WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 29, 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 : 429,748: 110,615 109,983 68,649 222,312 204,338 401,576 382,970: 28,172 46,778
Old : 409,727: 106,946 109,026 60,833 215,882 196,865 383,661 366,724: 26,066 43,003
Other: 20,021: 5,647 2,935 5,838 6,430 7,473 17,915 16,246: 2,106 3,775
: : :
: : Changes in Commitments from: May 22, 2012 :
: 9,269: 1,380 -5,384 8,670 -170 5,561 9,880 8,847: -611 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 25.6 16.0 51.7 47.5 93.4 89.1: 6.6 10.9
Old : 100.0: 26.1 26.6 14.8 52.7 48.0 93.6 89.5: 6.4 10.5
Other: 100.0: 28.2 14.7 29.2 32.1 37.3 89.5 81.1: 10.5 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 98 138 116 76 106 249 296:
Old : 360: 97 142 108 73 105 238 292:
Other: 114: 18 26 10 27 55 51 88:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 17.5 35.3 26.2 21.2 15.4 33.9 22.6
Old : 23.1 18.3 36.3 26.8 22.0 16.2 35.1 23.7
Other: 55.2 43.2 68.4 53.7 31.0 15.7 38.8 23.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 29, 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 : 1,173,286: 261,793 155,142 175,054 614,492 608,565 1,051,339 938,761: 121,947 234,525
Old : 645,800: 220,293 146,624 57,203 299,312 330,976 576,808 534,803: 68,992 110,997
Other: 527,486: 132,981 99,999 26,370 315,180 277,589 474,531 403,958: 52,955 123,528
: : :
: : Changes in Commitments from: May 22, 2012 :
: -21,755: -25,656 14,384 -12,308 14,954 -26,082 -23,010 -24,006: 1,255 2,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 13.2 14.9 52.4 51.9 89.6 80.0: 10.4 20.0
Old : 100.0: 34.1 22.7 8.9 46.3 51.3 89.3 82.8: 10.7 17.2
Other: 100.0: 25.2 19.0 5.0 59.8 52.6 90.0 76.6: 10.0 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 705: 152 175 191 208 299 475 575:
Old : 639: 161 144 97 153 262 360 461:
Other: 577: 98 144 88 143 263 303 445:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 12.9 24.3 19.2 13.9 8.8 22.9 13.8
Old : 16.1 16.5 27.0 24.5 16.1 16.0 26.9 23.2
Other: 18.4 16.7 31.4 22.1 18.1 14.9 30.3 20.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 29, 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 : 10,745: 2,555 1,193 150 5,718 7,589 8,423 8,932: 2,322 1,813
Old : 10,745: 2,555 1,193 150 5,718 7,589 8,423 8,932: 2,322 1,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,297: -1,628 602 -242 345 -2,020 -1,525 -1,660: 228 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 11.1 1.4 53.2 70.6 78.4 83.1: 21.6 16.9
Old : 100.0: 23.8 11.1 1.4 53.2 70.6 78.4 83.1: 21.6 16.9
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 : 40: 14 7 5 15 10 31 22:
Old : 40: 14 7 5 15 10 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 59.1 48.9 73.9 28.9 50.0 44.1 62.9
Old : 29.4 59.1 48.9 73.9 28.9 50.0 44.1 62.9
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 29, 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 : 773,983: 292,162 55,852 124,731 294,579 502,101 711,472 682,684: 62,511 91,299
Old : 300,965: 157,634 45,354 17,126 103,624 209,634 278,384 272,114: 22,581 28,851
Other: 473,018: 167,554 43,524 74,579 190,955 292,467 433,088 410,570: 39,930 62,448
: : :
: : Changes in Commitments from: May 22, 2012 :
: -2,806: -3,467 5,110 547 1,399 -6,250 -1,521 -593: -1,285 -2,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 7.2 16.1 38.1 64.9 91.9 88.2: 8.1 11.8
Old : 100.0: 52.4 15.1 5.7 34.4 69.7 92.5 90.4: 7.5 9.6
Other: 100.0: 35.4 9.2 15.8 40.4 61.8 91.6 86.8: 8.4 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 222 121 208 154 201 467 466:
Old : 510: 187 121 80 79 167 300 337:
Other: 485: 169 101 138 135 183 367 369:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 22.1 19.3 31.8 8.8 18.1 15.1 26.3
Old : 19.5 29.4 30.8 40.5 19.5 29.1 30.7 39.5
Other: 12.6 24.0 20.4 32.7 10.8 17.2 17.1 24.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 29, 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 : 396,753: 78,326 91,320 67,610 218,791 200,331 364,727 359,261: 32,026 37,492
Old : 250,363: 75,813 99,769 20,618 135,551 100,973 231,982 221,360: 18,381 29,003
Other: 146,390: 33,539 22,577 15,966 83,240 99,358 132,745 137,901: 13,645 8,489
: : :
: : Changes in Commitments from: May 22, 2012 :
: -115: -7,355 4,528 5,320 1,057 -12,529 -978 -2,681: 863 2,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 23.0 17.0 55.1 50.5 91.9 90.6: 8.1 9.4
Old : 100.0: 30.3 39.8 8.2 54.1 40.3 92.7 88.4: 7.3 11.6
Other: 100.0: 22.9 15.4 10.9 56.9 67.9 90.7 94.2: 9.3 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 77 87 112 73 69 223 236:
Old : 289: 87 91 70 65 64 187 206:
Other: 180: 56 45 52 53 43 143 115:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 19.2 31.4 28.6 14.3 12.8 21.5 20.7
Old : 27.2 12.7 36.9 23.4 26.3 12.5 35.5 22.3
Other: 24.8 40.3 38.1 54.1 19.4 29.3 30.7 40.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 29, 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 : 790,120: 97,029 46,023 14,241 487,620 573,218 598,890 633,482: 191,230 156,638
Old : 790,120: 97,029 46,023 14,241 487,620 573,218 598,890 633,482: 191,230 156,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 101,420: -7,609 -9,771 1,008 85,137 100,581 78,536 91,818: 22,884 9,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 5.8 1.8 61.7 72.5 75.8 80.2: 24.2 19.8
Old : 100.0: 12.3 5.8 1.8 61.7 72.5 75.8 80.2: 24.2 19.8
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 : 155: 32 25 18 70 74 112 107:
Old : 155: 32 25 18 70 74 112 107:
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 : 21.6 20.3 33.7 31.2 19.8 15.0 26.8 23.9
Old : 21.6 20.3 33.7 31.2 19.8 15.0 26.8 23.9
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 29, 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 : 403,081: 42,656 20,726 9,416 264,698 299,798 316,770 329,940: 86,311 73,141
Old : 403,081: 42,656 20,726 9,416 264,698 299,798 316,770 329,940: 86,311 73,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 43,789: -2,003 -5,979 9,189 16,527 25,429 23,713 28,639: 20,076 15,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 5.1 2.3 65.7 74.4 78.6 81.9: 21.4 18.1
Old : 100.0: 10.6 5.1 2.3 65.7 74.4 78.6 81.9: 21.4 18.1
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 : 62: 6 6 6 37 36 46 46:
Old : 62: 6 6 6 37 36 46 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 : 24.9 43.5 40.8 54.3 23.5 39.1 35.4 47.9
Old : 24.9 43.5 40.8 54.3 23.5 39.1 35.4 47.9
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 29, 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 : 12,414: 2,820 113 1,158 8,122 10,790 12,100 12,061: 314 353
Old : 12,414: 2,820 113 1,158 8,122 10,790 12,100 12,061: 314 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -578: -348 -74 126 205 -104 -17 -52: -561 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 0.9 9.3 65.4 86.9 97.5 97.2: 2.5 2.8
Old : 100.0: 22.7 0.9 9.3 65.4 86.9 97.5 97.2: 2.5 2.8
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 : 42: 10 2 6 23 26 34 34:
Old : 42: 10 2 6 23 26 34 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 : 52.8 55.4 67.2 73.3 21.2 22.5 28.7 30.2
Old : 52.8 55.4 67.2 73.3 21.2 22.5 28.7 30.2
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 29, 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 : 249,886: 98,240 12,414 20,305 89,896 195,038 208,441 227,757: 41,445 22,129
Old : 158,803: 79,201 13,898 5,101 46,784 124,599 131,086 143,598: 27,717 15,205
Other: 91,083: 23,601 3,078 10,642 43,112 70,439 77,355 84,159: 13,728 6,924
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,039: -2,968 2,853 1,507 1,126 -1,591 -335 2,769: 1,374 -1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 5.0 8.1 36.0 78.1 83.4 91.1: 16.6 8.9
Old : 100.0: 49.9 8.8 3.2 29.5 78.5 82.5 90.4: 17.5 9.6
Other: 100.0: 25.9 3.4 11.7 47.3 77.3 84.9 92.4: 15.1 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 99 24 47 73 69 191 126:
Old : 204: 84 29 28 62 65 158 110:
Other: 148: 54 16 30 59 48 123 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 : 10.1 36.5 18.4 50.1 8.7 34.2 15.6 45.1
Old : 12.8 40.5 22.3 51.7 12.2 39.4 21.1 49.5
Other: 15.9 35.5 26.4 51.8 13.8 31.8 22.1 45.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 29, 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 : 14,266: 3,942 5,675 1,162 6,401 5,673 11,505 12,510: 2,761 1,756
Old : 10,376: 3,880 5,764 5 4,311 3,416 8,196 9,185: 2,180 1,191
Other: 3,890: 1,202 1,051 17 2,090 2,257 3,309 3,325: 581 565
: : :
: : Changes in Commitments from: May 22, 2012 :
: 630: 249 1,049 -4 355 -923 600 122: 30 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 39.8 8.1 44.9 39.8 80.6 87.7: 19.4 12.3
Old : 100.0: 37.4 55.6 0.0 41.5 32.9 79.0 88.5: 21.0 11.5
Other: 100.0: 30.9 27.0 0.4 53.7 58.0 85.1 85.5: 14.9 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 24 20 12 23 14 52 43:
Old : 73: 24 21 1 19 9 44 30:
Other: 36: 9 8 3 11 12 22 21:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 38.4 39.4 53.2 26.2 36.1 39.4 50.9
Old : 23.5 44.9 38.1 63.3 23.5 44.8 38.1 63.3
Other: 49.6 51.2 67.7 69.8 48.5 49.2 66.7 67.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 29, 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 : 948,559: 273,270 193,829 18,729 526,059 630,899 818,058 843,457: 130,501 105,102
Old : 948,559: 273,270 193,829 18,729 526,059 630,899 818,058 843,457: 130,501 105,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -14,384: -21,190 -39,976 7,330 -7,951 15,803 -21,811 -16,843: 7,427 2,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 20.4 2.0 55.5 66.5 86.2 88.9: 13.8 11.1
Old : 100.0: 28.8 20.4 2.0 55.5 66.5 86.2 88.9: 13.8 11.1
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 : 217: 47 34 27 96 98 157 146:
Old : 217: 47 34 27 96 98 157 146:
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 : 19.4 31.5 30.8 43.1 17.8 31.4 27.1 42.4
Old : 19.4 31.5 30.8 43.1 17.8 31.4 27.1 42.4
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 29, 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 : 2,147,766: 225,805 306,883 93,901 1,503,159 1,409,669 1,822,865 1,810,453: 324,901 337,313
Old : 2,147,766: 225,805 306,883 93,901 1,503,159 1,409,669 1,822,865 1,810,453: 324,901 337,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 136,811: 15,144 -39,968 49,518 32,256 96,840 96,918 106,390: 39,893 30,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.3 4.4 70.0 65.6 84.9 84.3: 15.1 15.7
Old : 100.0: 10.5 14.3 4.4 70.0 65.6 84.9 84.3: 15.1 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 35 64 27 107 143 157 219:
Old : 262: 35 64 27 107 143 157 219:
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 : 31.8 20.0 40.7 27.8 29.4 16.9 37.8 22.6
Old : 31.8 20.0 40.7 27.8 29.4 16.9 37.8 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 29, 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 : 1,311,759: 397,224 124,866 12,756 652,197 928,208 1,062,177 1,065,830: 249,582 245,929
Old : 1,311,759: 397,224 124,866 12,756 652,197 928,208 1,062,177 1,065,830: 249,582 245,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -112,051: -79,141 -54,823 -26,032 -12,524 -21,779 -117,697 -102,634: 5,646 -9,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 9.5 1.0 49.7 70.8 81.0 81.3: 19.0 18.7
Old : 100.0: 30.3 9.5 1.0 49.7 70.8 81.0 81.3: 19.0 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 34 27 25 76 107 125 144:
Old : 188: 34 27 25 76 107 125 144:
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 : 28.8 20.5 40.3 30.4 27.1 19.1 36.9 28.6
Old : 28.8 20.5 40.3 30.4 27.1 19.1 36.9 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 29, 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 : 539,857: 43,394 90,974 78,811 395,809 318,630 518,014 488,415: 21,843 51,442
Old : 539,857: 43,394 90,974 78,811 395,809 318,630 518,014 488,415: 21,843 51,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 471: 2,278 5,166 -1,492 450 -263 1,236 3,411: -765 -2,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 16.9 14.6 73.3 59.0 96.0 90.5: 4.0 9.5
Old : 100.0: 8.0 16.9 14.6 73.3 59.0 96.0 90.5: 4.0 9.5
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 : 93: 15 19 26 51 53 79 87:
Old : 93: 15 19 26 51 53 79 87:
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 : 41.0 26.6 53.3 42.9 30.0 18.4 35.8 27.0
Old : 41.0 26.6 53.3 42.9 30.0 18.4 35.8 27.0
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 29, 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 : 68,734: 10,900 7,337 4,462 43,416 49,173 58,777 60,971: 9,957 7,763
Old : 68,734: 10,900 7,337 4,462 43,416 49,173 58,777 60,971: 9,957 7,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,544: -3,309 773 -1,022 4,578 1,231 248 982: 1,296 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.7 6.5 63.2 71.5 85.5 88.7: 14.5 11.3
Old : 100.0: 15.9 10.7 6.5 63.2 71.5 85.5 88.7: 14.5 11.3
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 : 94: 24 9 6 37 35 65 49:
Old : 94: 24 9 6 37 35 65 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 : 30.5 35.6 44.9 53.2 19.3 30.7 29.4 41.6
Old : 30.5 35.6 44.9 53.2 19.3 30.7 29.4 41.6
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 29, 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 : 17,501: 5,249 1,149 0 10,846 12,623 16,095 13,772: 1,406 3,729
Old : 17,501: 5,249 1,149 0 10,846 12,623 16,095 13,772: 1,406 3,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,264: 30 -989 0 1,235 1,294 1,265 305: -1 959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 6.6 0.0 62.0 72.1 92.0 78.7: 8.0 21.3
Old : 100.0: 30.0 6.6 0.0 62.0 72.1 92.0 78.7: 8.0 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 : 20: 5 2 0 5 8 10 10:
Old : 20: 5 2 0 5 8 10 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 : 69.8 56.7 87.8 75.5 69.8 56.7 87.8 75.5
Old : 69.8 56.7 87.8 75.5 69.8 56.7 87.8 75.5
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 29, 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 : 102,465: 20,155 21,229 69 65,140 73,100 85,364 94,398: 17,101 8,067
Old : 102,465: 20,155 21,229 69 65,140 73,100 85,364 94,398: 17,101 8,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 559: -8,640 1,561 -81 6,686 -126 -2,035 1,354: 2,594 -795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.7 0.1 63.6 71.3 83.3 92.1: 16.7 7.9
Old : 100.0: 19.7 20.7 0.1 63.6 71.3 83.3 92.1: 16.7 7.9
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 : 91: 22 13 2 35 29 59 42:
Old : 91: 22 13 2 35 29 59 42:
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 43.3 47.2 62.4 34.0 43.2 47.2 61.3
Old : 34.0 43.3 47.2 62.4 34.0 43.2 47.2 61.3
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 29, 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 : 8,007: 4,726 6,595 901 2,290 500 7,917 7,996: 90 11
Old : 8,007: 4,726 6,595 901 2,290 500 7,917 7,996: 90 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 858: 423 858 0 431 0 854 858: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 82.4 11.3 28.6 6.2 98.9 99.9: 1.1 0.1
Old : 100.0: 59.0 82.4 11.3 28.6 6.2 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 : 23: 10 9 2 3 1 15 10:
Old : 23: 10 9 2 3 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 : 54.1 71.0 80.8 94.2 54.1 63.3 79.1 84.3
Old : 54.1 71.0 80.8 94.2 54.1 63.3 79.1 84.3
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 29, 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 : 8,429: 2,257 705 217 5,666 7,385 8,140 8,307: 289 122
Old : 8,429: 2,257 705 217 5,666 7,385 8,140 8,307: 289 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -35: 169 236 -126 -124 -126 -81 -16: 46 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 8.4 2.6 67.2 87.6 96.6 98.6: 3.4 1.4
Old : 100.0: 26.8 8.4 2.6 67.2 87.6 96.6 98.6: 3.4 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: 9 5 2 7 10 17 16:
Old : 30: 9 5 2 7 10 17 16:
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 : 69.2 77.4 86.1 89.2 69.2 77.3 85.7 87.8
Old : 69.2 77.4 86.1 89.2 69.2 77.3 85.7 87.8
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 29, 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 : 9,640: 2,415 2,165 7 6,912 7,439 9,334 9,611: 306 29
Old : 9,640: 2,415 2,165 7 6,912 7,439 9,334 9,611: 306 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 599: 599 709 7 -63 -106 543 610: 56 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 22.5 0.1 71.7 77.2 96.8 99.7: 3.2 0.3
Old : 100.0: 25.1 22.5 0.1 71.7 77.2 96.8 99.7: 3.2 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 : 32: 10 5 1 4 14 15 19:
Old : 32: 10 5 1 4 14 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.2 62.8 93.8 83.8 84.2 62.8 93.8 83.7
Old : 84.2 62.8 93.8 83.8 84.2 62.8 93.8 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012