WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 533,185: 78,619 105,585 119,179 301,641 252,397 499,439 477,161: 33,746 56,024
Old : 503,533: 78,588 101,858 111,823 281,228 240,576 471,640 454,258: 31,893 49,275
Other: 29,652: 6,319 10,016 1,067 20,413 11,821 27,799 22,904: 1,853 6,749
: : :
: : Changes in Commitments from: April 27, 2010 :
: 4,485: 4,240 -372 -4,099 6,595 9,907 6,736 5,436: -2,251 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 19.8 22.4 56.6 47.3 93.7 89.5: 6.3 10.5
Old : 100.0: 15.6 20.2 22.2 55.9 47.8 93.7 90.2: 6.3 9.8
Other: 100.0: 21.3 33.8 3.6 68.8 39.9 93.8 77.2: 6.2 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 115 167 170 82 109 317 347:
Old : 421: 118 169 165 79 105 311 341:
Other: 119: 25 26 17 31 44 66 81:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 17.1 37.9 25.4 22.1 14.4 36.2 21.0
Old : 24.6 17.3 39.7 26.1 23.3 15.5 38.0 23.6
Other: 43.6 36.6 59.8 45.6 43.3 35.6 58.0 43.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 1,526,170: 262,902 172,217 373,928 747,049 690,085 1,383,879 1,236,229: 142,291 289,941
Old : 908,548: 148,229 197,082 186,719 483,929 389,551 818,877 773,351: 89,671 135,197
Other: 617,622: 176,698 37,159 125,185 263,119 300,534 565,002 462,878: 52,620 154,744
: : :
: : Changes in Commitments from: April 27, 2010 :
: 35,636: 18,045 -41,437 23,184 -5,129 49,805 36,101 31,551: -465 4,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 11.3 24.5 48.9 45.2 90.7 81.0: 9.3 19.0
Old : 100.0: 16.3 21.7 20.6 53.3 42.9 90.1 85.1: 9.9 14.9
Other: 100.0: 28.6 6.0 20.3 42.6 48.7 91.5 74.9: 8.5 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 688: 173 149 224 217 307 514 588:
Old : 653: 140 184 180 191 286 443 541:
Other: 557: 161 85 143 133 268 351 443:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 12.5 24.2 17.6 15.0 10.0 22.3 13.6
Old : 20.9 11.3 30.4 17.2 19.7 9.6 28.3 14.9
Other: 20.2 16.2 28.3 21.1 19.5 14.7 26.4 18.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 17,533: 1,856 4,165 1,589 10,798 9,671 14,243 15,424: 3,290 2,109
Old : 17,533: 1,856 4,165 1,589 10,798 9,671 14,243 15,424: 3,290 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -868: 174 199 -198 -762 -1,011 -785 -1,010: -83 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 23.8 9.1 61.6 55.2 81.2 88.0: 18.8 12.0
Old : 100.0: 10.6 23.8 9.1 61.6 55.2 81.2 88.0: 18.8 12.0
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 : 54: 13 19 7 18 14 36 35:
Old : 54: 13 19 7 18 14 36 35:
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 : 32.4 47.8 52.5 63.9 30.4 41.1 45.8 55.1
Old : 32.4 47.8 52.5 63.9 30.4 41.1 45.8 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 600,207: 126,445 59,019 148,897 271,202 280,449 546,544 488,365: 53,663 111,842
Old : 334,496: 84,430 46,616 63,254 152,510 178,758 300,194 288,629: 34,302 45,868
Other: 265,711: 69,687 40,074 57,972 118,691 101,691 246,350 199,736: 19,361 65,975
: : :
: : Changes in Commitments from: April 27, 2010 :
: -9,069: -427 7,935 -3,391 -2,398 -12,351 -6,215 -7,806: -2,853 -1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 9.8 24.8 45.2 46.7 91.1 81.4: 8.9 18.6
Old : 100.0: 25.2 13.9 18.9 45.6 53.4 89.7 86.3: 10.3 13.7
Other: 100.0: 26.2 15.1 21.8 44.7 38.3 92.7 75.2: 7.3 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 509: 157 140 184 108 174 373 417:
Old : 464: 148 130 128 86 154 303 352:
Other: 391: 111 101 113 73 156 241 323:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 17.2 26.1 23.2 14.9 14.2 23.0 18.0
Old : 23.9 23.6 32.1 31.6 23.5 20.5 30.8 26.9
Other: 22.0 11.9 31.2 18.4 20.6 8.8 29.3 13.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 18,277: 15,008 455 308 49 3,262 15,365 4,025: 2,912 14,252
Old : 4,131: 2,541 447 53 49 219 2,643 719: 1,488 3,412
Other: 14,146: 12,694 235 28 0 3,043 12,722 3,306: 1,424 10,840
: : :
: : Changes in Commitments from: April 27, 2010 :
: -264: -526 -115 -130 2 104 -654 -141: 390 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 2.5 1.7 0.3 17.8 84.1 22.0: 15.9 78.0
Old : 100.0: 61.5 10.8 1.3 1.2 5.3 64.0 17.4: 36.0 82.6
Other: 100.0: 89.7 1.7 0.2 0.0 21.5 89.9 23.4: 10.1 76.6
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 16 2 9 3 8 20 18:
Old : 25: 13 5 5 3 5 18 13:
Other: 21: 12 1 5 0 8 13 13:
:----------------------------------------------------------------------------------------------------
: 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 : 59.2 12.2 72.5 18.3 59.0 12.2 72.1 18.0
Old : 41.0 13.6 60.1 15.9 40.2 13.1 59.3 15.4
Other: 65.4 14.5 82.1 21.9 65.4 14.5 81.9 21.9
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 6,344: 2,510 2,387 2,079 1,526 1,583 6,114 6,050: 229 294
Old : 6,344: 2,510 2,387 2,079 1,526 1,583 6,114 6,050: 229 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -466: -768 53 17 321 -458 -429 -387: -37 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 37.6 32.8 24.1 25.0 96.4 95.4: 3.6 4.6
Old : 100.0: 39.6 37.6 32.8 24.1 25.0 96.4 95.4: 3.6 4.6
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 : 20: 4 12 13 2 4 17 18:
Old : 20: 4 12 13 2 4 17 18:
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 : 69.5 57.8 85.7 78.8 40.0 29.6 44.7 40.0
Old : 69.5 57.8 85.7 78.8 40.0 29.6 44.7 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 311,762: 46,975 48,883 56,018 180,384 180,606 283,377 285,507: 28,384 26,255
Old : 223,939: 39,786 56,794 25,582 138,274 118,832 203,641 201,208: 20,297 22,731
Other: 87,823: 24,013 8,913 13,613 42,110 61,774 79,736 84,299: 8,087 3,524
: : :
: : Changes in Commitments from: April 27, 2010 :
: 2,523: -1,289 20,927 -8,919 15,637 -13,250 5,429 -1,242: -2,906 3,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.7 18.0 57.9 57.9 90.9 91.6: 9.1 8.4
Old : 100.0: 17.8 25.4 11.4 61.7 53.1 90.9 89.8: 9.1 10.2
Other: 100.0: 27.3 10.1 15.5 47.9 70.3 90.8 96.0: 9.2 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 60 75 75 69 61 183 175:
Old : 234: 57 90 60 66 55 163 168:
Other: 129: 53 18 32 44 33 104 77:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 30.0 29.8 38.4 17.1 25.6 25.3 31.5
Old : 21.1 24.4 32.9 34.2 20.5 22.8 30.5 30.4
Other: 23.3 50.4 37.5 62.6 20.2 46.5 31.0 56.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 799,382: 74,973 153,960 39,328 536,328 446,552 650,629 639,841: 148,752 159,541
Old : 799,382: 74,973 153,960 39,328 536,328 446,552 650,629 639,841: 148,752 159,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 55,001: 1,630 -6,040 12,903 32,213 34,745 46,746 41,608: 8,255 13,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 19.3 4.9 67.1 55.9 81.4 80.0: 18.6 20.0
Old : 100.0: 9.4 19.3 4.9 67.1 55.9 81.4 80.0: 18.6 20.0
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 : 165: 24 38 35 77 81 122 133:
Old : 165: 24 38 35 77 81 122 133:
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 : 19.1 16.2 29.4 27.1 17.0 15.7 27.1 25.5
Old : 19.1 16.2 29.4 27.1 17.0 15.7 27.1 25.5
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, May 4, 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 : 123,720: 1,742 30,895 0 82,538 76,437 84,280 107,332: 39,440 16,388
Old : 123,720: 1,742 30,895 0 82,538 76,437 84,280 107,332: 39,440 16,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 5,604: 0 3,923 -1,485 7,714 7,302 6,229 9,740: -625 -4,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 25.0 0.0 66.7 61.8 68.1 86.8: 31.9 13.2
Old : 100.0: 1.4 25.0 0.0 66.7 61.8 68.1 86.8: 31.9 13.2
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 : 29: 1 5 0 16 15 17 20:
Old : 29: 1 5 0 16 15 17 20:
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 : 45.6 53.7 57.4 72.7 45.4 53.4 55.0 72.4
Old : 45.6 53.7 57.4 72.7 45.4 53.4 55.0 72.4
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, May 4, 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 : 8,526: 1,359 417 162 6,582 7,796 8,103 8,375: 423 151
Old : 8,526: 1,359 417 162 6,582 7,796 8,103 8,375: 423 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -155: 55 79 -6 -223 -138 -174 -65: 19 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 4.9 1.9 77.2 91.4 95.0 98.2: 5.0 1.8
Old : 100.0: 15.9 4.9 1.9 77.2 91.4 95.0 98.2: 5.0 1.8
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 : 35: 10 6 1 16 19 27 25:
Old : 35: 10 6 1 16 19 27 25:
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 : 49.2 68.0 67.1 83.4 18.2 23.8 26.5 31.8
Old : 49.2 68.0 67.1 83.4 18.2 23.8 26.5 31.8
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, May 4, 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 : 216,224: 65,534 24,881 37,121 76,103 128,298 178,757 190,299: 37,467 25,925
Old : 154,861: 62,028 20,509 19,371 45,509 94,493 126,908 134,373: 27,954 20,489
Other: 61,363: 10,706 11,572 10,549 30,594 33,805 51,849 55,926: 9,513 5,436
: : :
: : Changes in Commitments from: April 27, 2010 :
: -5,323: 4,001 4,008 -2,300 -9,085 -6,372 -7,384 -4,664: 2,061 -659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 11.5 17.2 35.2 59.3 82.7 88.0: 17.3 12.0
Old : 100.0: 40.1 13.2 12.5 29.4 61.0 81.9 86.8: 18.1 13.2
Other: 100.0: 17.4 18.9 17.2 49.9 55.1 84.5 91.1: 15.5 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 70 51 59 60 62 171 142:
Old : 202: 72 51 51 58 58 163 132:
Other: 114: 27 33 33 41 32 88 81:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 40.1 19.6 47.8 11.1 35.8 18.6 41.9
Old : 11.9 39.9 20.8 48.3 11.4 36.4 20.2 43.0
Other: 20.4 43.8 35.2 54.4 20.3 41.4 34.0 48.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 16,733: 3,726 4,166 1,641 8,601 8,247 13,968 14,055: 2,766 2,679
Old : 10,254: 3,425 4,171 630 4,420 3,822 8,475 8,623: 1,779 1,631
Other: 6,480: 640 334 672 4,180 4,425 5,493 5,432: 987 1,047
: : :
: : Changes in Commitments from: April 27, 2010 :
: -946: 198 188 -405 -207 -490 -415 -707: -532 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 24.9 9.8 51.4 49.3 83.5 84.0: 16.5 16.0
Old : 100.0: 33.4 40.7 6.1 43.1 37.3 82.7 84.1: 17.3 15.9
Other: 100.0: 9.9 5.2 10.4 64.5 68.3 84.8 83.8: 15.2 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 23 27 15 27 23 61 58:
Old : 81: 19 29 8 22 16 49 46:
Other: 46: 12 7 6 12 20 26 32:
:----------------------------------------------------------------------------------------------------
: 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 : 31.7 25.1 45.8 41.3 27.8 21.8 39.4 35.8
Old : 32.0 26.6 47.9 45.6 32.0 26.6 47.9 45.6
Other: 58.2 38.0 70.0 57.4 55.9 31.0 60.0 48.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 1,159,817: 288,113 235,735 81,863 683,416 673,266 1,053,391 990,864: 106,425 168,953
Old : 1,159,817: 288,113 235,735 81,863 683,416 673,266 1,053,391 990,864: 106,425 168,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 72,989: 1,910 27,605 22,262 54,209 5,210 78,381 55,077: -5,392 17,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 20.3 7.1 58.9 58.0 90.8 85.4: 9.2 14.6
Old : 100.0: 24.8 20.3 7.1 58.9 58.0 90.8 85.4: 9.2 14.6
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 : 251: 35 59 33 95 132 150 205:
Old : 251: 35 59 33 95 132 150 205:
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 : 39.9 18.7 48.7 25.7 39.7 15.7 47.6 21.8
Old : 39.9 18.7 48.7 25.7 39.7 15.7 47.6 21.8
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, May 4, 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 : 2,086,852: 106,684 315,357 205,731 1,448,569 1,235,531 1,760,984 1,756,619: 325,869 330,233
Old : 2,086,852: 106,684 315,357 205,731 1,448,569 1,235,531 1,760,984 1,756,619: 325,869 330,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 59,754: -22,549 -3,135 38,207 31,988 34,059 47,647 69,132: 12,108 -9,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 15.1 9.9 69.4 59.2 84.4 84.2: 15.6 15.8
Old : 100.0: 5.1 15.1 9.9 69.4 59.2 84.4 84.2: 15.6 15.8
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 : 279: 43 59 70 139 155 226 240:
Old : 279: 43 59 70 139 155 226 240:
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 : 33.5 16.6 38.4 25.5 28.0 13.7 32.1 19.9
Old : 33.5 16.6 38.4 25.5 28.0 13.7 32.1 19.9
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, May 4, 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 : 1,046,975: 184,126 120,598 34,619 610,505 657,674 829,250 812,891: 217,726 234,084
Old : 1,046,975: 184,126 120,598 34,619 610,505 657,674 829,250 812,891: 217,726 234,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 22,285: 17,619 -16,628 3,291 650 52,498 21,559 39,161: 726 -16,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.5 3.3 58.3 62.8 79.2 77.6: 20.8 22.4
Old : 100.0: 17.6 11.5 3.3 58.3 62.8 79.2 77.6: 20.8 22.4
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 : 162: 26 26 26 74 88 114 126:
Old : 162: 26 26 26 74 88 114 126:
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 : 23.2 17.1 32.9 27.3 17.0 14.1 25.4 21.7
Old : 23.2 17.1 32.9 27.3 17.0 14.1 25.4 21.7
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, May 4, 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 : 1,071,685: 168,942 33,485 401,221 455,199 576,933 1,025,361 1,011,639: 46,323 60,046
Old : 1,071,685: 168,942 33,485 401,221 455,199 576,933 1,025,361 1,011,639: 46,323 60,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -45,200: 4,548 -30,710 12,233 -63,261 -26,843 -46,480 -45,319: 1,280 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 3.1 37.4 42.5 53.8 95.7 94.4: 4.3 5.6
Old : 100.0: 15.8 3.1 37.4 42.5 53.8 95.7 94.4: 4.3 5.6
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 : 129: 30 27 45 60 63 111 117:
Old : 129: 30 27 45 60 63 111 117:
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 : 35.5 28.0 51.2 45.3 20.1 12.4 22.9 16.9
Old : 35.5 28.0 51.2 45.3 20.1 12.4 22.9 16.9
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, May 4, 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 : 86,388: 26,307 13,796 1,632 44,952 56,819 72,891 72,246: 13,498 14,142
Old : 86,388: 26,307 13,796 1,632 44,952 56,819 72,891 72,246: 13,498 14,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,287: -4,958 769 548 1,921 -3,671 -2,489 -2,354: -798 -933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 16.0 1.9 52.0 65.8 84.4 83.6: 15.6 16.4
Old : 100.0: 30.5 16.0 1.9 52.0 65.8 84.4 83.6: 15.6 16.4
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 : 98: 25 19 10 31 34 60 59:
Old : 98: 25 19 10 31 34 60 59:
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 : 26.3 33.1 41.0 49.4 25.5 33.1 39.7 49.3
Old : 26.3 33.1 41.0 49.4 25.5 33.1 39.7 49.3
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, May 4, 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 : 15,935: 5,498 710 6 10,101 14,925 15,605 15,641: 330 294
Old : 15,935: 5,498 710 6 10,101 14,925 15,605 15,641: 330 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -418: 1,017 -67 0 -1,475 -364 -458 -431: 40 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.5 0.0 63.4 93.7 97.9 98.2: 2.1 1.8
Old : 100.0: 34.5 4.5 0.0 63.4 93.7 97.9 98.2: 2.1 1.8
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 : 39: 4 9 1 7 20 11 30:
Old : 39: 4 9 1 7 20 11 30:
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 : 80.1 69.2 96.0 81.2 80.0 66.9 92.3 77.4
Old : 80.1 69.2 96.0 81.2 80.0 66.9 92.3 77.4
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, May 4, 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 : 30,650: 4,117 1,431 154 25,361 28,225 29,632 29,810: 1,018 840
Old : 30,650: 4,117 1,431 154 25,361 28,225 29,632 29,810: 1,018 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 1,825: 591 321 0 1,224 1,524 1,815 1,845: 10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.7 0.5 82.7 92.1 96.7 97.3: 3.3 2.7
Old : 100.0: 13.4 4.7 0.5 82.7 92.1 96.7 97.3: 3.3 2.7
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 : 34: 10 5 1 8 12 18 18:
Old : 34: 10 5 1 8 12 18 18:
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 : 76.4 66.9 92.4 85.6 59.0 59.3 74.7 70.8
Old : 76.4 66.9 92.4 85.6 59.0 59.3 74.7 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 7, 2010