687 374,537 655,281 610,015: 76,044 121,310
Other: 493,885: 154,291 92,459 24,371 265,219 261,973 443,881 378,803: 50,004 115,082
: : :
: : Changes in Commitments from: April 24, 2012 :
: -84,523: 1,896 -2,978 -35,185 -42,099 -22,778 -75,388 -60,941: -9,135 -23,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 13.4 15.4 48.6 52.0 89.7 80.7: 10.3 19.3
Old : 100.0: 34.8 22.5 9.7 45.1 51.2 89.6 83.4: 10.4 16.6
Other: 100.0: 31.2 18.7 4.9 53.7 53.0 89.9 76.7: 10.1 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 711: 179 163 201 198 305 491 573:
Old : 665: 179 148 128 151 277 391 496:
Other: 562: 119 118 68 131 265 291 418:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 10.7 24.1 17.2 13.7 8.0 22.1 13.4
Old : 16.9 11.4 28.2 19.2 16.9 10.5 27.8 16.5
Other: 19.1 18.5 32.7 24.3 18.8 14.1 29.5 19.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,537: 3,005 631 14 5,429 8,480 8,448 9,125: 2,089 1,412
Old : 10,537: 3,005 631 14 5,429 8,480 8,448 9,125: 2,089 1,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -371: 358 101 -74 -564 -252 -280 -225: -91 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.0 0.1 51.5 80.5 80.2 86.6: 19.8 13.4
Old : 100.0: 28.5 6.0 0.1 51.5 80.5 80.2 86.6: 19.8 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 : 36: 13 6 2 15 11 29 18:
Old : 36: 13 6 2 15 11 29 18:
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 : 28.6 71.0 50.8 81.0 27.0 58.1 45.9 67.5
Old : 28.6 71.0 50.8 81.0 27.0 58.1 45.9 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 807,124: 310,602 51,859 134,346 295,709 522,527 740,657 708,732: 66,467 98,392
Old : 373,567: 214,959 48,327 19,505 109,117 267,831 343,581 335,663: 29,986 37,904
Other: 433,557: 145,445 53,334 65,039 186,592 254,696 397,076 373,069: 36,481 60,488
: : :
: : Changes in Commitments from: April 24, 2012 :
: -8,702: 13,140 3,739 -3,986 -16,651 -5,092 -7,497 -5,339: -1,205 -3,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 6.4 16.6 36.6 64.7 91.8 87.8: 8.2 12.2
Old : 100.0: 57.5 12.9 5.2 29.2 71.7 92.0 89.9: 8.0 10.1
Other: 100.0: 33.5 12.3 15.0 43.0 58.7 91.6 86.0: 8.4 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 612: 254 101 192 158 213 496 448:
Old : 552: 203 121 83 80 195 327 361:
Other: 482: 166 80 116 140 190 362 347:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 20.4 17.4 30.3 8.5 18.1 14.7 27.1
Old : 16.4 26.0 27.7 38.5 16.3 25.9 27.7 37.8
Other: 15.1 20.2 23.7 29.8 11.7 15.8 18.5 22.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 364,638: 103,062 67,000 48,155 175,762 224,229 326,979 339,384: 37,659 25,254
Old : 245,080: 95,565 73,067 14,263 109,434 139,884 219,262 227,214: 25,818 17,866
Other: 119,558: 30,400 16,836 10,989 66,328 84,345 107,717 112,170: 11,841 7,388
: : :
: : Changes in Commitments from: April 24, 2012 :
: -13,293: -8,311 10,029 -5,630 5,341 -17,546 -8,600 -13,147: -4,693 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 18.4 13.2 48.2 61.5 89.7 93.1: 10.3 6.9
Old : 100.0: 39.0 29.8 5.8 44.7 57.1 89.5 92.7: 10.5 7.3
Other: 100.0: 25.4 14.1 9.2 55.5 70.5 90.1 93.8: 9.9 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 98 72 87 70 70 221 193:
Old : 273: 100 79 59 58 66 189 174:
Other: 155: 48 35 31 46 42 112 96:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 29.4 28.1 39.0 11.1 23.4 18.4 31.3
Old : 21.7 28.4 31.2 39.2 21.1 27.8 30.2 37.5
Other: 22.8 42.1 37.0 57.3 20.5 33.8 33.6 48.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 571,339: 60,155 75,131 2,448 359,207 348,813 421,810 426,392: 149,529 144,947
Old : 571,339: 60,155 75,131 2,448 359,207 348,813 421,810 426,392: 149,529 144,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -7,195: -10,163 -474 214 -1,310 -7,269 -11,259 -7,529: 4,064 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.1 0.4 62.9 61.1 73.8 74.6: 26.2 25.4
Old : 100.0: 10.5 13.1 0.4 62.9 61.1 73.8 74.6: 26.2 25.4
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 : 165: 20 40 10 72 75 100 117:
Old : 165: 20 40 10 72 75 100 117:
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 16.5 31.7 27.2 17.4 15.4 25.8 24.2
Old : 20.4 16.5 31.7 27.2 17.4 15.4 25.8 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 356,427: 46,284 24,678 179 250,167 277,860 296,630 302,717: 59,797 53,710
Old : 356,427: 46,284 24,678 179 250,167 277,860 296,630 302,717: 59,797 53,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -7,672: -87 -1,848 6 -12,245 -8,902 -12,326 -10,744: 4,654 3,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 6.9 0.1 70.2 78.0 83.2 84.9: 16.8 15.1
Old : 100.0: 13.0 6.9 0.1 70.2 78.0 83.2 84.9: 16.8 15.1
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 : 65: 7 6 2 36 40 43 48:
Old : 65: 7 6 2 36 40 43 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 : 27.2 48.5 46.2 59.2 26.0 48.4 42.2 58.5
Old : 27.2 48.5 46.2 59.2 26.0 48.4 42.2 58.5
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 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,815: 2,004 258 1,128 7,813 9,687 10,945 11,073: 870 742
Old : 11,815: 2,004 258 1,128 7,813 9,687 10,945 11,073: 870 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 436: 302 69 -61 167 376 408 384: 28 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 2.2 9.5 66.1 82.0 92.6 93.7: 7.4 6.3
Old : 100.0: 17.0 2.2 9.5 66.1 82.0 92.6 93.7: 7.4 6.3
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 : 38: 10 1 4 22 23 32 28:
Old : 38: 10 1 4 22 23 32 28:
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 : 46.2 51.5 65.1 67.7 15.7 17.0 24.7 24.2
Old : 46.2 51.5 65.1 67.7 15.7 17.0 24.7 24.2
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 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 254,173: 109,953 10,768 19,115 81,872 203,083 210,940 232,966: 43,233 21,207
Old : 175,482: 93,614 10,180 6,327 43,407 144,138 143,348 160,645: 32,134 14,837
Other: 78,691: 19,790 4,039 9,337 38,465 58,945 67,592 72,321: 11,099 6,370
: : :
: : Changes in Commitments from: April 24, 2012 :
: -14,246: -6,568 1,499 -4,648 -2,096 -9,371 -13,312 -12,520: -934 -1,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 4.2 7.5 32.2 79.9 83.0 91.7: 17.0 8.3
Old : 100.0: 53.3 5.8 3.6 24.7 82.1 81.7 91.5: 18.3 8.5
Other: 100.0: 25.1 5.1 11.9 48.9 74.9 85.9 91.9: 14.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 98 30 51 68 66 195 129:
Old : 212: 93 25 35 57 59 166 111:
Other: 141: 40 24 28 52 45 110 85:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 40.7 17.7 53.0 9.2 36.4 16.5 47.3
Old : 12.4 46.1 21.0 57.5 12.3 44.2 21.0 54.4
Other: 20.4 37.4 33.0 53.9 18.4 32.7 27.8 46.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,254: 3,939 4,585 1,037 6,297 7,174 11,273 12,796: 2,981 1,458
Old : 11,378: 3,905 4,587 240 4,731 5,388 8,876 10,215: 2,502 1,163
Other: 2,876: 816 780 15 1,566 1,786 2,397 2,581: 479 295
: : :
: : Changes in Commitments from: April 24, 2012 :
: -1,106: -147 521 -85 -277 -1,443 -509 -1,007: -597 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 32.2 7.3 44.2 50.3 79.1 89.8: 20.9 10.2
Old : 100.0: 34.3 40.3 2.1 41.6 47.4 78.0 89.8: 22.0 10.2
Other: 100.0: 28.4 27.1 0.5 54.5 62.1 83.3 89.7: 16.7 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 23 18 13 22 15 53 40:
Old : 68: 23 18 5 18 10 46 28:
Other: 32: 9 6 2 9 13 19 20:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 40.7 40.1 55.6 23.2 36.3 35.3 49.8
Old : 24.6 42.7 39.7 61.4 24.6 42.0 39.7 60.6
Other: 59.4 52.2 73.5 74.7 58.1 50.1 71.5 72.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 953,779: 330,094 189,203 9,681 494,643 655,265 834,418 854,149: 119,361 99,630
Old : 953,779: 330,094 189,203 9,681 494,643 655,265 834,418 854,149: 119,361 99,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 36,024: 48,139 7,161 532 -17,455 32,279 31,216 39,972: 4,808 -3,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 19.8 1.0 51.9 68.7 87.5 89.6: 12.5 10.4
Old : 100.0: 34.6 19.8 1.0 51.9 68.7 87.5 89.6: 12.5 10.4
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 : 229: 46 40 18 97 99 150 150:
Old : 229: 46 40 18 97 99 150 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 27.0 32.8 37.2 19.9 26.4 29.2 36.5
Old : 21.3 27.0 32.8 37.2 19.9 26.4 29.2 36.5
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 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,832,781: 212,287 357,043 27,572 1,320,307 1,128,384 1,560,166 1,512,999: 272,615 319,782
Old : 1,832,781: 212,287 357,043 27,572 1,320,307 1,128,384 1,560,166 1,512,999: 272,615 319,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 12,854: 9,723 -2,611 4,835 1,008 39,197 15,566 41,421: -2,712 -28,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 19.5 1.5 72.0 61.6 85.1 82.6: 14.9 17.4
Old : 100.0: 11.6 19.5 1.5 72.0 61.6 85.1 82.6: 14.9 17.4
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 : 303: 35 80 36 112 160 172 251:
Old : 303: 35 80 36 112 160 172 251:
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 : 29.5 16.5 39.6 23.7 27.4 13.1 36.6 19.0
Old : 29.5 16.5 39.6 23.7 27.4 13.1 36.6 19.0
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 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,323,793: 385,865 185,851 19,409 678,053 865,256 1,083,327 1,070,516: 240,466 253,277
Old : 1,323,793: 385,865 185,851 19,409 678,053 865,256 1,083,327 1,070,516: 240,466 253,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 2,504: -4,953 13,414 1,106 20,138 -15,319 16,291 -799: -13,787 3,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 14.0 1.5 51.2 65.4 81.8 80.9: 18.2 19.1
Old : 100.0: 29.1 14.0 1.5 51.2 65.4 81.8 80.9: 18.2 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 : 194: 34 37 17 73 101 117 145:
Old : 194: 34 37 17 73 101 117 145:
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 : 25.2 19.9 38.2 28.5 22.3 18.5 33.8 24.8
Old : 25.2 19.9 38.2 28.5 22.3 18.5 33.8 24.8
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 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 490,074: 48,779 83,702 65,354 348,383 293,841 462,516 442,897: 27,558 47,177
Old : 490,074: 48,779 83,702 65,354 348,383 293,841 462,516 442,897: 27,558 47,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -33,490: -324 7,464 -6,519 -24,899 -31,263 -31,742 -30,318: -1,748 -3,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 17.1 13.3 71.1 60.0 94.4 90.4: 5.6 9.6
Old : 100.0: 10.0 17.1 13.3 71.1 60.0 94.4 90.4: 5.6 9.6
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 : 85: 11 22 26 46 46 73 79:
Old : 85: 11 22 26 46 46 73 79:
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 : 44.8 28.5 56.1 45.9 34.3 21.0 40.9 31.9
Old : 44.8 28.5 56.1 45.9 34.3 21.0 40.9 31.9
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 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,222: 23,380 6,554 26 25,378 44,568 48,784 51,147: 7,438 5,075
Old : 56,222: 23,380 6,554 26 25,378 44,568 48,784 51,147: 7,438 5,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 5,880: 3,722 499 -4 2,263 4,798 5,981 5,292: -101 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 11.7 0.0 45.1 79.3 86.8 91.0: 13.2 9.0
Old : 100.0: 41.6 11.7 0.0 45.1 79.3 86.8 91.0: 13.2 9.0
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 : 110: 39 16 3 28 32 68 50:
Old : 110: 39 16 3 28 32 68 50:
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 : 28.2 38.6 44.1 56.3 28.2 38.6 44.1 56.3
Old : 28.2 38.6 44.1 56.3 28.2 38.6 44.1 56.3
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 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 112,443: 46,760 13,107 51 50,756 89,135 97,567 102,293: 14,876 10,150
Old : 112,443: 46,760 13,107 51 50,756 89,135 97,567 102,293: 14,876 10,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 11,760: 7,443 997 -8 4,526 9,595 11,961 10,584: -201 1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 11.7 0.0 45.1 79.3 86.8 91.0: 13.2 9.0
Old : 100.0: 41.6 11.7 0.0 45.1 79.3 86.8 91.0: 13.2 9.0
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 : 110: 39 16 3 28 32 68 50:
Old : 110: 39 16 3 28 32 68 50:
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 : 28.2 38.6 44.1 56.3 28.2 38.6 44.1 56.3
Old : 28.2 38.6 44.1 56.3 28.2 38.6 44.1 56.3
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 1, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 7,156: 4,728 5,743 891 1,449 500 7,068 7,134: 88 22
Old : 7,156: 4,728 5,743 891 1,449 500 7,068 7,134: 88 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -277: -376 -208 6 88 -77 -282 -279: 5 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 80.3 12.5 20.2 7.0 98.8 99.7: 1.2 0.3
Old : 100.0: 66.1 80.3 12.5 20.2 7.0 98.8 99.7: 1.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 9 2 2 1 15 10:
Old : 23: 11 9 2 2 1 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 : 61.9 68.7 88.9 95.9 61.9 61.0 82.1 83.4
Old : 61.9 68.7 88.9 95.9 61.9 61.0 82.1 83.4
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 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,197: 2,503 522 14 5,494 7,549 8,011 8,085: 186 112
Old : 8,197: 2,503 522 14 5,494 7,549 8,011 8,085: 186 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 266: 322 20 0 -50 262 272 282: -6 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 6.4 0.2 67.0 92.1 97.7 98.6: 2.3 1.4
Old : 100.0: 30.5 6.4 0.2 67.0 92.1 97.7 98.6: 2.3 1.4
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 : 30: 8 5 1 7 11 15 17:
Old : 30: 8 5 1 7 11 15 17:
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 : 69.6 80.8 90.6 90.3 69.4 80.7 90.5 90.2
Old : 69.6 80.8 90.6 90.3 69.4 80.7 90.5 90.2
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 1, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,475: 1,268 722 0 6,933 7,701 8,201 8,423: 274 52
Old : 8,475: 1,268 722 0 6,933 7,701 8,201 8,423: 274 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -187: -388 -746 0 186 577 -202 -169: 15 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 8.5 0.0 81.8 90.9 96.8 99.4: 3.2 0.6
Old : 100.0: 15.0 8.5 0.0 81.8 90.9 96.8 99.4: 3.2 0.6
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 : 33: 8 8 0 5 13 13 21:
Old : 33: 8 8 0 5 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 : 87.7 61.4 94.5 79.5 87.7 61.4 94.5 79.5
Old : 87.7 61.4 94.5 79.5 87.7 61.4 94.5 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2012