WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 544,611: 76,639 113,137 136,725 295,508 237,274 508,872 487,136: 35,739 57,476
Old : 62,877: 21,760 17,643 14,858 17,091 20,758 53,708 53,258: 9,169 9,619
Other: 481,734: 71,492 112,107 105,254 278,417 216,516 455,164 433,877: 26,570 47,857
: : :
: : Changes in Commitments from: April 13, 2010 :
: -11,944: 2,078 -6,303 -8,705 -1,808 5,663 -8,435 -9,345: -3,509 -2,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 20.8 25.1 54.3 43.6 93.4 89.4: 6.6 10.6
Old : 100.0: 34.6 28.1 23.6 27.2 33.0 85.4 84.7: 14.6 15.3
Other: 100.0: 14.8 23.3 21.8 57.8 44.9 94.5 90.1: 5.5 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 115 159 177 94 112 335 353:
Old : 235: 85 67 71 53 60 168 168:
Other: 413: 108 169 148 85 111 299 335:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 14.2 36.7 22.2 21.6 12.3 34.6 18.5
Old : 22.0 17.6 31.0 28.0 22.0 16.8 30.4 27.1
Other: 24.7 14.7 40.2 22.8 23.3 12.6 37.9 19.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 1,576,092: 241,303 205,546 431,631 753,885 642,019 1,426,819 1,279,196: 149,274 296,896
Old : 1,025,645: 136,982 251,179 260,310 528,761 365,825 926,053 877,314: 99,591 148,330
Other: 550,448: 176,530 26,577 99,111 225,124 276,194 500,765 401,882: 49,682 148,566
: : :
: : Changes in Commitments from: April 13, 2010 :
: 10,921: 7,627 -17,161 -3,576 5,088 32,080 9,140 11,343: 1,781 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.0 27.4 47.8 40.7 90.5 81.2: 9.5 18.8
Old : 100.0: 13.4 24.5 25.4 51.6 35.7 90.3 85.5: 9.7 14.5
Other: 100.0: 32.1 4.8 18.0 40.9 50.2 91.0 73.0: 9.0 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 700: 186 160 251 234 286 551 606:
Old : 665: 138 203 209 218 265 492 558:
Other: 526: 157 81 139 131 243 341 414:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 11.2 22.6 16.2 14.1 8.6 20.9 12.3
Old : 18.9 10.1 27.4 15.8 18.0 7.7 26.0 13.2
Other: 19.5 16.1 28.0 21.8 18.7 14.6 26.3 19.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 18,777: 1,708 3,985 1,741 11,802 11,252 15,251 16,978: 3,526 1,799
Old : 3,072: 226 746 125 1,097 1,838 1,449 2,710: 1,623 362
Other: 15,705: 1,745 3,502 1,353 10,704 9,414 13,802 14,268: 1,903 1,437
: : :
: : Changes in Commitments from: April 13, 2010 :
: -2,214: 138 -159 -1,008 -1,507 -1,405 -2,377 -2,572: 164 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 21.2 9.3 62.9 59.9 81.2 90.4: 18.8 9.6
Old : 100.0: 7.4 24.3 4.1 35.7 59.8 47.2 88.2: 52.8 11.8
Other: 100.0: 11.1 22.3 8.6 68.2 59.9 87.9 90.9: 12.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 12 16 8 21 15 38 37:
Old : 28: 8 7 5 9 8 18 19:
Other: 50: 12 15 8 19 14 34 34:
:----------------------------------------------------------------------------------------------------
: 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 : 34.8 45.5 53.9 61.7 29.0 35.7 41.7 49.9
Old : 29.1 60.9 39.1 75.7 27.8 60.9 36.8 75.0
Other: 38.2 53.5 60.9 71.2 36.4 46.3 52.6 61.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 625,129: 118,768 54,021 171,870 276,854 285,923 567,492 511,814: 57,637 113,314
Old : 377,240: 83,080 39,661 87,410 166,283 197,238 336,773 324,309: 40,467 52,932
Other: 247,888: 59,265 37,938 60,882 110,571 88,685 230,719 187,505: 17,169 60,383
: : :
: : Changes in Commitments from: April 13, 2010 :
: 30,060: 12,209 -13,103 13,048 -4,088 30,575 21,169 30,519: 8,891 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 8.6 27.5 44.3 45.7 90.8 81.9: 9.2 18.1
Old : 100.0: 22.0 10.5 23.2 44.1 52.3 89.3 86.0: 10.7 14.0
Other: 100.0: 23.9 15.3 24.6 44.6 35.8 93.1 75.6: 6.9 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 514: 169 133 199 118 171 403 418:
Old : 482: 158 135 166 105 159 355 382:
Other: 369: 90 110 111 70 144 230 304:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 16.1 25.9 22.9 14.4 13.7 22.0 18.2
Old : 21.5 22.2 29.9 30.2 21.0 20.4 27.1 26.5
Other: 22.7 11.7 32.1 19.5 21.0 8.5 29.4 12.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,057: 14,826 180 484 61 2,933 15,371 3,597: 2,686 14,460
Old : 5,170: 2,806 84 368 61 371 3,235 823: 1,935 4,347
Other: 12,887: 12,084 160 52 0 2,562 12,136 2,774: 751 10,113
: : :
: : Changes in Commitments from: April 13, 2010 :
: 243: 33 -1,787 11 -10 258 34 -1,518: 209 1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 1.0 2.7 0.3 16.2 85.1 19.9: 14.9 80.1
Old : 100.0: 54.3 1.6 7.1 1.2 7.2 62.6 15.9: 37.4 84.1
Other: 100.0: 93.8 1.2 0.4 0.0 19.9 94.2 21.5: 5.8 78.5
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 17 1 12 3 8 21 20:
Old : 24: 12 5 7 3 6 16 17:
Other: 24: 15 1 6 0 8 16 14:
:----------------------------------------------------------------------------------------------------
: 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 : 54.9 10.5 71.4 16.2 54.5 10.5 70.4 15.9
Old : 40.7 9.1 57.6 13.4 39.2 7.1 52.1 8.3
Other: 60.7 13.3 81.6 20.3 60.7 13.3 81.4 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 335,659: 50,207 28,341 81,177 173,701 199,563 305,086 309,081: 30,573 26,578
Old : 259,568: 40,647 36,368 56,349 137,707 144,137 234,704 236,855: 24,864 22,713
Other: 76,091: 22,464 4,876 11,924 35,994 55,426 70,382 72,226: 5,709 3,865
: : :
: : Changes in Commitments from: April 13, 2010 :
: 4,122: -11,983 180 10,346 10,442 -7,430 8,805 3,096: -4,683 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 8.4 24.2 51.7 59.5 90.9 92.1: 9.1 7.9
Old : 100.0: 15.7 14.0 21.7 53.1 55.5 90.4 91.2: 9.6 8.8
Other: 100.0: 29.5 6.4 15.7 47.3 72.8 92.5 94.9: 7.5 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 80 52 103 64 68 211 192:
Old : 246: 74 72 94 62 64 200 185:
Other: 120: 53 16 33 39 30 103 69:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 31.3 28.7 40.0 16.0 26.0 23.3 32.1
Old : 18.4 25.5 30.3 34.2 18.0 20.4 26.5 26.8
Other: 27.5 51.5 43.5 64.0 24.3 47.6 36.2 57.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 716,290: 55,685 162,970 25,859 510,717 375,598 592,261 564,427: 124,029 151,863
Old : 716,290: 55,685 162,970 25,859 510,717 375,598 592,261 564,427: 124,029 151,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,897: 7,428 -1,780 -4,273 2,857 11,337 6,012 5,284: -4,115 -3,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 22.8 3.6 71.3 52.4 82.7 78.8: 17.3 21.2
Old : 100.0: 7.8 22.8 3.6 71.3 52.4 82.7 78.8: 17.3 21.2
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 : 158: 20 37 33 80 77 122 125:
Old : 158: 20 37 33 80 77 122 125:
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 : 21.3 16.6 32.9 28.7 18.8 16.5 29.7 27.7
Old : 21.3 16.6 32.9 28.7 18.8 16.5 29.7 27.7
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 118,367: 4,525 27,623 1,564 72,246 65,639 78,335 94,826: 40,032 23,541
Old : 118,367: 4,525 27,623 1,564 72,246 65,639 78,335 94,826: 40,032 23,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 550: 797 -1,292 1,564 -5,039 1,208 -2,678 1,480: 3,228 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 23.3 1.3 61.0 55.5 66.2 80.1: 33.8 19.9
Old : 100.0: 3.8 23.3 1.3 61.0 55.5 66.2 80.1: 33.8 19.9
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 : 24: 2 5 1 9 12 12 17:
Old : 24: 2 5 1 9 12 12 17:
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 : 50.0 50.0 62.1 66.3 49.7 48.5 60.4 64.8
Old : 50.0 50.0 62.1 66.3 49.7 48.5 60.4 64.8
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 8,660: 1,420 278 141 6,724 8,041 8,285 8,460: 375 200
Old : 8,660: 1,420 278 141 6,724 8,041 8,285 8,460: 375 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 436: 125 -22 -2 213 475 336 451: 100 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 3.2 1.6 77.6 92.9 95.7 97.7: 4.3 2.3
Old : 100.0: 16.4 3.2 1.6 77.6 92.9 95.7 97.7: 4.3 2.3
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 : 31: 9 4 2 18 17 28 22:
Old : 31: 9 4 2 18 17 28 22:
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 : 51.9 72.9 68.0 86.8 22.9 30.0 32.0 38.6
Old : 51.9 72.9 68.0 86.8 22.9 30.0 32.0 38.6
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 241,328: 54,771 30,043 53,738 96,433 130,435 204,941 214,216: 36,387 27,112
Old : 174,846: 53,312 20,679 29,319 63,553 102,742 146,184 152,740: 28,662 22,106
Other: 66,482: 9,005 16,911 16,873 32,879 27,693 58,757 61,477: 7,725 5,006
: : :
: : Changes in Commitments from: April 13, 2010 :
: 17,196: 6,590 -3,175 3,054 4,898 16,167 14,541 16,046: 2,655 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 12.4 22.3 40.0 54.0 84.9 88.8: 15.1 11.2
Old : 100.0: 30.5 11.8 16.8 36.3 58.8 83.6 87.4: 16.4 12.6
Other: 100.0: 13.5 25.4 25.4 49.5 41.7 88.4 92.5: 11.6 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 64 50 67 64 69 174 155:
Old : 202: 63 53 56 64 64 166 142:
Other: 117: 26 31 36 43 31 88 83:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 35.3 21.3 44.8 11.6 28.7 18.8 35.9
Old : 11.3 39.1 20.6 47.5 11.0 32.7 19.8 40.1
Other: 22.1 36.8 38.5 54.5 20.6 30.4 32.2 45.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 19,063: 3,651 3,573 3,190 9,520 9,948 16,360 16,711: 2,704 2,352
Old : 13,961: 3,461 3,598 2,082 6,438 6,767 11,982 12,447: 1,980 1,515
Other: 5,102: 510 296 787 3,081 3,181 4,378 4,264: 724 838
: : :
: : Changes in Commitments from: April 13, 2010 :
: 323: -230 141 265 456 -225 491 181: -167 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 18.7 16.7 49.9 52.2 85.8 87.7: 14.2 12.3
Old : 100.0: 24.8 25.8 14.9 46.1 48.5 85.8 89.2: 14.2 10.8
Other: 100.0: 10.0 5.8 15.4 60.4 62.4 85.8 83.6: 14.2 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 26 24 21 30 23 68 61:
Old : 88: 26 26 13 27 20 62 52:
Other: 45: 11 9 10 13 18 28 35:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 30.3 41.0 42.9 21.7 20.6 33.5 32.0
Old : 27.5 32.0 41.3 46.0 22.4 23.9 33.9 35.2
Other: 58.4 35.8 70.7 54.7 53.6 33.9 58.8 46.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 1,108,652: 333,824 221,929 58,710 614,920 687,603 1,007,454 968,241: 101,199 140,411
Old : 1,108,652: 333,824 221,929 58,710 614,920 687,603 1,007,454 968,241: 101,199 140,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 54,767: 53,022 11,206 861 -2,443 31,637 51,440 43,704: 3,327 11,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 20.0 5.3 55.5 62.0 90.9 87.3: 9.1 12.7
Old : 100.0: 30.1 20.0 5.3 55.5 62.0 90.9 87.3: 9.1 12.7
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 : 252: 39 58 30 94 128 152 197:
Old : 252: 39 58 30 94 128 152 197:
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 : 36.6 17.6 47.3 25.4 36.3 16.0 46.4 22.9
Old : 36.6 17.6 47.3 25.4 36.3 16.0 46.4 22.9
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 2,047,164: 120,067 348,592 177,332 1,472,059 1,194,751 1,769,457 1,720,675: 277,706 326,488
Old : 2,047,164: 120,067 348,592 177,332 1,472,059 1,194,751 1,769,457 1,720,675: 277,706 326,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 19,640: 37,229 -4,125 9,814 28,181 110,875 75,224 116,564: -55,584 -96,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 17.0 8.7 71.9 58.4 86.4 84.1: 13.6 15.9
Old : 100.0: 5.9 17.0 8.7 71.9 58.4 86.4 84.1: 13.6 15.9
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 : 283: 40 62 67 140 157 222 244:
Old : 283: 40 62 67 140 157 222 244:
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 : 34.2 19.5 39.7 26.9 30.2 16.5 34.6 21.7
Old : 34.2 19.5 39.7 26.9 30.2 16.5 34.6 21.7
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 1,000,109: 142,800 142,166 37,377 614,487 588,754 794,664 768,296: 205,444 231,813
Old : 1,000,109: 142,800 142,166 37,377 614,487 588,754 794,664 768,296: 205,444 231,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 19,266: 25,112 2,756 -3,753 -24,034 33,646 -2,675 32,650: 21,941 -13,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 14.2 3.7 61.4 58.9 79.5 76.8: 20.5 23.2
Old : 100.0: 14.3 14.2 3.7 61.4 58.9 79.5 76.8: 20.5 23.2
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 : 163: 28 28 28 72 89 112 133:
Old : 163: 28 28 28 72 89 112 133:
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 : 23.6 15.6 33.6 26.2 17.6 12.2 25.9 19.6
Old : 23.6 15.6 33.6 26.2 17.6 12.2 25.9 19.6
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 1,077,216: 180,429 67,879 395,272 458,663 556,640 1,034,364 1,019,790: 42,852 57,426
Old : 1,077,216: 180,429 67,879 395,272 458,663 556,640 1,034,364 1,019,790: 42,852 57,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 62,598: 9,734 3,048 46,081 6,744 14,451 62,559 63,580: 39 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 6.3 36.7 42.6 51.7 96.0 94.7: 4.0 5.3
Old : 100.0: 16.7 6.3 36.7 42.6 51.7 96.0 94.7: 4.0 5.3
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 : 138: 35 32 54 58 65 119 129:
Old : 138: 35 32 54 58 65 119 129:
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 : 34.2 26.9 50.0 41.6 20.4 11.5 23.0 15.0
Old : 34.2 26.9 50.0 41.6 20.4 11.5 23.0 15.0
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 88,383: 29,973 9,921 513 43,143 65,341 73,629 75,775: 14,754 12,608
Old : 88,383: 29,973 9,921 513 43,143 65,341 73,629 75,775: 14,754 12,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,485: -2,068 1,842 -123 2,442 -1,197 251 522: 1,234 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 11.2 0.6 48.8 73.9 83.3 85.7: 16.7 14.3
Old : 100.0: 33.9 11.2 0.6 48.8 73.9 83.3 85.7: 16.7 14.3
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 : 100: 33 14 6 25 37 61 54:
Old : 100: 33 14 6 25 37 61 54:
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 : 27.4 36.6 41.5 53.5 27.4 36.6 41.5 53.4
Old : 27.4 36.6 41.5 53.5 27.4 36.6 41.5 53.4
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 15,501: 3,357 1,180 6 11,954 14,008 15,317 15,194: 184 307
Old : 15,501: 3,357 1,180 6 11,954 14,008 15,317 15,194: 184 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,870: 652 168 4 1,184 1,683 1,840 1,855: 30 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 7.6 0.0 77.1 90.4 98.8 98.0: 1.2 2.0
Old : 100.0: 21.7 7.6 0.0 77.1 90.4 98.8 98.0: 1.2 2.0
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 : 39: 4 11 1 8 17 12 29:
Old : 39: 4 11 1 8 17 12 29:
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 : 80.8 71.8 97.6 82.0 80.8 69.8 93.5 78.1
Old : 80.8 71.8 97.6 82.0 80.8 69.8 93.5 78.1
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 27,531: 3,355 1,311 72 23,690 25,939 27,117 27,322: 414 209
Old : 27,531: 3,355 1,311 72 23,690 25,939 27,117 27,322: 414 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,627: 1,654 -468 72 -140 2,030 1,586 1,634: 41 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.8 0.3 86.0 94.2 98.5 99.2: 1.5 0.8
Old : 100.0: 12.2 4.8 0.3 86.0 94.2 98.5 99.2: 1.5 0.8
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 : 33: 9 5 1 9 11 18 17:
Old : 33: 9 5 1 9 11 18 17:
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 : 76.7 78.2 94.0 89.5 54.9 59.9 72.2 69.8
Old : 76.7 78.2 94.0 89.5 54.9 59.9 72.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2010