WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 488,828 COMMITMENTS 77,653 130,530 73,702 303,793 229,155 455,148 433,387 33,680 55,441 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 21,435) 2,064 6,914 8,689 9,746 5,303 20,499 20,906 936 529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 26.7 15.1 62.1 46.9 93.1 88.7 6.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 111 161 140 71 96 278 323 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,207,240 COMMITMENTS 290,519 167,671 167,104 631,023 616,690 1088646 951,465 118,594 255,775 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -4,105) -5,495 -17,462 4,413 -4,834 6,106 -5,916 -6,943 1,811 2,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 13.9 13.8 52.3 51.1 90.2 78.8 9.8 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699) 189 142 179 180 287 468 549 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,927 COMMITMENTS 2,555 4,578 127 11,591 11,008 14,273 15,713 3,654 2,214 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 756) -146 -318 -167 846 1,092 533 607 223 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 25.5 0.7 64.7 61.4 79.6 87.6 20.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 14 17 3 15 11 29 31 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 455,445 COMMITMENTS 96,271 71,565 64,957 253,814 223,783 415,042 360,305 40,403 95,140 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -4,667) -8,022 491 433 2,550 -4,728 -5,039 -3,804 372 -863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 15.7 14.3 55.7 49.1 91.1 79.1 8.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470) 138 124 130 104 163 314 371 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 18,774 COMMITMENTS 14,689 785 373 45 3,405 15,107 4,563 3,667 14,211 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 202) -179 395 -22 -1 5 -202 378 404 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.2 4.2 2.0 0.2 18.1 80.5 24.3 19.5 75.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 14 4 9 2 9 18 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 318,500 COMMITMENTS 57,599 72,216 48,437 185,093 166,658 291,129 287,311 27,371 31,189 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 18,800) 2,695 9,091 5,237 7,999 1,180 15,931 15,508 2,869 3,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 22.7 15.2 58.1 52.3 91.4 90.2 8.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 64 84 70 65 57 179 182 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 757,180 COMMITMENTS 72,318 154,875 20,237 523,607 445,622 616,162 620,734 141,018 136,446 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 7,460) -5,720 -20,640 5,866 14,899 7,037 15,045 -7,737 -7,585 15,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 20.5 2.7 69.2 58.9 81.4 82.0 18.6 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 27 25 18 70 74 106 108 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 137,411 COMMITMENTS 3,519 15,495 2,647 91,803 100,229 97,969 118,371 39,442 19,040 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,990) 70 -8,789 -311 -2,248 11,783 -2,489 2,683 4,479 -693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 11.3 1.9 66.8 72.9 71.3 86.1 28.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 2 16 18 20 22 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,305 COMMITMENTS 1,107 680 322 8,164 9,059 9,593 10,061 712 244 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,009) 126 194 137 624 749 887 1,080 122 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 6.6 3.1 79.2 87.9 93.1 97.6 6.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 6 3 15 17 23 23 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 171,451 COMMITMENTS 43,546 17,973 20,462 74,242 108,051 138,250 146,486 33,201 24,965 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -4,694) -7,383 -4,971 502 519 -1,671 -6,362 -6,140 1,668 1,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 10.5 11.9 43.3 63.0 80.6 85.4 19.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 47 43 49 63 58 145 124 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,536 COMMITMENTS 3,739 4,460 881 8,365 7,772 12,985 13,113 2,551 2,423 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 35) 106 13 -150 135 265 91 128 -56 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 28.7 5.7 53.8 50.0 83.6 84.4 16.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 22 23 14 24 23 54 57 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 985,918 COMMITMENTS 234,466 186,472 64,402 576,660 607,356 875,528 858,230 110,390 127,688 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -40,932) -29,028 2,760 5,491 -23,173 -47,763 -46,710 -39,512 5,778 -1,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 18.9 6.5 58.5 61.6 88.8 87.0 11.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 26 49 24 71 118 110 178 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,839,897 COMMITMENTS 137,509 333,515 29,402 1404181 1177639 1571092 1540556 268,805 299,341 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -28,192) -10,092 -81,315 -8,749 20,071 47,355 1,230 -42,709 -29,422 14,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 18.1 1.6 76.3 64.0 85.4 83.7 14.6 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 27 49 29 111 137 158 196 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,064,314 COMMITMENTS 172,549 118,524 33,202 643,756 640,892 849,507 792,618 214,807 271,696 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -37,949) 15,110 -32,378 9,559 -79,528 -39,676 -54,859 -62,495 16,910 24,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 11.1 3.1 60.5 60.2 79.8 74.5 20.2 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 23 24 16 63 92 92 126 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 666,266 COMMITMENTS 144,958 25,238 58,871 425,977 527,697 629,806 611,806 36,460 54,460 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 7,897) 4,635 2,512 -773 10,746 8,002 14,608 9,741 -6,711 -1,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 3.8 8.8 63.9 79.2 94.5 91.8 5.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 23 16 29 56 58 94 96 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 12,580 COMMITMENTS 2,134 411 0 7,683 9,305 9,817 9,716 2,763 2,864 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 3.3 0.0 61.1 74.0 78.0 77.2 22.0 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 10 8 13 10 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 75,015 COMMITMENTS 13,904 10,913 546 46,784 52,329 61,234 63,788 13,781 11,227 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,269) -3,043 -301 -1,359 4,219 4,628 -183 2,968 1,452 -1,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 14.5 0.7 62.4 69.8 81.6 85.0 18.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 25 11 6 28 32 54 49 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 15,398 COMMITMENTS 2,642 657 204 12,134 14,152 14,980 15,013 418 385 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,513) -1,001 -35 198 2,344 1,342 1,541 1,505 -28 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 4.3 1.3 78.8 91.9 97.3 97.5 2.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 7 1 10 20 14 28 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 38,971 COMMITMENTS 4,166 1,472 0 33,728 36,664 37,894 38,136 1,077 835 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 6,416) 367 646 -154 6,831 6,634 7,044 7,126 -628 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 3.8 0.0 86.5 94.1 97.2 97.9 2.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 4 0 7 14 16 18
Updated May 28, 2010