WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 4, 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 : 452,413: 77,355 111,100 65,933 278,551 223,958 421,839 400,991: 30,574 51,422
Old : 422,823: 77,407 107,398 58,555 258,138 212,138 394,100 378,091: 28,723 44,732
Other: 29,590: 6,301 10,055 1,025 20,413 11,820 27,739 22,900: 1,851 6,690
: : :
: : Changes in Commitments from: April 27, 2010 :
: 664: 5,026 -1,450 -6,468 4,159 9,714 2,717 1,796: -2,053 -1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 24.6 14.6 61.6 49.5 93.2 88.6: 6.8 11.4
Old : 100.0: 18.3 25.4 13.8 61.1 50.2 93.2 89.4: 6.8 10.6
Other: 100.0: 21.3 34.0 3.5 69.0 39.9 93.7 77.4: 6.3 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 110 153 136 68 102 274 319:
Old : 402: 113 156 130 64 97 266 312:
Other: 119: 22 29 10 31 44 60 80:
:----------------------------------------------------------------------------------------------------
: 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 18.9 43.7 28.3 26.0 16.0 42.5 23.7
Old : 28.8 19.2 46.2 29.3 27.7 17.6 45.1 27.1
Other: 43.7 36.7 59.9 45.7 43.4 35.6 58.2 43.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 4, 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 : 1,170,638: 272,877 175,800 151,513 625,931 592,876 1,050,321 920,189: 120,317 250,449
Old : 698,504: 179,536 202,712 39,246 403,029 334,599 621,811 576,557: 76,693 121,947
Other: 472,134: 167,228 46,975 38,380 222,902 258,277 428,510 343,632: 43,624 128,502
: : :
: : Changes in Commitments from: April 27, 2010 :
: 18,655: 16,058 -42,699 9,447 -5,312 47,708 20,193 14,456: -1,538 4,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 15.0 12.9 53.5 50.6 89.7 78.6: 10.3 21.4
Old : 100.0: 25.7 29.0 5.6 57.7 47.9 89.0 82.5: 11.0 17.5
Other: 100.0: 35.4 9.9 8.1 47.2 54.7 90.8 72.8: 9.2 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 177 122 171 171 289 440 528:
Old : 621: 155 145 95 133 262 344 450:
Other: 527: 144 84 77 109 253 283 389:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 15.2 29.6 20.6 18.9 13.7 28.5 18.4
Old : 25.9 13.4 37.6 20.9 25.7 13.3 36.5 20.4
Other: 23.8 19.5 33.0 24.9 23.5 19.5 31.9 24.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 4, 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 : 16,365: 2,662 4,139 598 9,877 9,553 13,137 14,290: 3,228 2,075
Old : 16,365: 2,662 4,139 598 9,877 9,553 13,137 14,290: 3,228 2,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -906: 176 194 -214 -769 -1,012 -807 -1,032: -99 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 25.3 3.7 60.4 58.4 80.3 87.3: 19.7 12.7
Old : 100.0: 16.3 25.3 3.7 60.4 58.4 80.3 87.3: 19.7 12.7
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 : 53: 17 15 4 16 12 34 30:
Old : 53: 17 15 4 16 12 34 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 : 32.2 50.5 53.5 66.0 30.4 44.2 46.6 59.4
Old : 32.2 50.5 53.5 66.0 30.4 44.2 46.6 59.4
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 4, 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 : 475,888: 127,509 60,561 63,228 237,765 252,053 428,502 375,842: 47,386 100,046
Old : 268,058: 89,596 47,645 13,562 134,375 165,350 237,533 226,557: 30,525 41,501
Other: 207,830: 67,600 42,603 19,979 103,390 86,703 190,969 149,285: 16,861 58,545
: : :
: : Changes in Commitments from: April 27, 2010 :
: -11,610: 1,118 2,269 -2,484 -7,084 -10,012 -8,450 -10,227: -3,160 -1,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 12.7 13.3 50.0 53.0 90.0 79.0: 10.0 21.0
Old : 100.0: 33.4 17.8 5.1 50.1 61.7 88.6 84.5: 11.4 15.5
Other: 100.0: 32.5 20.5 9.6 49.7 41.7 91.9 71.8: 8.1 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 481: 141 133 136 82 169 312 377:
Old : 437: 138 118 63 60 143 235 297:
Other: 364: 91 99 67 61 147 194 281:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 20.7 30.5 26.8 18.4 19.5 28.6 23.6
Old : 29.3 28.7 38.5 38.1 29.1 28.1 38.3 35.9
Other: 27.6 12.4 38.5 19.2 27.3 10.9 38.1 17.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 4, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,277: 15,008 455 308 49 3,262 15,365 4,025: 2,912 14,252
Old : 4,131: 2,541 447 53 49 219 2,643 719: 1,488 3,412
Other: 14,146: 12,694 235 28 0 3,043 12,722 3,306: 1,424 10,840
: : :
: : Changes in Commitments from: April 27, 2010 :
: -264: -526 -115 -130 2 104 -654 -141: 390 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 2.5 1.7 0.3 17.8 84.1 22.0: 15.9 78.0
Old : 100.0: 61.5 10.8 1.3 1.2 5.3 64.0 17.4: 36.0 82.6
Other: 100.0: 89.7 1.7 0.2 0.0 21.5 89.9 23.4: 10.1 76.6
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 16 2 9 3 8 20 18:
Old : 25: 13 5 5 3 5 18 13:
Other: 21: 12 1 5 0 8 13 13:
:----------------------------------------------------------------------------------------------------
: 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 : 59.2 12.2 72.5 18.3 59.0 12.2 72.1 18.0
Old : 41.0 13.6 60.1 15.9 40.2 13.1 59.3 15.4
Other: 65.4 14.5 82.1 21.9 65.4 14.5 81.9 21.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 4, 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 : 277,196: 48,474 47,136 39,190 162,505 165,356 250,169 251,682: 27,027 25,514
Old : 200,039: 42,454 55,550 12,901 125,658 109,504 181,013 177,955: 19,026 22,084
Other: 77,157: 24,535 10,101 7,774 36,847 55,852 69,156 73,727: 8,001 3,430
: : :
: : Changes in Commitments from: April 27, 2010 :
: 501: -444 19,396 -9,820 13,616 -12,741 3,352 -3,165: -2,851 3,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 17.0 14.1 58.6 59.7 90.2 90.8: 9.8 9.2
Old : 100.0: 21.2 27.8 6.4 62.8 54.7 90.5 89.0: 9.5 11.0
Other: 100.0: 31.8 13.1 10.1 47.8 72.4 89.6 95.6: 10.4 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 57 76 71 64 54 176 164:
Old : 229: 60 85 52 60 48 152 156:
Other: 124: 45 26 19 39 30 92 68:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 29.3 30.9 38.4 19.2 27.6 28.4 35.3
Old : 23.5 24.9 35.4 35.3 23.0 24.7 33.4 34.1
Other: 24.3 52.6 38.8 65.7 23.0 52.0 35.4 62.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 4, 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 : 719,213: 76,651 159,464 5,817 503,750 417,450 586,218 582,731: 132,995 136,482
Old : 719,213: 76,651 159,464 5,817 503,750 417,450 586,218 582,731: 132,995 136,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 33,796: 585 -2,493 2,623 25,216 25,870 28,424 26,000: 5,372 7,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 22.2 0.8 70.0 58.0 81.5 81.0: 18.5 19.0
Old : 100.0: 10.7 22.2 0.8 70.0 58.0 81.5 81.0: 18.5 19.0
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 : 161: 24 35 17 69 74 102 117:
Old : 161: 24 35 17 69 74 102 117:
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 : 21.2 17.6 32.7 29.7 18.9 17.1 30.2 28.0
Old : 21.2 17.6 32.7 29.7 18.9 17.1 30.2 28.0
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, May 4, 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 : 123,720: 1,742 30,895 0 82,538 76,437 84,280 107,332: 39,440 16,388
Old : 123,720: 1,742 30,895 0 82,538 76,437 84,280 107,332: 39,440 16,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 5,604: 0 3,923 -1,485 7,714 7,302 6,229 9,740: -625 -4,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 25.0 0.0 66.7 61.8 68.1 86.8: 31.9 13.2
Old : 100.0: 1.4 25.0 0.0 66.7 61.8 68.1 86.8: 31.9 13.2
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 : 29: 1 5 0 16 15 17 20:
Old : 29: 1 5 0 16 15 17 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 : 45.6 53.7 57.4 72.7 45.4 53.4 55.0 72.4
Old : 45.6 53.7 57.4 72.7 45.4 53.4 55.0 72.4
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 4, 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 : 8,526: 1,359 417 162 6,582 7,796 8,103 8,375: 423 151
Old : 8,526: 1,359 417 162 6,582 7,796 8,103 8,375: 423 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -155: 55 79 -6 -223 -138 -174 -65: 19 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 4.9 1.9 77.2 91.4 95.0 98.2: 5.0 1.8
Old : 100.0: 15.9 4.9 1.9 77.2 91.4 95.0 98.2: 5.0 1.8
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 : 35: 10 6 1 16 19 27 25:
Old : 35: 10 6 1 16 19 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 68.0 67.1 83.4 18.2 23.8 26.5 31.8
Old : 49.2 68.0 67.1 83.4 18.2 23.8 26.5 31.8
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 4, 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 : 190,267: 65,214 29,163 20,473 68,881 116,313 154,568 165,949: 35,699 24,318
Old : 137,922: 61,855 24,787 7,998 41,319 85,867 111,172 118,652: 26,750 19,270
Other: 52,345: 10,574 11,591 5,260 27,562 30,446 43,396 47,297: 8,949 5,048
: : :
: : Changes in Commitments from: April 27, 2010 :
: -6,540: 4,162 4,140 -3,101 -9,588 -6,801 -8,527 -5,762: 1,987 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 15.3 10.8 36.2 61.1 81.2 87.2: 18.8 12.8
Old : 100.0: 44.8 18.0 5.8 30.0 62.3 80.6 86.0: 19.4 14.0
Other: 100.0: 20.2 22.1 10.0 52.7 58.2 82.9 90.4: 17.1 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 62 51 51 58 60 161 132:
Old : 195: 65 52 37 55 55 148 121:
Other: 107: 25 29 24 39 27 82 65:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 41.3 21.8 49.4 12.6 40.3 21.4 46.7
Old : 13.3 40.1 23.3 48.2 12.9 39.5 22.8 46.6
Other: 23.9 48.6 40.3 60.3 23.9 48.2 40.3 57.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 4, 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 : 15,788: 3,707 4,219 1,200 8,279 7,885 13,186 13,304: 2,602 2,484
Old : 9,698: 3,448 4,213 353 4,179 3,567 7,980 8,133: 1,718 1,565
Other: 6,090: 595 342 511 4,100 4,318 5,206 5,171: 884 919
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,032: 164 171 -406 -265 -477 -507 -712: -525 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 26.7 7.6 52.4 49.9 83.5 84.3: 16.5 15.7
Old : 100.0: 35.6 43.4 3.6 43.1 36.8 82.3 83.9: 17.7 16.1
Other: 100.0: 9.8 5.6 8.4 67.3 70.9 85.5 84.9: 14.5 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 21 25 15 26 22 58 56:
Old : 80: 20 28 4 20 13 44 42:
Other: 41: 8 7 6 11 18 23 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 : 33.6 26.5 48.5 43.3 29.4 23.1 41.7 38.3
Old : 33.8 28.1 50.7 48.2 33.8 28.1 50.7 48.2
Other: 61.7 40.3 73.6 60.7 59.5 33.1 63.8 51.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 4, 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 : 1,098,115: 292,504 244,840 37,385 665,359 653,227 995,248 935,452: 102,867 162,663
Old : 1,098,115: 292,504 244,840 37,385 665,359 653,227 995,248 935,452: 102,867 162,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 75,232: 7,461 36,274 18,011 54,705 2,085 80,177 56,370: -4,945 18,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 22.3 3.4 60.6 59.5 90.6 85.2: 9.4 14.8
Old : 100.0: 26.6 22.3 3.4 60.6 59.5 90.6 85.2: 9.4 14.8
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 : 247: 31 61 19 83 124 126 193:
Old : 247: 31 61 19 83 124 126 193:
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 : 42.0 19.6 51.1 27.0 41.8 16.6 50.0 23.0
Old : 42.0 19.6 51.1 27.0 41.8 16.6 50.0 23.0
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 4, 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 : 1,702,628: 103,141 361,021 38,900 1,249,253 992,549 1,391,294 1,392,470: 311,334 310,158
Old : 1,702,628: 103,141 361,021 38,900 1,249,253 992,549 1,391,294 1,392,470: 311,334 310,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 2,697: -26,331 13,300 284 16,636 -2,651 -9,411 10,933: 12,108 -8,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 21.2 2.3 73.4 58.3 81.7 81.8: 18.3 18.2
Old : 100.0: 6.1 21.2 2.3 73.4 58.3 81.7 81.8: 18.3 18.2
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 : 269: 33 62 41 109 132 173 205:
Old : 269: 33 62 41 109 132 173 205:
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 : 40.2 20.1 45.6 29.8 36.7 17.7 41.7 25.0
Old : 40.2 20.1 45.6 29.8 36.7 17.7 41.7 25.0
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 4, 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 : 1,000,572: 185,457 119,482 17,525 591,339 640,087 794,321 777,094: 206,251 223,478
Old : 1,000,572: 185,457 119,482 17,525 591,339 640,087 794,321 777,094: 206,251 223,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 20,669: 18,481 -16,301 802 1,064 52,230 20,347 36,731: 322 -16,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.9 1.8 59.1 64.0 79.4 77.7: 20.6 22.3
Old : 100.0: 18.5 11.9 1.8 59.1 64.0 79.4 77.7: 20.6 22.3
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 : 160: 24 26 15 67 83 99 116:
Old : 160: 24 26 15 67 83 99 116:
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 17.9 34.0 28.5 17.8 14.9 26.3 22.8
Old : 23.9 17.9 34.0 28.5 17.8 14.9 26.3 22.8
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 4, 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 : 634,603: 136,288 21,514 59,040 396,414 499,168 591,742 579,722: 42,861 54,881
Old : 634,603: 136,288 21,514 59,040 396,414 499,168 591,742 579,722: 42,861 54,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -53,588: 5,301 -30,102 -2,078 -57,799 -21,315 -54,576 -53,495: 988 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 3.4 9.3 62.5 78.7 93.2 91.4: 6.8 8.6
Old : 100.0: 21.5 3.4 9.3 62.5 78.7 93.2 91.4: 6.8 8.6
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 : 114: 26 18 32 55 58 95 100:
Old : 114: 26 18 32 55 58 95 100:
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 : 27.9 38.8 44.4 50.1 23.5 21.0 31.5 28.1
Old : 27.9 38.8 44.4 50.1 23.5 21.0 31.5 28.1
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 4, 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 : 83,555: 26,286 13,607 1,165 42,883 54,922 70,334 69,694: 13,221 13,861
Old : 83,555: 26,286 13,607 1,165 42,883 54,922 70,334 69,694: 13,221 13,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,349: -5,038 640 558 1,933 -3,739 -2,547 -2,541: -802 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 16.3 1.4 51.3 65.7 84.2 83.4: 15.8 16.6
Old : 100.0: 31.5 16.3 1.4 51.3 65.7 84.2 83.4: 15.8 16.6
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 : 96: 25 17 6 28 33 55 54:
Old : 96: 25 17 6 28 33 55 54:
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 34.2 41.9 50.9 26.3 34.2 41.0 50.8
Old : 27.2 34.2 41.9 50.9 26.3 34.2 41.0 50.8
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, May 4, 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 : 15,935: 5,498 710 6 10,101 14,925 15,605 15,641: 330 294
Old : 15,935: 5,498 710 6 10,101 14,925 15,605 15,641: 330 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -418: 1,017 -67 0 -1,475 -364 -458 -431: 40 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.5 0.0 63.4 93.7 97.9 98.2: 2.1 1.8
Old : 100.0: 34.5 4.5 0.0 63.4 93.7 97.9 98.2: 2.1 1.8
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 : 39: 4 9 1 7 20 11 30:
Old : 39: 4 9 1 7 20 11 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 : 80.1 69.2 96.0 81.2 80.0 66.9 92.3 77.4
Old : 80.1 69.2 96.0 81.2 80.0 66.9 92.3 77.4
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 4, 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 : 30,650: 4,117 1,431 154 25,361 28,225 29,632 29,810: 1,018 840
Old : 30,650: 4,117 1,431 154 25,361 28,225 29,632 29,810: 1,018 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 1,825: 591 321 0 1,224 1,524 1,815 1,845: 10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.7 0.5 82.7 92.1 96.7 97.3: 3.3 2.7
Old : 100.0: 13.4 4.7 0.5 82.7 92.1 96.7 97.3: 3.3 2.7
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 : 34: 10 5 1 8 12 18 18:
Old : 34: 10 5 1 8 12 18 18:
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 : 76.4 66.9 92.4 85.6 59.0 59.3 74.7 70.8
Old : 76.4 66.9 92.4 85.6 59.0 59.3 74.7 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 7, 2010