WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 467,393 COMMITMENTS 75,589 123,616 65,013 294,047 223,852 434,649 412,481 32,744 54,912 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 12,405) 1,417 12,551 2,601 7,301 -5,461 11,319 9,691 1,086 2,714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 26.4 13.9 62.9 47.9 93.0 88.3 7.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 107 155 134 71 101 270 315 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,211,345 COMMITMENTS 296,014 185,133 162,691 635,857 610,584 1094562 958,408 116,783 252,937 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 22,531) 11,520 17,371 7,069 8,594 -993 27,183 23,447 -4,652 -916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 15.3 13.4 52.5 50.4 90.4 79.1 9.6 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 705) 180 150 184 178 292 463 560 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,171 COMMITMENTS 2,701 4,896 294 10,745 9,916 13,740 15,106 3,431 2,065 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 274) 109 400 -47 54 -221 116 132 158 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 28.5 1.7 62.6 57.7 80.0 88.0 20.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 16 19 4 15 11 32 33 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,112 COMMITMENTS 104,293 71,074 64,524 251,264 228,511 420,081 364,109 40,031 96,003 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 107) -7,444 6,662 3,245 5,381 -9,903 1,182 4 -1,075 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 15.4 14.0 54.6 49.7 91.3 79.1 8.7 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 481) 141 126 132 94 170 310 383 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 18,572 COMMITMENTS 14,868 390 395 46 3,400 15,309 4,185 3,263 14,387 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 189) -82 -40 171 0 -44 89 87 100 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.1 2.1 2.1 0.2 18.3 82.4 22.5 17.6 77.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 15 2 9 2 9 19 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 299,700 COMMITMENTS 54,904 63,125 43,200 177,094 165,478 275,198 271,803 24,502 27,897 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 11,852) 1,220 12,088 2,381 8,157 -4,239 11,758 10,230 94 1,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 21.1 14.4 59.1 55.2 91.8 90.7 8.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 64 83 70 63 53 179 175 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 749,720 COMMITMENTS 78,038 175,515 14,371 508,708 438,585 601,117 628,471 148,603 121,249 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 11,248) 4,622 2,983 2,648 4,517 8,508 11,787 14,139 -539 -2,891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 23.4 1.9 67.9 58.5 80.2 83.8 19.8 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 22 35 15 76 81 107 122 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 135,421 COMMITMENTS 3,449 24,284 2,958 94,051 88,446 100,458 115,688 34,963 19,733 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 12,061) 1,650 1,912 826 11,517 6,850 13,993 9,588 -1,932 2,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 17.9 2.2 69.5 65.3 74.2 85.4 25.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 5 1 17 16 20 21 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,296 COMMITMENTS 981 486 185 7,540 8,310 8,706 8,981 590 315 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 633) -189 68 -26 715 559 500 601 133 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 5.2 2.0 81.1 89.4 93.7 96.6 6.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 6 2 16 18 23 24 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 176,145 COMMITMENTS 50,929 22,944 19,960 73,723 109,722 144,612 152,626 31,533 23,519 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -6,188) -6,428 -4,234 -1,105 3,497 -1,445 -4,036 -6,784 -2,152 596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 13.0 11.3 41.9 62.3 82.1 86.6 17.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 52 44 48 59 58 148 123 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,501 COMMITMENTS 3,633 4,447 1,031 8,230 7,507 12,894 12,985 2,607 2,516 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 265) 219 121 59 56 -77 334 103 -69 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 28.7 6.7 53.1 48.4 83.2 83.8 16.8 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 19 24 13 25 22 52 56 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,026,850 COMMITMENTS 263,494 183,712 58,911 599,833 655,119 922,238 897,742 104,612 129,108 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 11,932) -17,599 -26,415 22,321 8,791 25,724 13,513 21,630 -1,581 -9,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 17.9 5.7 58.4 63.8 89.8 87.4 10.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 31 60 18 84 114 127 180 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,868,089 COMMITMENTS 147,601 414,830 38,151 1384110 1130284 1569862 1583265 298,227 284,824 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 64,842) 5,186 32,618 4,140 42,689 34,824 52,015 71,582 12,827 -6,740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 22.2 2.0 74.1 60.5 84.0 84.8 16.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 31 60 38 121 131 180 202 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,102,263 COMMITMENTS 157,439 150,902 23,643 723,284 680,568 904,366 855,113 197,897 247,150 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 72,475) -8,579 46,152 3,485 96,831 17,794 91,737 67,431 -19,262 5,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 13.7 2.1 65.6 61.7 82.0 77.6 18.0 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 25 32 17 68 95 102 135 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 658,369 COMMITMENTS 140,323 22,726 59,644 415,231 519,695 615,198 602,065 43,171 56,304 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 40,243) 14,974 3,735 1,133 28,646 37,946 44,753 42,814 -4,510 -2,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 3.5 9.1 63.1 78.9 93.4 91.4 6.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 27 17 30 53 57 93 96 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 73,746 COMMITMENTS 16,947 11,214 1,905 42,565 47,701 61,417 60,820 12,329 12,926 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -815) -1,238 1,446 286 839 -2,626 -113 -894 -702 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 15.2 2.6 57.7 64.7 83.3 82.5 16.7 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 25 13 7 30 33 58 50 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 10,352 COMMITMENTS 6,682 2,335 0 3,303 7,973 9,985 10,308 367 44 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.5 22.6 0.0 31.9 77.0 96.5 99.6 3.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 6 0 4 1 13 7 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,885 COMMITMENTS 3,643 692 6 9,790 12,810 13,439 13,508 446 377 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -817) -787 -10 0 -48 -763 -835 -773 18 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 5.0 0.0 70.5 92.3 96.8 97.3 3.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 8 1 9 18 13 27 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 32,555 COMMITMENTS 3,799 826 154 26,897 30,030 30,850 31,010 1,705 1,545 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 30) 654 -750 0 -1,239 174 -585 -576 615 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 2.5 0.5 82.6 92.2 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 4 1 8 14 17 19
Updated May 27, 2010