WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 18, 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 : 467,393: 75,589 123,616 65,013 294,047 223,852 434,649 412,481: 32,744 54,912
Old : 428,786: 75,316 117,011 56,190 267,493 208,644 398,999 381,845: 29,787 46,941
Other: 38,607: 6,475 12,807 2,621 26,554 15,208 35,650 30,636: 2,957 7,971
: : :
: : Changes in Commitments from: May 11, 2010 :
: 12,405: 1,417 12,551 2,601 7,301 -5,461 11,319 9,691: 1,086 2,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 26.4 13.9 62.9 47.9 93.0 88.3: 7.0 11.7
Old : 100.0: 17.6 27.3 13.1 62.4 48.7 93.1 89.1: 6.9 10.9
Other: 100.0: 16.8 33.2 6.8 68.8 39.4 92.3 79.4: 7.7 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 107 155 134 71 101 270 315:
Old : 390: 108 157 128 67 95 260 307:
Other: 136: 27 31 14 35 49 73 89:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 16.7 43.2 27.1 26.1 13.7 41.9 21.7
Old : 29.4 17.0 46.1 28.4 28.3 15.5 44.9 25.9
Other: 41.0 33.4 55.6 43.4 41.0 31.5 53.2 40.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 18, 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 : 1,211,345: 296,014 185,133 162,691 635,857 610,584 1,094,562 958,408: 116,783 252,937
Old : 679,801: 193,280 208,604 29,008 385,374 324,067 607,662 561,679: 72,139 118,122
Other: 531,544: 184,730 58,525 51,687 250,483 286,517 486,900 396,729: 44,644 134,815
: : :
: : Changes in Commitments from: May 11, 2010 :
: 22,531: 11,520 17,371 7,069 8,594 -993 27,183 23,447: -4,652 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.3 13.4 52.5 50.4 90.4 79.1: 9.6 20.9
Old : 100.0: 28.4 30.7 4.3 56.7 47.7 89.4 82.6: 10.6 17.4
Other: 100.0: 34.8 11.0 9.7 47.1 53.9 91.6 74.6: 8.4 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 705: 180 150 184 178 292 463 560:
Old : 654: 170 160 83 137 260 348 465:
Other: 563: 149 104 75 116 263 297 417:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 14.7 28.3 20.0 17.7 13.1 26.7 17.9
Old : 25.6 13.4 36.0 20.0 25.4 13.4 34.8 19.7
Other: 23.0 20.0 32.2 25.3 22.6 19.6 31.3 24.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 18, 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 : 17,171: 2,701 4,896 294 10,745 9,916 13,740 15,106: 3,431 2,065
Old : 17,171: 2,701 4,896 294 10,745 9,916 13,740 15,106: 3,431 2,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 274: 109 400 -47 54 -221 116 132: 158 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 28.5 1.7 62.6 57.7 80.0 88.0: 20.0 12.0
Old : 100.0: 15.7 28.5 1.7 62.6 57.7 80.0 88.0: 20.0 12.0
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 : 55: 16 19 4 15 11 32 33:
Old : 55: 16 19 4 15 11 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 46.9 53.6 63.2 30.2 41.2 47.4 57.4
Old : 33.4 46.9 53.6 63.2 30.2 41.2 47.4 57.4
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 18, 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 : 460,112: 104,293 71,074 64,524 251,264 228,511 420,081 364,109: 40,031 96,003
Old : 251,233: 72,375 63,724 10,978 145,186 138,775 228,539 213,477: 22,694 37,756
Other: 208,879: 61,784 37,216 23,680 106,078 89,736 191,542 150,632: 17,337 58,247
: : :
: : Changes in Commitments from: May 11, 2010 :
: 107: -7,444 6,662 3,245 5,381 -9,903 1,182 4: -1,075 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.4 14.0 54.6 49.7 91.3 79.1: 8.7 20.9
Old : 100.0: 28.8 25.4 4.4 57.8 55.2 91.0 85.0: 9.0 15.0
Other: 100.0: 29.6 17.8 11.3 50.8 43.0 91.7 72.1: 8.3 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 481: 141 126 132 94 170 310 383:
Old : 440: 128 131 52 71 140 230 297:
Other: 373: 97 91 64 70 145 207 276:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 20.2 32.3 25.7 19.7 18.9 30.5 23.0
Old : 30.0 28.7 41.0 35.6 29.8 28.3 40.4 34.7
Other: 26.3 13.1 37.1 20.0 26.0 11.8 36.8 17.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 18, 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 : 18,572: 14,868 390 395 46 3,400 15,309 4,185: 3,263 14,387
Old : 4,495: 2,492 488 23 46 182 2,561 693: 1,934 3,802
Other: 14,077: 12,714 240 34 0 3,218 12,748 3,492: 1,329 10,585
: : :
: : Changes in Commitments from: May 11, 2010 :
: 189: -82 -40 171 0 -44 89 87: 100 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 2.1 2.1 0.2 18.3 82.4 22.5: 17.6 77.5
Old : 100.0: 55.4 10.9 0.5 1.0 4.0 57.0 15.4: 43.0 84.6
Other: 100.0: 90.3 1.7 0.2 0.0 22.9 90.6 24.8: 9.4 75.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 2 9 2 9 19 18:
Old : 24: 12 5 3 2 6 14 14:
Other: 23: 13 1 6 0 9 14 15:
:----------------------------------------------------------------------------------------------------
: 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 : 58.6 11.9 72.0 18.1 58.5 11.9 71.6 17.8
Old : 40.1 11.3 55.2 14.0 39.7 11.3 54.7 14.0
Other: 65.6 14.6 82.1 22.2 65.6 14.6 82.0 22.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 18, 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 : 299,700: 54,904 63,125 43,200 177,094 165,478 275,198 271,803: 24,502 27,897
Old : 213,620: 48,682 72,544 12,849 136,551 105,265 198,082 190,658: 15,538 22,962
Other: 86,080: 28,603 12,962 7,970 40,543 60,213 77,116 81,145: 8,964 4,935
: : :
: : Changes in Commitments from: May 11, 2010 :
: 11,852: 1,220 12,088 2,381 8,157 -4,239 11,758 10,230: 94 1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 21.1 14.4 59.1 55.2 91.8 90.7: 8.2 9.3
Old : 100.0: 22.8 34.0 6.0 63.9 49.3 92.7 89.3: 7.3 10.7
Other: 100.0: 33.2 15.1 9.3 47.1 70.0 89.6 94.3: 10.4 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 64 83 70 63 53 179 175:
Old : 245: 62 99 40 59 49 146 165:
Other: 135: 55 22 20 43 30 108 64:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 27.1 30.9 35.5 17.1 24.8 25.3 31.3
Old : 23.5 21.4 35.7 31.0 22.6 21.3 33.6 30.1
Other: 20.8 52.7 33.2 67.0 19.4 52.6 31.2 63.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 18, 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 : 749,720: 78,038 175,515 14,371 508,708 438,585 601,117 628,471: 148,603 121,249
Old : 749,720: 78,038 175,515 14,371 508,708 438,585 601,117 628,471: 148,603 121,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 11,248: 4,622 2,983 2,648 4,517 8,508 11,787 14,139: -539 -2,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 23.4 1.9 67.9 58.5 80.2 83.8: 19.8 16.2
Old : 100.0: 10.4 23.4 1.9 67.9 58.5 80.2 83.8: 19.8 16.2
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 : 166: 22 35 15 76 81 107 122:
Old : 166: 22 35 15 76 81 107 122:
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 : 21.7 20.7 33.4 32.7 20.1 19.1 31.1 29.5
Old : 21.7 20.7 33.4 32.7 20.1 19.1 31.1 29.5
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 18, 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 : 135,421: 3,449 24,284 2,958 94,051 88,446 100,458 115,688: 34,963 19,733
Old : 135,421: 3,449 24,284 2,958 94,051 88,446 100,458 115,688: 34,963 19,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 12,061: 1,650 1,912 826 11,517 6,850 13,993 9,588: -1,932 2,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 17.9 2.2 69.5 65.3 74.2 85.4: 25.8 14.6
Old : 100.0: 2.5 17.9 2.2 69.5 65.3 74.2 85.4: 25.8 14.6
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 : 32: 2 5 1 17 16 20 21:
Old : 32: 2 5 1 17 16 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 53.7 60.7 67.9 44.7 53.6 58.4 66.4
Old : 44.9 53.7 60.7 67.9 44.7 53.6 58.4 66.4
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 18, 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 : 9,296: 981 486 185 7,540 8,310 8,706 8,981: 590 315
Old : 9,296: 981 486 185 7,540 8,310 8,706 8,981: 590 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 633: -189 68 -26 715 559 500 601: 133 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 5.2 2.0 81.1 89.4 93.7 96.6: 6.3 3.4
Old : 100.0: 10.6 5.2 2.0 81.1 89.4 93.7 96.6: 6.3 3.4
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 : 29: 5 6 2 16 18 23 24:
Old : 29: 5 6 2 16 18 23 24:
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 : 55.5 67.4 72.4 83.0 13.0 15.3 20.8 20.8
Old : 55.5 67.4 72.4 83.0 13.0 15.3 20.8 20.8
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 18, 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 : 176,145: 50,929 22,944 19,960 73,723 109,722 144,612 152,626: 31,533 23,519
Old : 120,515: 47,273 19,803 7,097 44,094 75,445 98,464 102,345: 22,051 18,170
Other: 55,630: 11,171 10,656 5,348 29,629 34,277 46,148 50,281: 9,482 5,349
: : :
: : Changes in Commitments from: May 11, 2010 :
: -6,188: -6,428 -4,234 -1,105 3,497 -1,445 -4,036 -6,784: -2,152 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 13.0 11.3 41.9 62.3 82.1 86.6: 17.9 13.4
Old : 100.0: 39.2 16.4 5.9 36.6 62.6 81.7 84.9: 18.3 15.1
Other: 100.0: 20.1 19.2 9.6 53.3 61.6 83.0 90.4: 17.0 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 52 44 48 59 58 148 123:
Old : 175: 55 43 32 56 49 134 105:
Other: 106: 27 24 20 38 30 78 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 : 13.0 39.2 22.5 47.8 13.0 37.0 21.7 43.5
Old : 14.2 38.6 24.4 47.7 13.6 36.9 23.2 44.2
Other: 24.2 46.2 40.5 57.9 24.1 45.1 40.4 54.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 18, 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 : 15,501: 3,633 4,447 1,031 8,230 7,507 12,894 12,985: 2,607 2,516
Old : 8,752: 3,405 4,369 0 3,822 2,986 7,227 7,355: 1,525 1,397
Other: 6,749: 730 580 529 4,408 4,521 5,667 5,630: 1,082 1,119
: : :
: : Changes in Commitments from: May 11, 2010 :
: 265: 219 121 59 56 -77 334 103: -69 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 28.7 6.7 53.1 48.4 83.2 83.8: 16.8 16.2
Old : 100.0: 38.9 49.9 0.0 43.7 34.1 82.6 84.0: 17.4 16.0
Other: 100.0: 10.8 8.6 7.8 65.3 67.0 84.0 83.4: 16.0 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 19 24 13 25 22 52 56:
Old : 75: 20 25 0 18 12 38 37:
Other: 44: 8 11 6 11 18 24 31:
:----------------------------------------------------------------------------------------------------
: 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 : 36.5 25.4 52.5 42.8 32.0 23.6 45.2 38.5
Old : 38.4 31.0 55.2 51.2 38.4 31.0 55.2 51.2
Other: 60.5 40.2 72.0 58.1 59.4 34.6 64.3 51.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 18, 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 : 1,026,850: 263,494 183,712 58,911 599,833 655,119 922,238 897,742: 104,612 129,108
Old : 1,026,850: 263,494 183,712 58,911 599,833 655,119 922,238 897,742: 104,612 129,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 11,932: -17,599 -26,415 22,321 8,791 25,724 13,513 21,630: -1,581 -9,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 17.9 5.7 58.4 63.8 89.8 87.4: 10.2 12.6
Old : 100.0: 25.7 17.9 5.7 58.4 63.8 89.8 87.4: 10.2 12.6
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 : 235: 31 60 18 84 114 127 180:
Old : 235: 31 60 18 84 114 127 180:
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 : 43.5 18.8 54.1 26.9 43.2 16.7 51.3 24.0
Old : 43.5 18.8 54.1 26.9 43.2 16.7 51.3 24.0
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 18, 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 : 1,868,089: 147,601 414,830 38,151 1,384,110 1,130,284 1,569,862 1,583,265: 298,227 284,824
Old : 1,868,089: 147,601 414,830 38,151 1,384,110 1,130,284 1,569,862 1,583,265: 298,227 284,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 64,842: 5,186 32,618 4,140 42,689 34,824 52,015 71,582: 12,827 -6,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.2 2.0 74.1 60.5 84.0 84.8: 16.0 15.2
Old : 100.0: 7.9 22.2 2.0 74.1 60.5 84.0 84.8: 16.0 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 : 272: 31 60 38 121 131 180 202:
Old : 272: 31 60 38 121 131 180 202:
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 : 39.2 19.6 45.8 32.6 36.1 17.2 42.1 25.6
Old : 39.2 19.6 45.8 32.6 36.1 17.2 42.1 25.6
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 18, 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 : 1,102,263: 157,439 150,902 23,643 723,284 680,568 904,366 855,113: 197,897 247,150
Old : 1,102,263: 157,439 150,902 23,643 723,284 680,568 904,366 855,113: 197,897 247,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 72,475: -8,579 46,152 3,485 96,831 17,794 91,737 67,431: -19,262 5,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.7 2.1 65.6 61.7 82.0 77.6: 18.0 22.4
Old : 100.0: 14.3 13.7 2.1 65.6 61.7 82.0 77.6: 18.0 22.4
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 : 173: 25 32 17 68 95 102 135:
Old : 173: 25 32 17 68 95 102 135:
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 : 26.6 16.6 36.6 27.2 15.7 9.5 24.0 15.6
Old : 26.6 16.6 36.6 27.2 15.7 9.5 24.0 15.6
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, May 18, 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 : 658,369: 140,323 22,726 59,644 415,231 519,695 615,198 602,065: 43,171 56,304
Old : 658,369: 140,323 22,726 59,644 415,231 519,695 615,198 602,065: 43,171 56,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 40,243: 14,974 3,735 1,133 28,646 37,946 44,753 42,814: -4,510 -2,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 3.5 9.1 63.1 78.9 93.4 91.4: 6.6 8.6
Old : 100.0: 21.3 3.5 9.1 63.1 78.9 93.4 91.4: 6.6 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 : 113: 27 17 30 53 57 93 96:
Old : 113: 27 17 30 53 57 93 96:
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 : 31.3 38.1 47.6 50.1 23.6 20.0 32.3 26.5
Old : 31.3 38.1 47.6 50.1 23.6 20.0 32.3 26.5
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 18, 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 : 73,746: 16,947 11,214 1,905 42,565 47,701 61,417 60,820: 12,329 12,926
Old : 73,746: 16,947 11,214 1,905 42,565 47,701 61,417 60,820: 12,329 12,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -815: -1,238 1,446 286 839 -2,626 -113 -894: -702 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 15.2 2.6 57.7 64.7 83.3 82.5: 16.7 17.5
Old : 100.0: 23.0 15.2 2.6 57.7 64.7 83.3 82.5: 16.7 17.5
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 : 93: 25 13 7 30 33 58 50:
Old : 93: 25 13 7 30 33 58 50:
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 : 26.9 32.7 41.0 48.5 26.9 32.7 40.9 47.3
Old : 26.9 32.7 41.0 48.5 26.9 32.7 40.9 47.3
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 18, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 10,352: 6,682 2,335 0 3,303 7,973 9,985 10,308: 367 44
Old : 10,352: 6,682 2,335 0 3,303 7,973 9,985 10,308: 367 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 22.6 0.0 31.9 77.0 96.5 99.6: 3.5 0.4
Old : 100.0: 64.5 22.6 0.0 31.9 77.0 96.5 99.6: 3.5 0.4
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 : 20: 9 6 0 4 1 13 7:
Old : 20: 9 6 0 4 1 13 7:
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 : 65.7 95.9 92.4 99.6 65.7 95.9 92.4 99.6
Old : 65.7 95.9 92.4 99.6 65.7 95.9 92.4 99.6
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 18, 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 : 13,885: 3,643 692 6 9,790 12,810 13,439 13,508: 446 377
Old : 13,885: 3,643 692 6 9,790 12,810 13,439 13,508: 446 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -817: -787 -10 0 -48 -763 -835 -773: 18 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 5.0 0.0 70.5 92.3 96.8 97.3: 3.2 2.7
Old : 100.0: 26.2 5.0 0.0 70.5 92.3 96.8 97.3: 3.2 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 : 36: 4 8 1 9 18 13 27:
Old : 36: 4 8 1 9 18 13 27:
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 : 73.4 66.1 93.5 80.6 72.2 63.3 88.4 75.8
Old : 73.4 66.1 93.5 80.6 72.2 63.3 88.4 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, May 18, 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 : 32,555: 3,799 826 154 26,897 30,030 30,850 31,010: 1,705 1,545
Old : 32,555: 3,799 826 154 26,897 30,030 30,850 31,010: 1,705 1,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 30: 654 -750 0 -1,239 174 -585 -576: 615 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.5 0.5 82.6 92.2 94.8 95.3: 5.2 4.7
Old : 100.0: 11.7 2.5 0.5 82.6 92.2 94.8 95.3: 5.2 4.7
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: 9 4 1 8 14 17 19:
Old : 34: 9 4 1 8 14 17 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 : 81.4 68.8 91.6 85.1 65.0 60.4 75.0 70.7
Old : 81.4 68.8 91.6 85.1 65.0 60.4 75.0 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2010