WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 453,885 COMMITMENTS 75,068 119,474 74,698 272,120 207,222 421,886 401,394 31,999 52,491 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -11,695) -1,656 -7,905 -6,694 -126 5,786 -8,476 -8,813 -3,219 -2,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 26.3 16.5 60.0 45.7 92.9 88.4 7.1 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 104 150 150 81 107 296 330 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,177,717 COMMITMENTS 261,211 213,843 170,393 619,290 538,303 1050894 922,539 126,823 255,178 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -2,197) 9,865 -19,877 -13,145 -982 29,993 -4,262 -3,029 2,065 832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 18.2 14.5 52.6 45.7 89.2 78.3 10.8 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 667) 166 149 193 199 260 477 538 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,718 COMMITMENTS 2,421 3,963 863 10,960 11,118 14,244 15,944 3,474 1,774 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -832) -1,189 -156 337 -142 -1,370 -994 -1,189 162 357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 22.4 4.9 61.9 62.7 80.4 90.0 19.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 14 14 6 19 12 36 32 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 488,864 COMMITMENTS 119,947 63,655 71,450 246,133 253,002 437,530 388,107 51,334 100,757 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 18,722) 13,894 -13,170 5,612 -9,211 27,156 10,295 19,598 8,427 -876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 13.0 14.6 50.3 51.8 89.5 79.4 10.5 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482) 146 125 153 95 165 344 374 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 18,057 COMMITMENTS 14,826 180 484 61 2,933 15,371 3,597 2,686 14,460 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 243) 33 -1,787 11 -10 258 34 -1,518 209 1,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 82.1 1.0 2.7 0.3 16.2 85.1 19.9 14.9 80.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 17 1 12 3 8 21 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 295,914 COMMITMENTS 52,199 32,357 57,668 157,023 179,956 266,890 269,981 29,024 25,933 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 4,483) -10,631 1,741 9,343 10,307 -7,762 9,019 3,322 -4,536 1,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 10.9 19.5 53.1 60.8 90.2 91.2 9.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 65 63 95 57 58 197 177 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 655,537 COMMITMENTS 57,784 163,177 2,008 484,182 354,965 543,974 520,150 111,563 135,387 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 4,309) 5,384 -4,497 235 3,275 13,244 8,894 8,982 -4,585 -4,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 24.9 0.3 73.9 54.1 83.0 79.3 17.0 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 20 34 14 62 71 90 111 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 118,367 COMMITMENTS 4,525 27,623 1,564 72,246 65,639 78,335 94,826 40,032 23,541 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 550) 797 -1,292 1,564 -5,039 1,208 -2,678 1,480 3,228 -930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 23.3 1.3 61.0 55.5 66.2 80.1 33.8 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 5 1 9 12 12 17 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,660 COMMITMENTS 1,420 278 141 6,724 8,041 8,285 8,460 375 200 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 436) 125 -22 -2 213 475 336 451 100 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 3.2 1.6 77.6 92.9 95.7 97.7 4.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 4 2 18 17 28 22 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 209,502 COMMITMENTS 55,390 34,963 32,546 87,797 116,673 175,733 184,182 33,769 25,320 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 16,551) 5,677 -5,120 4,227 3,632 16,349 13,536 15,456 3,015 1,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 16.7 15.5 41.9 55.7 83.9 87.9 16.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 56 47 57 61 64 160 142 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,204 COMMITMENTS 4,384 3,554 1,978 8,253 9,525 14,615 15,057 2,589 2,147 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 102) -33 131 121 174 -244 262 8 -160 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 20.7 11.5 48.0 55.4 85.0 87.5 15.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 27 19 21 30 22 67 59 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,042,774 COMMITMENTS 333,972 219,563 18,708 593,089 669,863 945,769 908,134 97,005 134,640 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 54,830) 54,954 9,810 761 -4,779 32,719 50,936 43,290 3,894 11,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 21.1 1.8 56.9 64.2 90.7 87.1 9.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 37 54 15 85 117 130 178 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,671,634 COMMITMENTS 124,235 369,946 32,199 1252163 966,693 1408597 1368838 263,037 302,796 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 42) 36,938 7,908 4,150 14,386 85,489 55,474 97,547 -55,432 -97,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 22.1 1.9 74.9 57.8 84.3 81.9 15.7 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 34 62 37 104 133 166 206 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 944,380 COMMITMENTS 143,653 143,948 14,948 591,799 565,431 750,400 724,327 193,980 220,053 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 16,009) 24,788 4,312 -2,488 -26,588 29,416 -4,288 31,240 20,297 -15,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 15.2 1.6 62.7 59.9 79.5 76.7 20.5 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 24 29 15 63 83 92 122 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 680,688 COMMITMENTS 148,720 54,213 90,747 401,589 483,106 641,056 628,066 39,632 52,622 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 16,458) 8,225 1,644 4,980 3,785 10,229 16,990 16,853 -532 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 8.0 13.3 59.0 71.0 94.2 92.3 5.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 28 23 40 51 61 100 112 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 85,773 COMMITMENTS 29,993 9,770 148 41,050 63,530 71,191 73,448 14,582 12,325 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,457) -2,058 1,804 -24 2,358 -1,230 276 550 1,181 907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 11.4 0.2 47.9 74.1 83.0 85.6 17.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 33 13 2 22 37 56 51 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 15,501 COMMITMENTS 3,357 1,180 6 11,954 14,008 15,317 15,194 184 307 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,870) 652 168 4 1,184 1,683 1,840 1,855 30 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 7.6 0.0 77.1 90.4 98.8 98.0 1.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 11 1 8 17 12 29 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 04/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 27,531 COMMITMENTS 3,355 1,311 72 23,690 25,939 27,117 27,322 414 209 CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,627) 1,654 -468 72 -140 2,030 1,586 1,634 41 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 4.8 0.3 86.0 94.2 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 5 1 9 11 18 17
Updated April 28, 2010