WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 455,903: 100,101 89,939 65,413 253,366 243,455 418,880 398,807: 37,023 57,096
Old : 415,581: 100,159 95,463 46,454 237,460 227,124 384,073 369,041: 31,508 46,540
Other: 40,322: 11,869 6,403 7,032 15,906 16,331 34,807 29,766: 5,515 10,556
: : :
: : Changes in Commitments from: May 3, 2011 :
: -4,544: -4,092 -1,627 2,347 -3,085 -8,434 -4,830 -7,714: 286 3,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 19.7 14.3 55.6 53.4 91.9 87.5: 8.1 12.5
Old : 100.0: 24.1 23.0 11.2 57.1 54.7 92.4 88.8: 7.6 11.2
Other: 100.0: 29.4 15.9 17.4 39.4 40.5 86.3 73.8: 13.7 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 123 132 153 84 132 311 337:
Old : 418: 121 141 138 79 127 294 326:
Other: 171: 37 31 19 33 86 84 129:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 18.6 37.4 25.5 20.0 13.5 34.1 19.0
Old : 23.5 20.2 39.5 27.7 22.1 15.8 36.7 22.3
Other: 32.5 23.5 48.5 31.8 25.1 14.8 38.5 20.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,445,980: 535,090 113,425 163,206 591,123 949,761 1,289,419 1,226,392: 156,561 219,588
Old : 802,315: 316,878 119,944 57,617 341,424 528,117 715,919 705,678: 86,396 96,637
Other: 643,665: 285,464 60,733 38,337 249,699 421,644 573,500 520,714: 70,165 122,951
: : :
: : Changes in Commitments from: May 3, 2011 :
: -46,640: -11,967 12,819 -13,101 -18,166 -44,537 -43,234 -44,819: -3,406 -1,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 7.8 11.3 40.9 65.7 89.2 84.8: 10.8 15.2
Old : 100.0: 39.5 14.9 7.2 42.6 65.8 89.2 88.0: 10.8 12.0
Other: 100.0: 44.3 9.4 6.0 38.8 65.5 89.1 80.9: 10.9 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 854: 250 132 187 218 396 554 657:
Old : 790: 222 140 103 159 356 436 548:
Other: 726: 182 120 88 148 353 373 529:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 11.6 20.6 18.0 11.6 10.3 17.9 15.5
Old : 16.8 16.4 24.4 22.4 16.8 15.6 24.1 21.3
Other: 16.1 11.7 25.2 18.0 14.4 11.4 23.0 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,533: 3,169 913 77 6,076 10,304 9,322 11,294: 3,211 1,239
Old : 12,532: 3,168 913 77 6,076 10,304 9,321 11,294: 3,211 1,238
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: May 3, 2011 :
: -517: -262 585 -1 -150 -1,197 -413 -613: -104 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.3 0.6 48.5 82.2 74.4 90.1: 25.6 9.9
Old : 100.0: 25.3 7.3 0.6 48.5 82.2 74.4 90.1: 25.6 9.9
Other: 100.0: 100.0 0.0 0.0 0.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 5 3 19 11 36 18:
Old : 43: 16 5 3 19 11 36 18:
Other: 1: 1 0 0 0 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 62.3 45.6 80.1 29.1 57.0 42.6 74.6
Old : 29.1 62.3 45.6 80.1 29.1 57.0 42.6 74.6
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 551,626: 166,952 52,600 71,627 264,418 346,628 502,997 470,855: 48,629 80,771
Old : 275,432: 111,062 34,103 10,514 127,462 198,814 249,038 243,431: 26,394 32,001
Other: 276,194: 88,829 51,436 28,174 136,956 147,814 253,959 227,424: 22,235 48,770
: : :
: : Changes in Commitments from: May 3, 2011 :
: -19,879: -11,780 1,784 -1,310 -3,420 -21,950 -16,510 -21,476: -3,369 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 9.5 13.0 47.9 62.8 91.2 85.4: 8.8 14.6
Old : 100.0: 40.3 12.4 3.8 46.3 72.2 90.4 88.4: 9.6 11.6
Other: 100.0: 32.2 18.6 10.2 49.6 53.5 91.9 82.3: 8.1 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 508: 166 106 148 120 189 362 393:
Old : 465: 147 111 66 80 161 259 314:
Other: 412: 114 96 71 86 167 241 300:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 20.2 27.7 28.5 14.6 17.0 22.5 23.7
Old : 21.1 31.6 31.8 43.4 20.3 28.9 30.7 40.5
Other: 25.2 15.0 33.5 23.2 24.2 13.0 32.1 19.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 25,252: 22,511 2,966 116 3 6,350 22,630 9,432: 2,622 15,820
Old : 4,141: 2,408 877 9 3 742 2,420 1,628: 1,721 2,513
Other: 21,111: 20,137 2,123 73 0 5,608 20,210 7,804: 901 13,307
: : :
: : Changes in Commitments from: May 3, 2011 :
: 311: 276 320 -4 -2 17 270 333: 41 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 11.7 0.5 0.0 25.1 89.6 37.4: 10.4 62.6
Old : 100.0: 58.2 21.2 0.2 0.1 17.9 58.4 39.3: 41.6 60.7
Other: 100.0: 95.4 10.1 0.3 0.0 26.6 95.7 37.0: 4.3 63.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 8 7 1 19 17 34:
Old : 39: 14 9 2 1 16 15 27:
Other: 42: 16 7 6 0 19 16 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 13.4 79.3 19.7 62.0 13.4 79.1 19.7
Old : 43.2 24.5 54.1 32.0 43.0 24.5 53.9 32.0
Other: 66.4 12.5 85.6 19.3 66.3 12.5 85.4 19.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 308,341: 85,868 40,793 36,257 152,469 205,250 274,594 282,300: 33,747 26,041
Old : 202,812: 60,329 42,919 18,326 99,691 121,058 178,346 182,303: 24,466 20,509
Other: 105,529: 34,707 7,042 8,763 52,778 84,192 96,248 99,997: 9,281 5,532
: : :
: : Changes in Commitments from: May 3, 2011 :
: -13,323: -14,681 4,127 -917 4,707 -16,222 -10,891 -13,012: -2,432 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 13.2 11.8 49.4 66.6 89.1 91.6: 10.9 8.4
Old : 100.0: 29.7 21.2 9.0 49.2 59.7 87.9 89.9: 12.1 10.1
Other: 100.0: 32.9 6.7 8.3 50.0 79.8 91.2 94.8: 8.8 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 82 58 72 63 60 186 168:
Old : 238: 77 72 52 58 55 167 153:
Other: 136: 48 26 20 48 34 103 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 30.9 25.1 43.5 12.5 26.6 21.2 37.9
Old : 17.7 28.4 29.1 38.7 17.3 28.1 28.5 36.8
Other: 20.2 51.2 36.3 65.5 19.1 46.5 33.2 60.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 660,636: 108,944 121,342 11,454 378,599 381,257 498,997 514,053: 161,639 146,583
Old : 660,636: 108,944 121,342 11,454 378,599 381,257 498,997 514,053: 161,639 146,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 53,411: 20,710 10,552 3,951 20,985 38,986 45,646 53,489: 7,765 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 18.4 1.7 57.3 57.7 75.5 77.8: 24.5 22.2
Old : 100.0: 16.5 18.4 1.7 57.3 57.7 75.5 77.8: 24.5 22.2
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 : 156: 31 28 18 68 73 105 113:
Old : 156: 31 28 18 68 73 105 113:
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 : 20.0 21.5 31.7 31.7 20.0 20.8 30.4 29.7
Old : 20.0 21.5 31.7 31.7 20.0 20.8 30.4 29.7
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 - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 319,321: 49,710 56,974 760 209,745 215,777 260,215 273,511: 59,106 45,810
Old : 319,321: 49,710 56,974 760 209,745 215,777 260,215 273,511: 59,106 45,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 1,935: -399 262 -1 4,723 847 4,323 1,108: -2,388 827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.8 0.2 65.7 67.6 81.5 85.7: 18.5 14.3
Old : 100.0: 15.6 17.8 0.2 65.7 67.6 81.5 85.7: 18.5 14.3
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 : 69: 7 11 4 33 35 42 48:
Old : 69: 7 11 4 33 35 42 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 47.9 48.4 60.0 25.2 47.9 44.6 60.0
Old : 27.2 47.9 48.4 60.0 25.2 47.9 44.6 60.0
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 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,783: 884 158 918 5,577 6,201 7,379 7,277: 404 506
Old : 7,783: 884 158 918 5,577 6,201 7,379 7,277: 404 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 148: -260 -199 16 280 228 36 45: 112 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 2.0 11.8 71.7 79.7 94.8 93.5: 5.2 6.5
Old : 100.0: 11.4 2.0 11.8 71.7 79.7 94.8 93.5: 5.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 7 8 20 24 33 33:
Old : 40: 7 7 8 20 24 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 41.6 65.8 63.2 28.2 21.4 35.1 30.0
Old : 48.3 41.6 65.8 63.2 28.2 21.4 35.1 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 229,758: 55,380 24,369 34,281 104,970 147,838 194,631 206,488: 35,127 23,270
Old : 149,044: 53,289 23,890 8,842 61,160 99,423 123,291 132,155: 25,753 16,889
Other: 80,714: 16,613 15,001 10,917 43,810 48,415 71,340 74,333: 9,374 6,381
: : :
: : Changes in Commitments from: May 3, 2011 :
: 3,630: -304 -1,506 3,842 4,255 3,097 7,793 5,433: -4,163 -1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 10.6 14.9 45.7 64.3 84.7 89.9: 15.3 10.1
Old : 100.0: 35.8 16.0 5.9 41.0 66.7 82.7 88.7: 17.3 11.3
Other: 100.0: 20.6 18.6 13.5 54.3 60.0 88.4 92.1: 11.6 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 62 29 55 65 62 159 137:
Old : 189: 71 31 36 59 56 147 112:
Other: 125: 24 29 17 53 37 89 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 36.3 23.5 45.8 8.4 29.2 15.1 34.7
Old : 12.3 42.8 21.4 51.9 11.3 42.6 19.4 50.4
Other: 31.5 30.0 45.4 50.9 23.6 27.7 36.2 40.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,417: 6,690 2,398 957 8,792 17,384 16,439 20,739: 5,978 1,678
Old : 15,423: 6,431 1,950 45 5,018 12,682 11,494 14,677: 3,929 746
Other: 6,994: 695 884 476 3,774 4,702 4,945 6,062: 2,049 932
: : :
: : Changes in Commitments from: May 3, 2011 :
: -1,125: -1,550 -487 221 519 -947 -810 -1,213: -315 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 10.7 4.3 39.2 77.5 73.3 92.5: 26.7 7.5
Old : 100.0: 41.7 12.6 0.3 32.5 82.2 74.5 95.2: 25.5 4.8
Other: 100.0: 9.9 12.6 6.8 54.0 67.2 70.7 86.7: 29.3 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 46 14 12 22 18 73 40:
Old : 88: 47 12 2 14 16 62 29:
Other: 44: 8 13 5 13 15 25 29:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 52.7 33.6 66.0 21.2 48.0 31.4 61.0
Old : 23.7 61.2 35.0 76.9 23.5 61.2 34.8 76.8
Other: 47.1 45.8 58.0 61.9 47.0 44.7 56.2 60.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,046,874: 368,407 149,805 18,733 545,214 720,970 932,354 889,508: 114,520 157,366
Old : 1,046,874: 368,407 149,805 18,733 545,214 720,970 932,354 889,508: 114,520 157,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -20,178: -4,878 -1,576 213 -16,935 -12,433 -21,600 -13,796: 1,422 -6,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 14.3 1.8 52.1 68.9 89.1 85.0: 10.9 15.0
Old : 100.0: 35.2 14.3 1.8 52.1 68.9 89.1 85.0: 10.9 15.0
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 : 274: 52 53 21 98 131 163 193:
Old : 274: 52 53 21 98 131 163 193:
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 20.4 36.3 27.7 23.8 15.9 33.1 22.6
Old : 23.9 20.4 36.3 27.7 23.8 15.9 33.1 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,751,566: 197,751 329,551 30,873 1,217,467 1,026,946 1,446,091 1,387,370: 305,475 364,196
Old : 1,751,566: 197,751 329,551 30,873 1,217,467 1,026,946 1,446,091 1,387,370: 305,475 364,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 47,384: -21,681 54,008 2,509 52,558 16,970 33,386 73,487: 13,998 -26,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 18.8 1.8 69.5 58.6 82.6 79.2: 17.4 20.8
Old : 100.0: 11.3 18.8 1.8 69.5 58.6 82.6 79.2: 17.4 20.8
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 : 278: 41 69 31 100 136 155 222:
Old : 278: 41 69 31 100 136 155 222:
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 : 24.2 17.2 34.2 26.1 22.9 13.0 31.2 18.2
Old : 24.2 17.2 34.2 26.1 22.9 13.0 31.2 18.2
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 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,504,040: 405,829 144,512 16,098 861,982 1,038,808 1,283,909 1,199,418: 220,131 304,622
Old : 1,504,040: 405,829 144,512 16,098 861,982 1,038,808 1,283,909 1,199,418: 220,131 304,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 46,252: 27,195 384 4,254 30,551 35,846 62,000 40,484: -15,748 5,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 9.6 1.1 57.3 69.1 85.4 79.7: 14.6 20.3
Old : 100.0: 27.0 9.6 1.1 57.3 69.1 85.4 79.7: 14.6 20.3
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 : 224: 41 41 20 95 106 144 159:
Old : 224: 41 41 20 95 106 144 159:
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 : 24.3 20.7 36.2 30.0 23.0 18.7 34.6 26.7
Old : 24.3 20.7 36.2 30.0 23.0 18.7 34.6 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 681,620: 93,021 65,337 97,762 455,385 466,820 646,168 629,919: 35,452 51,701
Old : 681,620: 93,021 65,337 97,762 455,385 466,820 646,168 629,919: 35,452 51,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 34,955: -5,521 3,771 10,590 27,351 24,101 32,420 38,462: 2,535 -3,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 9.6 14.3 66.8 68.5 94.8 92.4: 5.2 7.6
Old : 100.0: 13.6 9.6 14.3 66.8 68.5 94.8 92.4: 5.2 7.6
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 : 138: 26 30 38 62 71 107 127:
Old : 138: 26 30 38 62 71 107 127:
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 : 37.1 25.8 50.6 37.5 24.5 11.7 30.3 18.3
Old : 37.1 25.8 50.6 37.5 24.5 11.7 30.3 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 60,500: 25,323 4,741 189 27,324 49,315 52,836 54,245: 7,664 6,255
Old : 60,500: 25,323 4,741 189 27,324 49,315 52,836 54,245: 7,664 6,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -5,025: -4,278 -1,617 179 -1,587 -4,008 -5,686 -5,445: 662 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 7.8 0.3 45.2 81.5 87.3 89.7: 12.7 10.3
Old : 100.0: 41.9 7.8 0.3 45.2 81.5 87.3 89.7: 12.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 42 8 4 32 31 75 42:
Old : 107: 42 8 4 32 31 75 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 : 33.9 42.9 46.3 60.3 33.6 42.9 46.1 60.2
Old : 33.9 42.9 46.3 60.3 33.6 42.9 46.1 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 120,999: 50,645 9,482 378 54,648 98,630 105,671 108,490: 15,328 12,509
Old : 120,999: 50,645 9,482 378 54,648 98,630 105,671 108,490: 15,328 12,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -10,049: -8,556 -3,233 358 -3,174 -8,015 -11,372 -10,890: 1,323 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 7.8 0.3 45.2 81.5 87.3 89.7: 12.7 10.3
Old : 100.0: 41.9 7.8 0.3 45.2 81.5 87.3 89.7: 12.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 42 8 4 32 31 75 42:
Old : 107: 42 8 4 32 31 75 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 : 33.9 42.9 46.3 60.3 33.6 42.9 46.1 60.2
Old : 33.9 42.9 46.3 60.3 33.6 42.9 46.1 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,084: 4,597 1,342 709 1,584 6,024 6,890 8,075: 1,194 9
Old : 8,084: 4,597 1,342 709 1,584 6,024 6,890 8,075: 1,194 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 561: -91 -130 672 0 10 581 552: -20 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 16.6 8.8 19.6 74.5 85.2 99.9: 14.8 0.1
Old : 100.0: 56.9 16.6 8.8 19.6 74.5 85.2 99.9: 14.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 6 2 1 4 15 11:
Old : 24: 13 6 2 1 4 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 88.6 71.3 98.0 44.9 80.3 68.6 89.7
Old : 46.4 88.6 71.3 98.0 44.9 80.3 68.6 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,383: 1,136 1,121 3 9,976 10,162 11,115 11,286: 268 97
Old : 11,383: 1,136 1,121 3 9,976 10,162 11,115 11,286: 268 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 565: 193 -40 -1 419 691 611 650: -46 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.8 0.0 87.6 89.3 97.6 99.1: 2.4 0.9
Old : 100.0: 10.0 9.8 0.0 87.6 89.3 97.6 99.1: 2.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 7 1 7 13 13 21:
Old : 32: 6 7 1 7 13 13 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.8 73.4 96.2 87.2 84.8 73.4 96.2 87.0
Old : 84.8 73.4 96.2 87.2 84.8 73.4 96.2 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 28,229: 3,404 1,080 0 24,546 27,086 27,950 28,166: 279 63
Old : 28,229: 3,404 1,080 0 24,546 27,086 27,950 28,166: 279 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 294: 339 -78 0 -74 379 265 301: 29 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.8 0.0 87.0 96.0 99.0 99.8: 1.0 0.2
Old : 100.0: 12.1 3.8 0.0 87.0 96.0 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 6 0 7 14 14 20:
Old : 33: 7 6 0 7 14 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.9 76.4 97.2 91.4 92.9 76.4 97.2 91.4
Old : 92.9 76.4 97.2 91.4 92.9 76.4 97.2 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2010