WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 546,285: 107,841 98,436 149,043 259,418 248,191 516,302 495,670: 29,983 50,615
Old : 526,185: 104,201 97,534 141,145 252,963 240,673 498,310 479,352: 27,875 46,833
Other: 20,100: 5,658 2,921 5,879 6,455 7,518 17,992 16,318: 2,108 3,782
: : :
: : Changes in Commitments from: May 22, 2012 :
: 731: 1,820 -3,458 823 -843 3,946 1,800 1,312: -1,069 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 18.0 27.3 47.5 45.4 94.5 90.7: 5.5 9.3
Old : 100.0: 19.8 18.5 26.8 48.1 45.7 94.7 91.1: 5.3 8.9
Other: 100.0: 28.1 14.5 29.2 32.1 37.4 89.5 81.2: 10.5 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 110 145 146 92 121 294 330:
Old : 392: 108 150 138 90 120 284 326:
Other: 115: 19 26 14 27 56 55 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 14.2 29.8 21.6 16.5 12.6 26.9 18.3
Old : 18.4 14.7 30.4 22.0 16.9 13.1 27.5 19.0
Other: 55.0 43.0 68.1 53.5 30.8 15.7 38.7 23.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,681,497: 264,127 151,496 510,383 745,723 723,125 1,520,233 1,385,005: 161,263 296,492
Old : 946,029: 194,259 143,449 284,981 378,054 384,422 857,293 812,852: 88,736 133,177
Other: 735,468: 143,641 81,820 151,630 367,670 338,703 662,940 572,153: 72,528 163,315
: : :
: : Changes in Commitments from: May 22, 2012 :
: -18,251: -23,767 18,232 -15,471 18,357 -24,836 -20,881 -22,075: 2,631 3,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 9.0 30.4 44.3 43.0 90.4 82.4: 9.6 17.6
Old : 100.0: 20.5 15.2 30.1 40.0 40.6 90.6 85.9: 9.4 14.1
Other: 100.0: 19.5 11.1 20.6 50.0 46.1 90.1 77.8: 9.9 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 751: 185 189 262 257 325 575 657:
Old : 685: 171 169 181 218 296 474 563:
Other: 616: 127 147 171 184 289 409 518:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 10.5 18.8 16.0 9.6 6.0 15.9 9.4
Old : 11.6 12.3 20.4 18.8 11.4 10.6 18.4 15.1
Other: 14.4 13.6 24.5 18.6 12.6 11.0 21.1 15.5
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 5,591: 1,381 1,148 2,812 1,181 1,149 5,373 5,109: 218 482
Old : 5,307: 1,130 918 2,807 1,181 1,149 5,117 4,874: 190 433
Other: 284: 251 230 5 0 0 256 235: 28 49
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,090: -418 295 -403 -119 -1,035 -940 -1,143: -150 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 20.5 50.3 21.1 20.6 96.1 91.4: 3.9 8.6
Old : 100.0: 21.3 17.3 52.9 22.2 21.7 96.4 91.8: 3.6 8.2
Other: 100.0: 88.4 81.0 1.8 0.0 0.0 90.2 82.8: 9.8 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 8 8 4 8 17 17:
Old : 21: 5 8 8 4 8 16 17:
Other: 4: 1 3 2 0 0 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 53.7 70.8 77.4 25.1 25.1 38.1 32.9
Old : 49.7 52.4 74.5 77.1 25.6 23.0 36.8 30.4
Other: 90.2 82.8 90.2 82.8 88.4 81.0 88.4 81.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 11,899: 1,960 1,159 963 6,577 7,785 9,501 9,907: 2,398 1,992
Old : 11,899: 1,960 1,159 963 6,577 7,785 9,501 9,907: 2,398 1,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -988: -1,997 629 88 700 -2,149 -1,209 -1,432: 221 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 9.7 8.1 55.3 65.4 79.8 83.3: 20.2 16.7
Old : 100.0: 16.5 9.7 8.1 55.3 65.4 79.8 83.3: 20.2 16.7
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 : 41: 15 6 8 16 11 33 25:
Old : 41: 15 6 8 16 11 33 25:
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 : 30.6 53.9 49.7 68.0 29.2 45.0 42.7 55.7
Old : 30.6 53.9 49.7 68.0 29.2 45.0 42.7 55.7
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 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 : 1,093,933: 254,023 49,649 373,167 396,325 567,390 1,023,515 990,206: 70,418 103,727
Old : 446,287: 140,677 38,136 139,890 139,701 235,859 420,267 413,884: 26,020 32,402
Other: 647,646: 141,910 40,077 204,714 256,624 331,531 603,248 576,322: 44,398 71,324
: : :
: : Changes in Commitments from: May 22, 2012 :
: -14,805: -2,132 1,517 -9,340 -1,589 -4,832 -13,061 -12,655: -1,744 -2,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 4.5 34.1 36.2 51.9 93.6 90.5: 6.4 9.5
Old : 100.0: 31.5 8.5 31.3 31.3 52.8 94.2 92.7: 5.8 7.3
Other: 100.0: 21.9 6.2 31.6 39.6 51.2 93.1 89.0: 6.9 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 248 132 275 167 210 526 525:
Old : 543: 195 138 168 110 184 376 422:
Other: 516: 180 119 200 151 197 417 435:
:----------------------------------------------------------------------------------------------------
: 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 17.4 18.3 25.2 6.5 12.3 11.0 17.2
Old : 13.8 19.9 22.3 29.0 12.7 17.5 20.5 24.8
Other: 12.4 19.5 20.7 28.2 8.0 11.8 13.0 16.8
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,348: 2,925 2,861 7,874 5,228 4,867 16,026 15,602: 322 746
Old : 16,201: 2,817 2,823 7,839 5,228 4,867 15,883 15,529: 318 672
Other: 147: 108 38 35 0 0 143 73: 4 74
: : :
: : Changes in Commitments from: May 22, 2012 :
: -155: -202 -212 14 34 14 -153 -183: -2 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 17.5 48.2 32.0 29.8 98.0 95.4: 2.0 4.6
Old : 100.0: 17.4 17.4 48.4 32.3 30.0 98.0 95.9: 2.0 4.1
Other: 100.0: 73.5 25.9 23.8 0.0 0.0 97.3 49.8: 2.7 50.2
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 9 9 11 9 14 23 29:
Old : 33: 9 9 11 9 14 23 29:
Other: 2: 1 1 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 : 61.3 55.4 82.1 70.8 19.6 15.9 23.9 21.8
Old : 61.0 55.5 81.9 71.0 19.1 15.8 23.4 21.7
Other: 97.3 49.8 97.3 49.8 73.5 25.9 73.5 25.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 470,165: 64,918 92,284 110,085 262,247 229,736 437,251 432,106: 32,914 38,059
Old : 306,694: 62,148 99,892 53,514 172,237 123,952 287,899 277,358: 18,794 29,336
Other: 163,472: 32,030 21,652 27,311 90,010 105,784 149,352 154,748: 14,120 8,723
: : :
: : Changes in Commitments from: May 22, 2012 :
: 3,142: -6,775 4,413 6,571 2,405 -10,234 2,202 750: 941 2,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 19.6 23.4 55.8 48.9 93.0 91.9: 7.0 8.1
Old : 100.0: 20.3 32.6 17.4 56.2 40.4 93.9 90.4: 6.1 9.6
Other: 100.0: 19.6 13.2 16.7 55.1 64.7 91.4 94.7: 8.6 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 61 109 123 78 77 235 253:
Old : 294: 76 107 91 72 74 201 235:
Other: 186: 51 52 64 60 53 154 135:
:----------------------------------------------------------------------------------------------------
: 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 19.7 29.2 29.0 9.8 9.4 15.9 15.3
Old : 24.4 12.2 34.3 21.5 18.9 8.7 26.6 15.4
Other: 22.4 38.6 35.6 51.0 17.4 27.4 27.5 37.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 913,396: 92,396 41,179 90,660 525,379 609,245 708,436 741,084: 204,961 172,313
Old : 913,396: 92,396 41,179 90,660 525,379 609,245 708,436 741,084: 204,961 172,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 8,644: -3,840 -5,699 -44,655 43,072 60,228 -5,423 9,874: 14,067 -1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 4.5 9.9 57.5 66.7 77.6 81.1: 22.4 18.9
Old : 100.0: 10.1 4.5 9.9 57.5 66.7 77.6 81.1: 22.4 18.9
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 : 161: 34 27 39 82 81 136 127:
Old : 161: 34 27 39 82 81 136 127:
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 : 18.8 17.6 29.3 27.7 17.1 12.9 23.4 20.7
Old : 18.8 17.6 29.3 27.7 17.1 12.9 23.4 20.7
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 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 : 404,525: 42,656 20,726 9,416 264,745 299,897 316,817 330,039: 87,708 74,486
Old : 404,525: 42,656 20,726 9,416 264,745 299,897 316,817 330,039: 87,708 74,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 40,733: -2,003 -5,979 9,189 14,528 23,721 21,714 26,931: 19,019 13,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.1 2.3 65.4 74.1 78.3 81.6: 21.7 18.4
Old : 100.0: 10.5 5.1 2.3 65.4 74.1 78.3 81.6: 21.7 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 43.3 40.7 54.1 23.4 39.0 35.3 47.7
Old : 24.9 43.3 40.7 54.1 23.4 39.0 35.3 47.7
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 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 with Delta-adjusted Options and Futures Combined, 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 : 300,731: 94,012 9,439 57,591 105,016 209,285 256,619 276,315: 44,112 24,416
Old : 188,867: 75,550 9,050 29,612 54,510 133,364 159,672 172,027: 29,195 16,840
Other: 111,864: 22,807 4,734 23,633 50,506 75,921 96,946 104,288: 14,918 7,576
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,121: -3,882 1,788 2,890 779 -1,514 -212 3,165: 1,333 -2,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 3.1 19.2 34.9 69.6 85.3 91.9: 14.7 8.1
Old : 100.0: 40.0 4.8 15.7 28.9 70.6 84.5 91.1: 15.5 8.9
Other: 100.0: 20.4 4.2 21.1 45.1 67.9 86.7 93.2: 13.3 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 98 31 57 77 77 201 144:
Old : 214: 86 34 44 71 74 177 132:
Other: 151: 51 20 38 62 54 130 97:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 31.7 17.8 45.5 7.2 28.5 12.9 37.3
Old : 11.6 34.9 20.3 46.1 10.1 33.0 17.6 42.4
Other: 17.2 33.5 26.8 48.6 11.2 27.1 18.3 38.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,262: 3,291 5,737 1,965 7,150 5,759 12,406 13,461: 2,856 1,801
Old : 10,968: 3,475 5,803 485 4,820 3,459 8,780 9,747: 2,189 1,221
Other: 4,293: 1,098 1,216 199 2,330 2,300 3,626 3,714: 667 579
: : :
: : Changes in Commitments from: May 22, 2012 :
: 929: -264 1,085 380 758 -1,073 874 392: 55 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 37.6 12.9 46.8 37.7 81.3 88.2: 18.7 11.8
Old : 100.0: 31.7 52.9 4.4 43.9 31.5 80.0 88.9: 20.0 11.1
Other: 100.0: 25.6 28.3 4.6 54.3 53.6 84.5 86.5: 15.5 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 21 24 14 26 15 56 46:
Old : 74: 23 23 9 22 10 49 38:
Other: 37: 7 10 6 14 14 26 25:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 35.9 40.5 49.7 26.4 33.7 40.0 47.5
Old : 24.2 42.5 39.4 59.9 24.2 42.4 39.1 59.8
Other: 49.1 46.4 65.6 63.9 47.9 44.2 64.0 61.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 976,935: 279,292 198,446 35,748 530,478 636,707 845,518 870,902: 131,417 106,033
Old : 976,935: 279,292 198,446 35,748 530,478 636,707 845,518 870,902: 131,417 106,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -44,372: -11,390 -26,137 -20,593 -17,489 -13 -49,472 -46,743: 5,100 2,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 20.3 3.7 54.3 65.2 86.5 89.1: 13.5 10.9
Old : 100.0: 28.6 20.3 3.7 54.3 65.2 86.5 89.1: 13.5 10.9
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 : 219: 44 38 35 101 103 164 157:
Old : 219: 44 38 35 101 103 164 157:
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 30.7 31.1 42.0 18.5 30.6 27.5 41.3
Old : 20.1 30.7 31.1 42.0 18.5 30.6 27.5 41.3
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 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 : 2,462,823: 218,364 274,538 260,090 1,639,284 1,570,460 2,117,738 2,105,088: 345,084 357,735
Old : 2,462,823: 218,364 274,538 260,090 1,639,284 1,570,460 2,117,738 2,105,088: 345,084 357,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -146,835: 17,911 1,989 -99,380 -102,261 -72,471 -183,730 -169,861: 36,895 23,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 11.1 10.6 66.6 63.8 86.0 85.5: 14.0 14.5
Old : 100.0: 8.9 11.1 10.6 66.6 63.8 86.0 85.5: 14.0 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 45 55 53 130 155 203 235:
Old : 268: 45 55 53 130 155 203 235:
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 : 28.0 17.8 35.8 25.0 25.7 14.8 33.1 19.9
Old : 28.0 17.8 35.8 25.0 25.7 14.8 33.1 19.9
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 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 : 1,360,364: 393,759 121,026 39,330 669,388 945,149 1,102,478 1,105,505: 257,887 254,859
Old : 1,360,364: 393,759 121,026 39,330 669,388 945,149 1,102,478 1,105,505: 257,887 254,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -285,163: -59,362 -28,864 -129,039 -95,408 -110,163 -283,809 -268,066: -1,354 -17,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 8.9 2.9 49.2 69.5 81.0 81.3: 19.0 18.7
Old : 100.0: 28.9 8.9 2.9 49.2 69.5 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 : 190: 36 26 31 82 110 133 152:
Old : 190: 36 26 31 82 110 133 152:
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 : 27.8 19.7 38.9 29.3 26.1 18.4 35.6 27.6
Old : 27.8 19.7 38.9 29.3 26.1 18.4 35.6 27.6
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 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 : 623,338: 34,193 82,404 155,121 409,153 332,999 598,467 570,525: 24,871 52,813
Old : 623,338: 34,193 82,404 155,121 409,153 332,999 598,467 570,525: 24,871 52,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -196: 1,387 4,594 -888 53 -898 551 2,808: -748 -3,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 13.2 24.9 65.6 53.4 96.0 91.5: 4.0 8.5
Old : 100.0: 5.5 13.2 24.9 65.6 53.4 96.0 91.5: 4.0 8.5
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 : 97: 16 20 29 52 56 83 92:
Old : 97: 16 20 29 52 56 83 92:
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 : 38.0 23.1 50.0 38.5 25.0 16.0 30.3 23.5
Old : 38.0 23.1 50.0 38.5 25.0 16.0 30.3 23.5
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 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 : 70,301: 10,849 7,000 5,165 44,146 50,294 60,160 62,459: 10,141 7,842
Old : 70,301: 10,849 7,000 5,165 44,146 50,294 60,160 62,459: 10,141 7,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,584: -3,296 783 -1,036 4,645 1,270 312 1,018: 1,272 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.0 7.3 62.8 71.5 85.6 88.8: 14.4 11.2
Old : 100.0: 15.4 10.0 7.3 62.8 71.5 85.6 88.8: 14.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 25 9 9 39 37 68 53:
Old : 94: 25 9 9 39 37 68 53:
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 : 29.8 34.8 43.9 52.0 18.8 30.0 28.7 40.6
Old : 29.8 34.8 43.9 52.0 18.8 30.0 28.7 40.6
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 with Delta-adjusted Options and Futures Combined, 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 : 17,526: 5,241 1,149 17 10,846 12,623 16,104 13,788: 1,422 3,738
Old : 17,526: 5,241 1,149 17 10,846 12,623 16,104 13,788: 1,422 3,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,263: 33 -989 -3 1,235 1,294 1,265 302: -2 961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 6.6 0.1 61.9 72.0 91.9 78.7: 8.1 21.3
Old : 100.0: 29.9 6.6 0.1 61.9 72.0 91.9 78.7: 8.1 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 4 5 8 11 13:
Old : 20: 5 2 4 5 8 11 13:
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 : 69.7 56.6 87.7 75.4 69.7 56.6 87.6 75.4
Old : 69.7 56.6 87.7 75.4 69.7 56.6 87.6 75.4
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 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 : 105,550: 20,052 20,538 1,461 66,601 75,342 88,113 97,341: 17,436 8,209
Old : 105,550: 20,052 20,538 1,461 66,601 75,342 88,113 97,341: 17,436 8,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 643: -8,617 1,586 -107 6,819 -47 -1,904 1,431: 2,547 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 19.5 1.4 63.1 71.4 83.5 92.2: 16.5 7.8
Old : 100.0: 19.0 19.5 1.4 63.1 71.4 83.5 92.2: 16.5 7.8
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 : 91: 22 13 8 37 31 65 46:
Old : 91: 22 13 8 37 31 65 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 : 33.0 42.0 45.8 60.5 33.0 41.9 45.8 59.5
Old : 33.0 42.0 45.8 60.5 33.0 41.9 45.8 59.5
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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