WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 524,875: 110,100 138,047 119,996 265,033 213,032 495,128 471,075: 29,747 53,800
Old : 512,773: 110,479 140,178 112,981 261,238 208,688 484,698 461,848: 28,075 50,925
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 :
: -27,829: 5,241 -11,011 -4,871 -24,523 -8,584 -24,153 -24,465: -3,676 -3,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 26.3 22.9 50.5 40.6 94.3 89.7: 5.7 10.3
Old : 100.0: 21.5 27.3 22.0 50.9 40.7 94.5 90.1: 5.5 9.9
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 : 392: 103 162 141 82 112 275 335:
Old : 390: 106 162 134 82 111 269 331:
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 : 20.9 12.5 33.3 20.0 19.3 11.1 30.2 17.6
Old : 21.1 12.7 33.7 20.4 19.4 11.3 30.6 18.0
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 with Delta-adjusted Options and Futures Combined, 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 : 1,684,519: 327,985 167,474 478,992 720,759 749,359 1,527,736 1,395,825: 156,783 288,694
Old : 1,025,659: 241,650 166,774 279,253 412,901 438,615 933,804 884,642: 91,855 141,017
Other: 658,860: 165,862 80,227 120,213 307,858 310,743 593,932 511,183: 64,928 147,677
: : :
: : Changes in Commitments from: April 24, 2012 :
: -55,107: 8,346 -6,020 -17,759 -36,139 -8,736 -45,552 -32,515: -9,556 -22,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 9.9 28.4 42.8 44.5 90.7 82.9: 9.3 17.1
Old : 100.0: 23.6 16.3 27.2 40.3 42.8 91.0 86.3: 9.0 13.7
Other: 100.0: 25.2 12.2 18.2 46.7 47.2 90.1 77.6: 9.9 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 740: 201 169 255 242 329 561 646:
Old : 695: 185 163 196 199 305 473 578:
Other: 594: 138 120 143 170 287 382 484:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 9.6 19.5 14.9 9.8 5.7 15.9 9.3
Old : 12.7 9.0 22.0 15.3 12.2 6.5 19.7 10.6
Other: 15.4 15.0 26.5 20.6 13.7 10.9 21.7 15.8
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 8,322: 3,076 1,271 3,573 1,463 3,045 8,112 7,888: 210 434
Old : 8,100: 3,051 1,271 3,379 1,463 3,045 7,893 7,694: 208 406
Other: 222: 206 181 13 0 0 219 194: 3 28
: : :
: : Changes in Commitments from: April 24, 2012 :
: 333: 615 184 -445 450 705 621 444: -287 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 15.3 42.9 17.6 36.6 97.5 94.8: 2.5 5.2
Old : 100.0: 37.7 15.7 41.7 18.1 37.6 97.4 95.0: 2.6 5.0
Other: 100.0: 93.0 81.5 5.9 0.0 0.0 98.9 87.4: 1.1 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 4 7 6 7 16 18:
Old : 21: 9 4 7 6 7 15 18:
Other: 4: 1 3 3 0 0 4 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 : 51.9 44.8 77.3 73.0 21.6 29.6 37.6 40.2
Old : 53.2 44.6 79.3 72.8 24.0 30.4 40.4 41.3
Other: 98.9 87.4 98.9 87.4 93.0 81.5 93.0 81.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 11,292: 2,842 598 404 5,857 8,810 9,103 9,812: 2,189 1,480
Old : 11,292: 2,842 598 404 5,857 8,810 9,103 9,812: 2,189 1,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -286: 362 73 1 -532 -213 -169 -138: -117 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 5.3 3.6 51.9 78.0 80.6 86.9: 19.4 13.1
Old : 100.0: 25.2 5.3 3.6 51.9 78.0 80.6 86.9: 19.4 13.1
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 : 36: 11 8 5 15 11 30 20:
Old : 36: 11 8 5 15 11 30 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 : 27.0 66.7 48.1 76.9 25.5 53.9 42.6 62.8
Old : 27.0 66.7 48.1 76.9 25.5 53.9 42.6 62.8
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 with Delta-adjusted Options and Futures Combined, 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 : 1,112,165: 306,557 46,794 355,603 376,775 597,598 1,038,935 999,995: 73,230 112,170
Old : 545,193: 208,138 37,029 162,191 141,042 302,552 511,371 501,772: 33,821 43,421
Other: 566,972: 139,837 51,183 151,993 235,733 295,046 527,563 498,223: 39,409 68,749
: : :
: : Changes in Commitments from: April 24, 2012 :
: 34,850: 13,647 1,816 31,441 -8,113 5,952 36,975 39,209: -2,125 -4,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.2 32.0 33.9 53.7 93.4 89.9: 6.6 10.1
Old : 100.0: 38.2 6.8 29.7 25.9 55.5 93.8 92.0: 6.2 8.0
Other: 100.0: 24.7 9.0 26.8 41.6 52.0 93.0 87.9: 7.0 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 641: 247 138 250 170 223 536 514:
Old : 583: 197 154 162 108 212 392 446:
Other: 509: 170 107 174 152 202 403 411:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 15.9 16.8 24.2 6.4 13.2 11.4 19.3
Old : 11.7 18.4 20.7 28.1 11.2 17.1 19.3 25.7
Other: 15.2 18.6 22.5 26.5 9.7 12.0 15.5 17.6
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,851: 1,557 1,520 7,952 4,830 4,992 14,339 14,465: 512 386
Old : 14,813: 1,525 1,522 7,948 4,830 4,992 14,303 14,463: 510 351
Other: 38: 34 0 2 0 0 36 2: 2 36
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,859: -504 54 1,005 1,351 751 1,852 1,810: 6 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.2 53.5 32.5 33.6 96.6 97.4: 3.4 2.6
Old : 100.0: 10.3 10.3 53.7 32.6 33.7 96.6 97.6: 3.4 2.4
Other: 100.0: 89.4 0.0 5.3 0.0 0.0 94.7 5.3: 5.3 94.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 5 10 8 12 18 24:
Old : 25: 7 5 10 8 12 18 24:
Other: 2: 2 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: 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 64.1 82.9 78.1 12.5 13.8 18.6 19.7
Old : 61.8 64.2 82.9 78.3 12.4 13.9 18.5 19.8
Other: 94.7 5.3 94.7 5.3 89.4 0.0 89.4 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 408,130: 97,633 67,351 75,040 197,152 239,987 369,824 382,378: 38,306 25,752
Old : 281,316: 89,666 73,001 36,697 128,675 153,467 255,038 263,166: 26,278 18,151
Other: 126,814: 31,035 17,418 15,274 68,477 86,520 114,786 119,212: 12,028 7,601
: : :
: : Changes in Commitments from: April 24, 2012 :
: -9,308: -8,754 9,940 -4,274 8,308 -14,928 -4,720 -9,262: -4,588 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 16.5 18.4 48.3 58.8 90.6 93.7: 9.4 6.3
Old : 100.0: 31.9 25.9 13.0 45.7 54.6 90.7 93.5: 9.3 6.5
Other: 100.0: 24.5 13.7 12.0 54.0 68.2 90.5 94.0: 9.5 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 87 89 99 74 76 230 211:
Old : 278: 88 96 78 64 73 201 199:
Other: 159: 52 32 44 51 49 124 110:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 28.1 26.3 37.1 9.9 20.3 16.5 26.8
Old : 20.4 25.1 28.9 35.0 17.6 22.6 25.7 31.0
Other: 21.5 39.8 35.1 56.0 19.3 32.0 31.7 46.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 676,431: 59,481 70,931 42,579 409,009 400,563 511,069 514,073: 165,362 162,358
Old : 676,431: 59,481 70,931 42,579 409,009 400,563 511,069 514,073: 165,362 162,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -5,436: -10,556 -1,596 1,013 -933 -6,596 -10,476 -7,179: 5,041 1,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.5 6.3 60.5 59.2 75.6 76.0: 24.4 24.0
Old : 100.0: 8.8 10.5 6.3 60.5 59.2 75.6 76.0: 24.4 24.0
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 : 169: 27 35 40 88 89 139 140:
Old : 169: 27 35 40 88 89 139 140:
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 : 17.5 14.1 27.1 23.6 14.7 13.3 22.0 21.0
Old : 17.5 14.1 27.1 23.6 14.7 13.3 22.0 21.0
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 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 : 358,422: 46,284 24,678 179 250,244 277,860 296,707 302,717: 61,715 55,705
Old : 358,422: 46,284 24,678 179 250,244 277,860 296,707 302,717: 61,715 55,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -6,694: -87 -1,848 6 -12,335 -9,496 -12,416 -11,338: 5,722 4,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.9 0.0 69.8 77.5 82.8 84.5: 17.2 15.5
Old : 100.0: 12.9 6.9 0.0 69.8 77.5 82.8 84.5: 17.2 15.5
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 : 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 : 27.0 48.2 45.9 58.9 25.9 48.2 41.9 58.1
Old : 27.0 48.2 45.9 58.9 25.9 48.2 41.9 58.1
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 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 with Delta-adjusted Options and Futures Combined, 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 : 295,598: 109,500 9,014 46,702 93,825 216,574 250,027 272,289: 45,571 23,309
Old : 201,470: 90,928 7,438 25,210 51,698 152,477 167,836 185,124: 33,634 16,346
Other: 94,128: 21,384 4,387 18,681 42,126 64,097 82,191 87,165: 11,937 6,962
: : :
: : Changes in Commitments from: April 24, 2012 :
: -7,156: -6,797 -59 765 -532 -6,374 -6,564 -5,667: -592 -1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 3.0 15.8 31.7 73.3 84.6 92.1: 15.4 7.9
Old : 100.0: 45.1 3.7 12.5 25.7 75.7 83.3 91.9: 16.7 8.1
Other: 100.0: 22.7 4.7 19.8 44.8 68.1 87.3 92.6: 12.7 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 103 28 59 74 72 207 140:
Old : 218: 92 29 48 67 68 184 128:
Other: 144: 44 22 37 53 48 117 92:
:----------------------------------------------------------------------------------------------------
: 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 17.1 49.6 7.9 31.4 14.0 41.0
Old : 10.8 41.6 19.0 52.3 10.7 38.9 18.0 48.3
Other: 20.2 37.8 32.0 51.6 15.9 30.0 24.5 41.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,900: 3,795 4,585 1,415 6,655 7,388 11,865 13,389: 3,035 1,511
Old : 11,763: 3,820 4,577 463 4,940 5,527 9,222 10,567: 2,540 1,195
Other: 3,138: 793 826 134 1,715 1,861 2,643 2,822: 495 316
: : :
: : Changes in Commitments from: April 24, 2012 :
: -1,055: -348 627 -0 -85 -1,604 -433 -978: -622 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 30.8 9.5 44.7 49.6 79.6 89.9: 20.4 10.1
Old : 100.0: 32.5 38.9 3.9 42.0 47.0 78.4 89.8: 21.6 10.2
Other: 100.0: 25.3 26.3 4.3 54.7 59.3 84.2 89.9: 15.8 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 21 20 15 24 15 56 41:
Old : 68: 23 18 11 20 11 49 34:
Other: 33: 8 7 4 10 14 21 22:
:----------------------------------------------------------------------------------------------------
: 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 38.9 40.1 53.2 22.8 34.6 34.4 47.5
Old : 24.2 41.3 39.5 59.4 24.1 40.5 39.4 58.5
Other: 57.1 47.8 70.9 68.5 54.8 45.6 68.4 66.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,009,948: 327,399 181,571 51,433 508,278 675,777 887,110 908,781: 122,837 101,167
Old : 1,009,948: 327,399 181,571 51,433 508,278 675,777 887,110 908,781: 122,837 101,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 36,937: 47,996 7,214 1,306 -17,224 32,551 32,077 41,071: 4,860 -4,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 18.0 5.1 50.3 66.9 87.8 90.0: 12.2 10.0
Old : 100.0: 32.4 18.0 5.1 50.3 66.9 87.8 90.0: 12.2 10.0
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 : 231: 47 40 27 105 106 166 159:
Old : 231: 47 40 27 105 106 166 159:
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 : 20.1 25.7 31.0 35.3 18.6 25.1 27.4 34.7
Old : 20.1 25.7 31.0 35.3 18.6 25.1 27.4 34.7
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 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 : 2,260,775: 212,779 322,705 244,005 1,508,690 1,348,465 1,965,475 1,915,175: 295,301 345,600
Old : 2,260,775: 212,779 322,705 244,005 1,508,690 1,348,465 1,965,475 1,915,175: 295,301 345,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 39,435: 11,578 -2,902 19,451 12,218 52,858 43,247 69,407: -3,812 -29,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 14.3 10.8 66.7 59.6 86.9 84.7: 13.1 15.3
Old : 100.0: 9.4 14.3 10.8 66.7 59.6 86.9 84.7: 13.1 15.3
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 : 312: 41 78 74 155 177 243 282:
Old : 312: 41 78 74 155 177 243 282:
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 : 23.9 14.8 32.5 21.6 22.1 10.8 29.6 15.6
Old : 23.9 14.8 32.5 21.6 22.1 10.8 29.6 15.6
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 with Delta-adjusted Options and Futures Combined, 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 : 1,522,566: 367,955 158,907 129,425 771,680 967,777 1,269,060 1,256,109: 253,506 266,457
Old : 1,522,566: 367,955 158,907 129,425 771,680 967,777 1,269,060 1,256,109: 253,506 266,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 16,190: -7,474 10,456 11,276 22,367 -11,645 26,169 10,087: -9,979 6,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 10.4 8.5 50.7 63.6 83.4 82.5: 16.6 17.5
Old : 100.0: 24.2 10.4 8.5 50.7 63.6 83.4 82.5: 16.6 17.5
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 : 198: 36 37 32 85 108 140 158:
Old : 198: 36 37 32 85 108 140 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 17.3 33.5 25.2 18.8 16.1 28.9 21.6
Old : 22.1 17.3 33.5 25.2 18.8 16.1 28.9 21.6
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 with Delta-adjusted Options and Futures Combined, 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 : 570,101: 41,497 77,408 136,731 362,009 307,963 540,236 522,102: 29,865 47,999
Old : 570,101: 41,497 77,408 136,731 362,009 307,963 540,236 522,102: 29,865 47,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -39,488: 3,150 7,774 -11,671 -29,427 -32,033 -37,948 -35,930: -1,540 -3,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.6 24.0 63.5 54.0 94.8 91.6: 5.2 8.4
Old : 100.0: 7.3 13.6 24.0 63.5 54.0 94.8 91.6: 5.2 8.4
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 : 89: 11 24 29 47 49 77 84:
Old : 89: 11 24 29 47 49 77 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 24.6 53.7 40.4 28.3 18.0 33.9 27.5
Old : 42.2 24.6 53.7 40.4 28.3 18.0 33.9 27.5
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 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 : 57,714: 23,378 6,118 749 26,082 45,677 50,209 52,543: 7,505 5,170
Old : 57,714: 23,378 6,118 749 26,082 45,677 50,209 52,543: 7,505 5,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 6,092: 3,758 443 78 2,374 4,967 6,210 5,488: -118 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 10.6 1.3 45.2 79.1 87.0 91.0: 13.0 9.0
Old : 100.0: 40.5 10.6 1.3 45.2 79.1 87.0 91.0: 13.0 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: 40 15 9 32 33 77 52:
Old : 110: 40 15 9 32 33 77 52:
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 : 27.4 37.6 43.0 54.8 27.4 37.6 43.0 54.8
Old : 27.4 37.6 43.0 54.8 27.4 37.6 43.0 54.8
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 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 : 115,427: 46,756 12,236 1,498 52,164 91,353 100,418 105,087: 15,009 10,340
Old : 115,427: 46,756 12,236 1,498 52,164 91,353 100,418 105,087: 15,009 10,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 12,185: 7,516 885 157 4,748 9,933 12,420 10,975: -236 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 10.6 1.3 45.2 79.1 87.0 91.0: 13.0 9.0
Old : 100.0: 40.5 10.6 1.3 45.2 79.1 87.0 91.0: 13.0 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: 40 15 9 32 33 77 52:
Old : 110: 40 15 9 32 33 77 52:
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 : 27.4 37.6 43.0 54.8 27.4 37.6 43.0 54.8
Old : 27.4 37.6 43.0 54.8 27.4 37.6 43.0 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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