WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 453,885: 75,068 119,474 74,698 272,120 207,222 421,886 401,394: 31,999 52,491
Old : 45,675: 22,057 19,732 649 14,678 16,708 37,384 37,089: 8,291 8,586
Other: 408,210: 70,009 116,740 57,051 257,442 190,514 384,502 364,305: 23,708 43,905
: : :
: : Changes in Commitments from: April 13, 2010 :
: -11,695: -1,656 -7,905 -6,694 -126 5,786 -8,476 -8,813: -3,219 -2,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 26.3 16.5 60.0 45.7 92.9 88.4: 7.1 11.6
Old : 100.0: 48.3 43.2 1.4 32.1 36.6 81.8 81.2: 18.2 18.8
Other: 100.0: 17.2 28.6 14.0 63.1 46.7 94.2 89.2: 5.8 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 104 150 150 81 107 296 330:
Old : 217: 67 70 10 35 48 109 121:
Other: 390: 98 159 115 68 106 249 312:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 15.9 43.0 24.9 25.9 13.8 41.3 20.9
Old : 30.2 23.2 41.9 35.8 30.2 22.9 41.6 35.6
Other: 28.7 16.5 46.3 25.6 27.5 14.1 44.6 21.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,177,717: 261,211 213,843 170,393 619,290 538,303 1,050,894 922,539: 126,823 255,178
Old : 765,670: 170,127 255,054 76,168 434,279 303,355 680,574 634,577: 85,096 131,093
Other: 412,047: 166,528 34,233 18,781 185,011 234,948 370,320 287,962: 41,727 124,085
: : :
: : Changes in Commitments from: April 13, 2010 :
: -2,197: 9,865 -19,877 -13,145 -982 29,993 -4,262 -3,029: 2,065 832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 18.2 14.5 52.6 45.7 89.2 78.3: 10.8 21.7
Old : 100.0: 22.2 33.3 9.9 56.7 39.6 88.9 82.9: 11.1 17.1
Other: 100.0: 40.4 8.3 4.6 44.9 57.0 89.9 69.9: 10.1 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 667: 166 149 193 199 260 477 538:
Old : 630: 144 172 139 176 240 407 482:
Other: 491: 138 79 61 102 226 265 345:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 13.3 28.1 18.7 18.3 12.6 27.3 17.6
Old : 24.1 12.0 35.1 19.7 24.0 11.7 34.5 19.2
Other: 23.0 19.6 32.9 25.1 22.7 19.6 32.4 25.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,718: 2,421 3,963 863 10,960 11,118 14,244 15,944: 3,474 1,774
Old : 2,912: 330 748 0 967 1,810 1,297 2,558: 1,615 354
Other: 14,806: 2,344 3,468 610 9,993 9,308 12,947 13,386: 1,859 1,420
: : :
: : Changes in Commitments from: April 13, 2010 :
: -832: -1,189 -156 337 -142 -1,370 -994 -1,189: 162 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 22.4 4.9 61.9 62.7 80.4 90.0: 19.6 10.0
Old : 100.0: 11.3 25.7 0.0 33.2 62.2 44.5 87.8: 55.5 12.2
Other: 100.0: 15.8 23.4 4.1 67.5 62.9 87.4 90.4: 12.6 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 14 14 6 19 12 36 32:
Old : 28: 8 7 0 8 6 16 13:
Other: 49: 15 12 5 16 11 31 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 48.2 54.1 63.9 28.3 39.4 42.5 54.4
Old : 29.5 64.3 39.0 79.9 29.4 64.3 38.8 79.9
Other: 37.9 55.8 61.8 72.2 36.4 49.2 54.7 65.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 488,864: 119,947 63,655 71,450 246,133 253,002 437,530 388,107: 51,334 100,757
Old : 295,428: 84,478 42,929 26,829 148,029 178,390 259,336 248,148: 36,092 47,280
Other: 193,436: 58,724 43,981 21,366 98,104 74,612 178,194 139,959: 15,242 53,477
: : :
: : Changes in Commitments from: April 13, 2010 :
: 18,722: 13,894 -13,170 5,612 -9,211 27,156 10,295 19,598: 8,427 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 13.0 14.6 50.3 51.8 89.5 79.4: 10.5 20.6
Old : 100.0: 28.6 14.5 9.1 50.1 60.4 87.8 84.0: 12.2 16.0
Other: 100.0: 30.4 22.7 11.0 50.7 38.6 92.1 72.4: 7.9 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 482: 146 125 153 95 165 344 374:
Old : 441: 138 117 108 81 144 289 315:
Other: 343: 82 97 63 59 136 182 264:
:----------------------------------------------------------------------------------------------------
: 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 19.5 30.4 26.5 18.2 18.3 28.0 23.4
Old : 27.1 27.7 35.6 36.7 26.9 27.1 34.5 34.6
Other: 28.5 11.1 39.0 18.2 28.1 10.0 38.5 16.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,057: 14,826 180 484 61 2,933 15,371 3,597: 2,686 14,460
Old : 5,170: 2,806 84 368 61 371 3,235 823: 1,935 4,347
Other: 12,887: 12,084 160 52 0 2,562 12,136 2,774: 751 10,113
: : :
: : Changes in Commitments from: April 13, 2010 :
: 243: 33 -1,787 11 -10 258 34 -1,518: 209 1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 1.0 2.7 0.3 16.2 85.1 19.9: 14.9 80.1
Old : 100.0: 54.3 1.6 7.1 1.2 7.2 62.6 15.9: 37.4 84.1
Other: 100.0: 93.8 1.2 0.4 0.0 19.9 94.2 21.5: 5.8 78.5
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 17 1 12 3 8 21 20:
Old : 24: 12 5 7 3 6 16 17:
Other: 24: 15 1 6 0 8 16 14:
:----------------------------------------------------------------------------------------------------
: 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 : 54.9 10.5 71.4 16.2 54.5 10.5 70.4 15.9
Old : 40.7 9.1 57.6 13.4 39.2 7.1 52.1 8.3
Other: 60.7 13.3 81.6 20.3 60.7 13.3 81.4 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 295,914: 52,199 32,357 57,668 157,023 179,956 266,890 269,981: 29,024 25,933
Old : 230,207: 42,746 39,514 38,030 126,065 130,547 206,841 208,091: 23,366 22,116
Other: 65,707: 22,573 5,963 6,518 30,958 49,409 60,049 61,890: 5,658 3,817
: : :
: : Changes in Commitments from: April 13, 2010 :
: 4,483: -10,631 1,741 9,343 10,307 -7,762 9,019 3,322: -4,536 1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 10.9 19.5 53.1 60.8 90.2 91.2: 9.8 8.8
Old : 100.0: 18.6 17.2 16.5 54.8 56.7 89.9 90.4: 10.1 9.6
Other: 100.0: 34.4 9.1 9.9 47.1 75.2 91.4 94.2: 8.6 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 65 63 95 57 58 197 177:
Old : 238: 61 80 82 54 55 182 169:
Other: 115: 46 22 19 34 26 89 59:
:----------------------------------------------------------------------------------------------------
: 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 31.3 31.2 39.9 18.0 28.3 26.2 35.0
Old : 20.6 25.4 34.0 34.4 20.3 22.5 30.1 29.4
Other: 29.4 55.1 46.0 67.2 28.2 53.8 41.9 63.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 655,537: 57,784 163,177 2,008 484,182 354,965 543,974 520,150: 111,563 135,387
Old : 655,537: 57,784 163,177 2,008 484,182 354,965 543,974 520,150: 111,563 135,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 4,309: 5,384 -4,497 235 3,275 13,244 8,894 8,982: -4,585 -4,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 24.9 0.3 73.9 54.1 83.0 79.3: 17.0 20.7
Old : 100.0: 8.8 24.9 0.3 73.9 54.1 83.0 79.3: 17.0 20.7
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 : 151: 20 34 14 62 71 90 111:
Old : 151: 20 34 14 62 71 90 111:
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 : 23.3 17.8 35.5 30.3 20.6 17.7 32.5 30.0
Old : 23.3 17.8 35.5 30.3 20.6 17.7 32.5 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 118,367: 4,525 27,623 1,564 72,246 65,639 78,335 94,826: 40,032 23,541
Old : 118,367: 4,525 27,623 1,564 72,246 65,639 78,335 94,826: 40,032 23,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 550: 797 -1,292 1,564 -5,039 1,208 -2,678 1,480: 3,228 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 23.3 1.3 61.0 55.5 66.2 80.1: 33.8 19.9
Old : 100.0: 3.8 23.3 1.3 61.0 55.5 66.2 80.1: 33.8 19.9
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 : 24: 2 5 1 9 12 12 17:
Old : 24: 2 5 1 9 12 12 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 : 50.0 50.0 62.1 66.3 49.7 48.5 60.4 64.8
Old : 50.0 50.0 62.1 66.3 49.7 48.5 60.4 64.8
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, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,660: 1,420 278 141 6,724 8,041 8,285 8,460: 375 200
Old : 8,660: 1,420 278 141 6,724 8,041 8,285 8,460: 375 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 436: 125 -22 -2 213 475 336 451: 100 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 3.2 1.6 77.6 92.9 95.7 97.7: 4.3 2.3
Old : 100.0: 16.4 3.2 1.6 77.6 92.9 95.7 97.7: 4.3 2.3
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 : 31: 9 4 2 18 17 28 22:
Old : 31: 9 4 2 18 17 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 72.9 68.0 86.8 22.9 30.0 32.0 38.6
Old : 51.9 72.9 68.0 86.8 22.9 30.0 32.0 38.6
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, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 209,502: 55,390 34,963 32,546 87,797 116,673 175,733 184,182: 33,769 25,320
Old : 150,997: 53,760 25,246 13,124 57,634 91,990 124,518 130,360: 26,479 20,637
Other: 58,505: 9,306 17,393 11,746 30,163 24,683 51,215 53,822: 7,290 4,683
: : :
: : Changes in Commitments from: April 13, 2010 :
: 16,551: 5,677 -5,120 4,227 3,632 16,349 13,536 15,456: 3,015 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.7 15.5 41.9 55.7 83.9 87.9: 16.1 12.1
Old : 100.0: 35.6 16.7 8.7 38.2 60.9 82.5 86.3: 17.5 13.7
Other: 100.0: 15.9 29.7 20.1 51.6 42.2 87.5 92.0: 12.5 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 56 47 57 61 64 160 142:
Old : 193: 58 51 42 60 58 149 128:
Other: 112: 21 31 24 41 28 80 70:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 35.6 22.7 46.3 13.5 31.4 21.8 40.0
Old : 12.8 39.1 23.2 48.2 12.8 36.1 22.7 44.7
Other: 24.0 40.7 41.8 59.4 23.2 34.5 36.9 51.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,204: 4,384 3,554 1,978 8,253 9,525 14,615 15,057: 2,589 2,147
Old : 12,411: 4,220 3,572 1,004 5,227 6,458 10,451 11,034: 1,960 1,377
Other: 4,793: 513 331 625 3,026 3,067 4,164 4,023: 629 770
: : :
: : Changes in Commitments from: April 13, 2010 :
: 102: -33 131 121 174 -244 262 8: -160 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 20.7 11.5 48.0 55.4 85.0 87.5: 15.0 12.5
Old : 100.0: 34.0 28.8 8.1 42.1 52.0 84.2 88.9: 15.8 11.1
Other: 100.0: 10.7 6.9 13.0 63.1 64.0 86.9 83.9: 13.1 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 27 19 21 30 22 67 59:
Old : 87: 28 22 12 26 17 60 48:
Other: 41: 8 10 7 11 15 23 30:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 33.5 40.8 46.6 24.0 27.5 37.1 39.6
Old : 25.2 36.0 39.8 51.8 25.2 30.2 38.0 45.2
Other: 62.2 38.0 74.4 58.1 57.1 35.9 62.4 49.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,042,774: 333,972 219,563 18,708 593,089 669,863 945,769 908,134: 97,005 134,640
Old : 1,042,774: 333,972 219,563 18,708 593,089 669,863 945,769 908,134: 97,005 134,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 54,830: 54,954 9,810 761 -4,779 32,719 50,936 43,290: 3,894 11,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 21.1 1.8 56.9 64.2 90.7 87.1: 9.3 12.9
Old : 100.0: 32.0 21.1 1.8 56.9 64.2 90.7 87.1: 9.3 12.9
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 : 245: 37 54 15 85 117 130 178:
Old : 245: 37 54 15 85 117 130 178:
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 : 38.7 18.7 49.8 27.0 38.4 17.0 48.8 24.4
Old : 38.7 18.7 49.8 27.0 38.4 17.0 48.8 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,671,634: 124,235 369,946 32,199 1,252,163 966,693 1,408,597 1,368,838: 263,037 302,796
Old : 1,671,634: 124,235 369,946 32,199 1,252,163 966,693 1,408,597 1,368,838: 263,037 302,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 42: 36,938 7,908 4,150 14,386 85,489 55,474 97,547: -55,432 -97,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 22.1 1.9 74.9 57.8 84.3 81.9: 15.7 18.1
Old : 100.0: 7.4 22.1 1.9 74.9 57.8 84.3 81.9: 15.7 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 34 62 37 104 133 166 206:
Old : 275: 34 62 37 104 133 166 206:
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 : 40.5 22.6 46.9 31.4 37.0 20.1 42.4 26.4
Old : 40.5 22.6 46.9 31.4 37.0 20.1 42.4 26.4
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, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 944,380: 143,653 143,948 14,948 591,799 565,431 750,400 724,327: 193,980 220,053
Old : 944,380: 143,653 143,948 14,948 591,799 565,431 750,400 724,327: 193,980 220,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 16,009: 24,788 4,312 -2,488 -26,588 29,416 -4,288 31,240: 20,297 -15,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.2 1.6 62.7 59.9 79.5 76.7: 20.5 23.3
Old : 100.0: 15.2 15.2 1.6 62.7 59.9 79.5 76.7: 20.5 23.3
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 : 158: 24 29 15 63 83 92 122:
Old : 158: 24 29 15 63 83 92 122:
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 : 24.6 16.5 35.3 27.4 18.7 12.9 27.4 20.6
Old : 24.6 16.5 35.3 27.4 18.7 12.9 27.4 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 680,688: 148,720 54,213 90,747 401,589 483,106 641,056 628,066: 39,632 52,622
Old : 680,688: 148,720 54,213 90,747 401,589 483,106 641,056 628,066: 39,632 52,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 16,458: 8,225 1,644 4,980 3,785 10,229 16,990 16,853: -532 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 8.0 13.3 59.0 71.0 94.2 92.3: 5.8 7.7
Old : 100.0: 21.8 8.0 13.3 59.0 71.0 94.2 92.3: 5.8 7.7
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 : 124: 28 23 40 51 61 100 112:
Old : 124: 28 23 40 51 61 100 112:
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 : 29.9 34.2 45.0 46.1 23.4 17.8 30.7 23.2
Old : 29.9 34.2 45.0 46.1 23.4 17.8 30.7 23.2
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, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 85,773: 29,993 9,770 148 41,050 63,530 71,191 73,448: 14,582 12,325
Old : 85,773: 29,993 9,770 148 41,050 63,530 71,191 73,448: 14,582 12,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,457: -2,058 1,804 -24 2,358 -1,230 276 550: 1,181 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 11.4 0.2 47.9 74.1 83.0 85.6: 17.0 14.4
Old : 100.0: 35.0 11.4 0.2 47.9 74.1 83.0 85.6: 17.0 14.4
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 : 99: 33 13 2 22 37 56 51:
Old : 99: 33 13 2 22 37 56 51:
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 : 28.2 37.7 42.7 54.9 28.2 37.7 42.7 54.8
Old : 28.2 37.7 42.7 54.9 28.2 37.7 42.7 54.8
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, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,501: 3,357 1,180 6 11,954 14,008 15,317 15,194: 184 307
Old : 15,501: 3,357 1,180 6 11,954 14,008 15,317 15,194: 184 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,870: 652 168 4 1,184 1,683 1,840 1,855: 30 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 7.6 0.0 77.1 90.4 98.8 98.0: 1.2 2.0
Old : 100.0: 21.7 7.6 0.0 77.1 90.4 98.8 98.0: 1.2 2.0
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 : 39: 4 11 1 8 17 12 29:
Old : 39: 4 11 1 8 17 12 29:
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 : 80.8 71.8 97.6 82.0 80.8 69.8 93.5 78.1
Old : 80.8 71.8 97.6 82.0 80.8 69.8 93.5 78.1
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, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,531: 3,355 1,311 72 23,690 25,939 27,117 27,322: 414 209
Old : 27,531: 3,355 1,311 72 23,690 25,939 27,117 27,322: 414 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,627: 1,654 -468 72 -140 2,030 1,586 1,634: 41 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.8 0.3 86.0 94.2 98.5 99.2: 1.5 0.8
Old : 100.0: 12.2 4.8 0.3 86.0 94.2 98.5 99.2: 1.5 0.8
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 : 33: 9 5 1 9 11 18 17:
Old : 33: 9 5 1 9 11 18 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 : 76.7 78.2 94.0 89.5 54.9 59.9 72.2 69.8
Old : 76.7 78.2 94.0 89.5 54.9 59.9 72.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2010