WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 8, 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 : 438,240: 106,903 165,787 60,306 243,750 158,974 410,959 385,067: 27,281 53,173
Old : 424,273: 107,745 168,597 51,504 239,327 153,926 398,576 374,027: 25,697 50,246
Other: 13,967: 4,196 2,228 3,764 4,423 5,048 12,383 11,040: 1,584 2,927
: : :
: : Changes in Commitments from: May 1, 2012 :
: 10,738: -106 19,325 -605 11,468 -11,277 10,757 7,443: -19 3,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 37.8 13.8 55.6 36.3 93.8 87.9: 6.2 12.1
Old : 100.0: 25.4 39.7 12.1 56.4 36.3 93.9 88.2: 6.1 11.8
Other: 100.0: 30.0 16.0 26.9 31.7 36.1 88.7 79.0: 11.3 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 94 167 109 78 101 244 316:
Old : 384: 98 170 97 76 100 233 311:
Other: 94: 13 20 6 22 48 40 71:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 12.5 38.3 21.5 23.2 10.9 36.5 18.2
Old : 24.9 12.8 39.1 22.1 23.6 11.2 37.2 18.7
Other: 65.9 43.8 76.8 52.3 38.5 12.8 44.6 20.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 8, 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 : 1,232,904: 307,959 149,387 195,494 606,351 652,075 1,109,804 996,956: 123,100 235,948
Old : 711,350: 254,287 150,944 72,539 310,743 369,716 637,569 593,199: 73,781 118,151
Other: 521,554: 149,071 93,842 27,556 295,608 282,359 472,235 403,757: 49,319 117,797
: : :
: : Changes in Commitments from: May 1, 2012 :
: 7,694: -7,564 -14,188 6,761 11,445 15,565 10,642 8,138: -2,948 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 12.1 15.9 49.2 52.9 90.0 80.9: 10.0 19.1
Old : 100.0: 35.7 21.2 10.2 43.7 52.0 89.6 83.4: 10.4 16.6
Other: 100.0: 28.6 18.0 5.3 56.7 54.1 90.5 77.4: 9.5 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 734: 183 170 217 202 307 512 593:
Old : 677: 194 141 127 151 274 398 495:
Other: 590: 116 138 85 137 267 307 448:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 11.2 24.1 17.7 13.6 8.2 22.2 13.4
Old : 15.7 12.3 27.2 19.5 15.7 11.4 26.6 17.6
Other: 18.8 18.2 32.5 24.2 18.8 14.4 30.6 20.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 8, 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 : 11,477: 3,978 679 95 5,198 9,312 9,271 10,086: 2,206 1,391
Old : 11,477: 3,978 679 95 5,198 9,312 9,271 10,086: 2,206 1,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 940: 973 48 81 -231 832 823 961: 117 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 5.9 0.8 45.3 81.1 80.8 87.9: 19.2 12.1
Old : 100.0: 34.7 5.9 0.8 45.3 81.1 80.8 87.9: 19.2 12.1
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 : 38: 14 6 3 15 12 31 19:
Old : 38: 14 6 3 15 12 31 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 : 27.2 68.6 48.4 80.4 26.0 56.8 45.3 68.5
Old : 27.2 68.6 48.4 80.4 26.0 56.8 45.3 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 8, 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 : 798,732: 302,014 52,091 126,727 302,581 518,595 731,322 697,413: 67,410 101,319
Old : 352,842: 189,338 51,756 18,605 115,997 243,803 323,940 314,164: 28,902 38,678
Other: 445,890: 158,086 45,745 62,712 186,584 274,792 407,382 383,249: 38,508 62,641
: : :
: : Changes in Commitments from: May 1, 2012 :
: -8,392: -8,588 232 -7,619 6,872 -3,932 -9,335 -11,319: 943 2,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 6.5 15.9 37.9 64.9 91.6 87.3: 8.4 12.7
Old : 100.0: 53.7 14.7 5.3 32.9 69.1 91.8 89.0: 8.2 11.0
Other: 100.0: 35.5 10.3 14.1 41.8 61.6 91.4 86.0: 8.6 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 600: 238 118 186 159 208 482 448:
Old : 534: 187 129 75 75 181 305 347:
Other: 484: 163 95 115 144 185 365 348:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 19.8 18.6 30.8 8.4 17.3 14.4 25.7
Old : 16.5 26.0 27.4 38.0 16.4 25.7 27.3 37.0
Other: 13.8 23.4 22.4 32.2 11.4 17.1 18.3 23.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 8, 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 : 382,156: 97,577 74,712 50,217 198,721 228,795 346,515 353,724: 35,641 28,432
Old : 246,933: 92,031 80,021 11,506 120,991 134,972 224,528 226,499: 22,405 20,434
Other: 135,223: 30,226 19,371 14,031 77,730 93,823 121,987 127,225: 13,236 7,998
: : :
: : Changes in Commitments from: May 1, 2012 :
: 17,518: -5,485 7,712 2,062 22,959 4,566 19,536 14,340: -2,018 3,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 19.6 13.1 52.0 59.9 90.7 92.6: 9.3 7.4
Old : 100.0: 37.3 32.4 4.7 49.0 54.7 90.9 91.7: 9.1 8.3
Other: 100.0: 22.4 14.3 10.4 57.5 69.4 90.2 94.1: 9.8 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 96 78 96 68 69 227 202:
Old : 278: 104 79 55 58 64 190 173:
Other: 167: 53 42 34 48 43 125 102:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 27.6 30.9 37.3 11.4 20.5 19.0 28.7
Old : 25.9 25.8 35.5 36.5 25.4 24.8 34.8 34.5
Other: 27.2 41.6 40.1 55.5 21.5 31.1 32.5 42.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 8, 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 : 611,630: 82,172 69,730 6,959 365,305 393,016 454,436 469,705: 157,194 141,925
Old : 611,630: 82,172 69,730 6,959 365,305 393,016 454,436 469,705: 157,194 141,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 40,291: 22,017 -5,401 4,511 6,098 44,203 32,626 43,313: 7,665 -3,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.4 1.1 59.7 64.3 74.3 76.8: 25.7 23.2
Old : 100.0: 13.4 11.4 1.1 59.7 64.3 74.3 76.8: 25.7 23.2
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 : 170: 25 35 18 71 81 108 122:
Old : 170: 25 35 18 71 81 108 122:
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 15.7 31.3 26.5 18.4 14.6 26.5 23.8
Old : 20.1 15.7 31.3 26.5 18.4 14.6 26.5 23.8
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 8, 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 : 358,320: 44,715 27,359 179 250,804 276,426 295,698 303,964: 62,622 54,356
Old : 358,320: 44,715 27,359 179 250,804 276,426 295,698 303,964: 62,622 54,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 1,893: -1,569 2,681 0 637 -1,434 -932 1,247: 2,825 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.6 0.0 70.0 77.1 82.5 84.8: 17.5 15.2
Old : 100.0: 12.5 7.6 0.0 70.0 77.1 82.5 84.8: 17.5 15.2
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 : 67: 7 6 2 37 40 44 48:
Old : 67: 7 6 2 37 40 44 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 : 26.7 47.7 45.3 57.7 25.9 47.5 41.1 56.6
Old : 26.7 47.7 45.3 57.7 25.9 47.5 41.1 56.6
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 8, 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 : 11,936: 2,517 247 1,028 7,558 9,878 11,103 11,153: 833 783
Old : 11,936: 2,517 247 1,028 7,558 9,878 11,103 11,153: 833 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 121: 513 -11 -100 -255 191 158 80: -37 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.1 8.6 63.3 82.8 93.0 93.4: 7.0 6.6
Old : 100.0: 21.1 2.1 8.6 63.3 82.8 93.0 93.4: 7.0 6.6
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 : 38: 9 1 4 23 25 32 30:
Old : 38: 9 1 4 23 25 32 30:
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 : 49.4 55.3 65.0 68.5 18.9 20.0 27.7 26.9
Old : 49.4 55.3 65.0 68.5 18.9 20.0 27.7 26.9
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 8, 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 : 252,090: 109,747 10,636 17,184 85,414 203,544 212,345 231,364: 39,745 20,726
Old : 170,191: 94,402 9,881 4,466 43,322 140,923 142,190 155,270: 28,001 14,921
Other: 81,899: 19,005 4,415 9,058 42,092 62,621 70,155 76,094: 11,744 5,805
: : :
: : Changes in Commitments from: May 1, 2012 :
: -2,083: -206 -132 -1,931 3,542 461 1,405 -1,602: -3,488 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 4.2 6.8 33.9 80.7 84.2 91.8: 15.8 8.2
Old : 100.0: 55.5 5.8 2.6 25.5 82.8 83.5 91.2: 16.5 8.8
Other: 100.0: 23.2 5.4 11.1 51.4 76.5 85.7 92.9: 14.3 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 100 25 46 70 67 190 125:
Old : 204: 87 27 27 59 60 158 105:
Other: 140: 41 22 28 54 46 109 86:
:----------------------------------------------------------------------------------------------------
: 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 41.8 18.2 53.7 9.1 38.6 16.8 49.6
Old : 12.8 47.4 21.9 58.7 12.8 47.0 21.9 57.5
Other: 20.1 36.2 31.7 53.7 18.1 30.7 27.4 45.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 8, 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 : 13,831: 3,641 4,603 873 6,432 6,912 10,946 12,388: 2,885 1,443
Old : 11,008: 3,605 4,623 56 4,890 5,253 8,551 9,932: 2,457 1,076
Other: 2,823: 832 776 21 1,542 1,659 2,395 2,456: 428 367
: : :
: : Changes in Commitments from: May 1, 2012 :
: -423: -298 18 -164 135 -262 -327 -408: -96 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 33.3 6.3 46.5 50.0 79.1 89.6: 20.9 10.4
Old : 100.0: 32.7 42.0 0.5 44.4 47.7 77.7 90.2: 22.3 9.8
Other: 100.0: 29.5 27.5 0.7 54.6 58.8 84.8 87.0: 15.2 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 23 18 10 23 16 51 41:
Old : 69: 23 18 3 19 10 45 28:
Other: 32: 9 6 3 9 13 20 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 41.9 41.2 57.2 24.1 37.8 36.2 51.7
Old : 25.6 43.9 40.7 63.2 25.6 43.2 40.7 62.4
Other: 59.5 49.5 74.0 71.8 58.3 46.9 71.5 69.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 8, 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 : 997,915: 349,335 211,067 11,628 518,805 681,691 879,768 904,386: 118,147 93,529
Old : 997,915: 349,335 211,067 11,628 518,805 681,691 879,768 904,386: 118,147 93,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 44,136: 19,241 21,864 1,947 24,162 26,426 45,350 50,237: -1,214 -6,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 21.2 1.2 52.0 68.3 88.2 90.6: 11.8 9.4
Old : 100.0: 35.0 21.2 1.2 52.0 68.3 88.2 90.6: 11.8 9.4
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 : 233: 47 45 18 98 97 154 151:
Old : 233: 47 45 18 98 97 154 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 29.1 33.0 39.5 20.2 28.5 28.9 38.3
Old : 21.6 29.1 33.0 39.5 20.2 28.5 28.9 38.3
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 - Futures Only, May 8, 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 : 1,884,542: 231,373 364,101 30,815 1,340,437 1,154,286 1,602,625 1,549,202: 281,917 335,340
Old : 1,884,542: 231,373 364,101 30,815 1,340,437 1,154,286 1,602,625 1,549,202: 281,917 335,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 51,761: 19,086 7,058 3,243 20,130 25,902 42,459 36,203: 9,302 15,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.3 1.6 71.1 61.3 85.0 82.2: 15.0 17.8
Old : 100.0: 12.3 19.3 1.6 71.1 61.3 85.0 82.2: 15.0 17.8
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 : 300: 34 77 30 118 155 170 244:
Old : 300: 34 77 30 118 155 170 244:
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 : 28.1 18.4 38.0 25.5 26.0 15.4 34.4 21.5
Old : 28.1 18.4 38.0 25.5 26.0 15.4 34.4 21.5
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 8, 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 : 1,369,668: 387,651 180,606 19,201 723,050 903,096 1,129,902 1,102,903: 239,766 266,765
Old : 1,369,668: 387,651 180,606 19,201 723,050 903,096 1,129,902 1,102,903: 239,766 266,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 45,875: 1,786 -5,245 -208 44,997 37,840 46,575 32,387: -700 13,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 13.2 1.4 52.8 65.9 82.5 80.5: 17.5 19.5
Old : 100.0: 28.3 13.2 1.4 52.8 65.9 82.5 80.5: 17.5 19.5
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 : 199: 34 36 19 77 103 122 147:
Old : 199: 34 36 19 77 103 122 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 20.2 38.7 28.7 22.2 19.0 33.8 26.3
Old : 25.5 20.2 38.7 28.7 22.2 19.0 33.8 26.3
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 8, 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 : 499,715: 44,827 79,594 69,964 360,553 304,485 475,344 454,043: 24,371 45,672
Old : 499,715: 44,827 79,594 69,964 360,553 304,485 475,344 454,043: 24,371 45,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 9,641: -3,952 -4,108 4,610 12,170 10,644 12,828 11,146: -3,187 -1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.9 14.0 72.2 60.9 95.1 90.9: 4.9 9.1
Old : 100.0: 9.0 15.9 14.0 72.2 60.9 95.1 90.9: 4.9 9.1
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 : 86: 13 19 26 48 49 75 81:
Old : 86: 13 19 26 48 49 75 81:
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 : 42.8 27.7 54.4 44.9 33.4 19.2 38.9 29.8
Old : 42.8 27.7 54.4 44.9 33.4 19.2 38.9 29.8
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 8, 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 : 51,824: 18,077 9,697 111 26,458 37,725 44,646 47,532: 7,178 4,292
Old : 51,824: 18,077 9,697 111 26,458 37,725 44,646 47,532: 7,178 4,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -4,398: -5,303 3,143 85 1,080 -6,843 -4,138 -3,615: -260 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 18.7 0.2 51.1 72.8 86.1 91.7: 13.9 8.3
Old : 100.0: 34.9 18.7 0.2 51.1 72.8 86.1 91.7: 13.9 8.3
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 : 97: 28 14 3 30 31 60 46:
Old : 97: 28 14 3 30 31 60 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 : 28.7 40.6 42.5 59.4 28.7 40.6 42.5 59.2
Old : 28.7 40.6 42.5 59.4 28.7 40.6 42.5 59.2
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 8, 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 : 103,647: 36,154 19,393 221 52,916 75,450 89,291 95,064: 14,356 8,583
Old : 103,647: 36,154 19,393 221 52,916 75,450 89,291 95,064: 14,356 8,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -8,796: -10,606 6,286 170 2,160 -13,685 -8,276 -7,229: -520 -1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 18.7 0.2 51.1 72.8 86.1 91.7: 13.9 8.3
Old : 100.0: 34.9 18.7 0.2 51.1 72.8 86.1 91.7: 13.9 8.3
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 : 97: 28 14 3 30 31 60 46:
Old : 97: 28 14 3 30 31 60 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 : 28.7 40.6 42.5 59.4 28.7 40.6 42.5 59.2
Old : 28.7 40.6 42.5 59.4 28.7 40.6 42.5 59.2
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 8, 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 : 7,091: 4,744 5,638 891 1,361 550 6,996 7,079: 95 12
Old : 7,091: 4,744 5,638 891 1,361 550 6,996 7,079: 95 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -65: 16 -105 0 -88 50 -72 -55: 7 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 79.5 12.6 19.2 7.8 98.7 99.8: 1.3 0.2
Old : 100.0: 66.9 79.5 12.6 19.2 7.8 98.7 99.8: 1.3 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 : 23: 11 9 2 1 2 14 11:
Old : 23: 11 9 2 1 2 14 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 : 62.5 69.3 89.7 95.9 62.5 61.2 82.9 83.4
Old : 62.5 69.3 89.7 95.9 62.5 61.2 82.9 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, May 8, 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 : 8,219: 2,185 408 222 5,643 7,481 8,050 8,111: 169 108
Old : 8,219: 2,185 408 222 5,643 7,481 8,050 8,111: 169 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 22: -318 -114 208 149 -68 39 26: -17 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.0 2.7 68.7 91.0 97.9 98.7: 2.1 1.3
Old : 100.0: 26.6 5.0 2.7 68.7 91.0 97.9 98.7: 2.1 1.3
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 : 30: 8 4 2 7 11 16 17:
Old : 30: 8 4 2 7 11 16 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 : 69.3 79.9 88.0 90.1 69.1 79.9 87.8 89.4
Old : 69.3 79.9 88.0 90.1 69.1 79.9 87.8 89.4
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 8, 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 : 8,485: 1,334 590 0 6,890 7,843 8,224 8,433: 261 52
Old : 8,485: 1,334 590 0 6,890 7,843 8,224 8,433: 261 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 10: 66 -132 0 -43 142 23 10: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 7.0 0.0 81.2 92.4 96.9 99.4: 3.1 0.6
Old : 100.0: 15.7 7.0 0.0 81.2 92.4 96.9 99.4: 3.1 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 : 31: 8 6 0 5 13 13 19:
Old : 31: 8 6 0 5 13 13 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 : 87.6 62.5 94.3 81.3 87.6 62.5 94.3 81.3
Old : 87.6 62.5 94.3 81.3 87.6 62.5 94.3 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2012