WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 465,580 COMMITMENTS 76,724 127,379 81,392 272,246 201,436 430,362 410,207 35,218 55,373 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 4,929) 281 -4,491 4,707 -939 4,724 4,049 4,940 880 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 27.4 17.5 58.5 43.3 92.4 88.1 7.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 107 155 157 75 97 300 328 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,179,914 COMMITMENTS 251,346 233,720 183,538 620,272 508,310 1055156 925,568 124,758 254,346 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 29,626) 5,345 5,854 26,420 -831 -3,901 30,934 28,373 -1,308 1,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 19.8 15.6 52.6 43.1 89.4 78.4 10.6 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 695) 176 163 211 192 255 493 559 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,550 COMMITMENTS 3,610 4,119 526 11,102 12,488 15,238 17,133 3,312 1,417 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,610) 145 120 269 1,277 1,489 1,691 1,878 -81 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 22.2 2.8 59.8 67.3 82.1 92.4 17.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 15 16 6 19 15 36 37 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,142 COMMITMENTS 106,053 76,825 65,838 255,344 225,846 427,235 368,509 42,907 101,633 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 16,061) 11,196 -9,811 5,964 -1,349 18,247 15,811 14,400 250 1,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 16.3 14.0 54.3 48.0 90.9 78.4 9.1 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461) 133 135 156 94 150 333 365 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 17,814 COMMITMENTS 14,793 1,967 473 71 2,675 15,337 5,115 2,477 12,699 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 396) 299 -321 -27 -2 468 270 120 126 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.0 11.0 2.7 0.4 15.0 86.1 28.7 13.9 71.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 15 7 10 3 8 21 22 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 291,431 COMMITMENTS 62,830 30,616 48,325 146,716 187,718 257,871 266,659 33,560 24,772 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -4,104) 9,310 -1,930 -7,328 -9,936 3,632 -7,954 -5,626 3,850 1,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 10.5 16.6 50.3 64.4 88.5 91.5 11.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 69 57 89 61 61 198 170 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 651,228 COMMITMENTS 52,400 167,674 1,773 480,907 341,721 535,080 511,168 116,148 140,060 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -9,965) 1,495 2,752 98 -7,378 5,372 -5,785 8,222 -4,180 -18,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 25.7 0.3 73.8 52.5 82.2 78.5 17.8 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 24 34 9 62 72 91 110 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 117,817 COMMITMENTS 3,728 28,915 0 77,285 64,431 81,013 93,346 36,804 24,471 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,578) -225 -887 0 -279 -884 -504 -1,771 2,082 3,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 24.5 0.0 65.6 54.7 68.8 79.2 31.2 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 5 0 11 12 12 17 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,224 COMMITMENTS 1,295 300 143 6,511 7,566 7,949 8,009 275 215 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -230) 52 -2 -73 -145 -235 -166 -310 -64 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 3.6 1.7 79.2 92.0 96.7 97.4 3.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 4 2 16 16 26 21 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 192,951 COMMITMENTS 49,713 40,083 28,319 84,165 100,324 162,197 168,726 30,754 24,225 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 4,858) 721 622 2,555 554 2,643 3,830 5,820 1,028 -962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 20.8 14.7 43.6 52.0 84.1 87.4 15.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 52 47 54 60 57 150 131 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,102 COMMITMENTS 4,417 3,423 1,857 8,079 9,769 14,353 15,049 2,749 2,053 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -512) 266 -126 166 -825 -326 -393 -286 -119 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 20.0 10.9 47.2 57.1 83.9 88.0 16.1 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 28 18 20 31 24 67 59 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 987,944 COMMITMENTS 279,018 209,753 17,947 597,868 637,144 894,833 864,844 93,111 123,100 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 12,752) 6,666 20,696 -4,116 11,367 3,306 13,917 19,886 -1,165 -7,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 21.2 1.8 60.5 64.5 90.6 87.5 9.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 31 54 19 84 112 126 174 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,671,592 COMMITMENTS 87,297 362,038 28,049 1237777 881,204 1353123 1271291 318,469 400,301 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 111,901) -5,339 24,669 -20,537 70,539 35,807 44,663 39,939 67,238 71,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 21.7 1.7 74.0 52.7 80.9 76.1 19.1 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 30 62 34 100 131 154 205 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 928,371 COMMITMENTS 118,865 139,636 17,436 618,387 536,015 754,688 693,087 173,683 235,284 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 8,399) 15,312 7,175 1,736 -16,035 6,831 1,013 15,742 7,386 -7,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 15.0 1.9 66.6 57.7 81.3 74.7 18.7 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 24 28 15 62 82 90 121 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 664,230 COMMITMENTS 140,495 52,569 85,767 397,804 472,877 624,066 611,213 40,164 53,017 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 14,739) 11,731 -925 -561 4,852 19,787 16,022 18,301 -1,283 -3,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 7.9 12.9 59.9 71.2 94.0 92.0 6.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 24 21 35 50 61 93 108 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 84,316 COMMITMENTS 32,051 7,966 172 38,692 64,760 70,915 72,898 13,401 11,418 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,943) -1,319 475 -188 4,900 2,098 3,393 2,385 -1,450 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 9.4 0.2 45.9 76.8 84.1 86.5 15.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 32 11 2 23 34 55 47 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,631 COMMITMENTS 2,705 1,012 2 10,770 12,325 13,477 13,339 154 292 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 454) 1,008 -19 0 -601 449 407 430 47 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 7.4 0.0 79.0 90.4 98.9 97.9 1.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 10 1 8 17 11 28 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 04/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 25,904 COMMITMENTS 1,701 1,779 0 23,830 23,909 25,531 25,688 373 216 CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,840) -1,577 -147 -72 3,419 2,036 1,770 1,817 70 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 6.9 0.0 92.0 92.3 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 4 0 10 11 18 15
Updated April 16, 2010