WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 13, 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 : 465,580: 76,724 127,379 81,392 272,246 201,436 430,362 410,207: 35,218 55,373
Old : 85,898: 33,893 47,464 1,002 38,971 22,284 73,866 70,750: 12,032 15,148
Other: 379,682: 65,784 102,868 57,437 233,275 179,152 356,496 339,457: 23,186 40,225
: : :
: : Changes in Commitments from: April 6, 2010 :
: 4,929: 281 -4,491 4,707 -939 4,724 4,049 4,940: 880 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 27.4 17.5 58.5 43.3 92.4 88.1: 7.6 11.9
Old : 100.0: 39.5 55.3 1.2 45.4 25.9 86.0 82.4: 14.0 17.6
Other: 100.0: 17.3 27.1 15.1 61.4 47.2 93.9 89.4: 6.1 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 107 155 157 75 97 300 328:
Old : 290: 97 104 11 39 53 145 159:
Other: 363: 104 135 114 64 94 244 283:
:----------------------------------------------------------------------------------------------------
: 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 15.5 41.6 24.3 25.2 12.9 39.9 19.8
Old : 31.5 16.2 42.1 25.8 31.5 16.1 41.9 25.8
Other: 28.0 17.0 44.9 26.5 26.7 14.2 43.1 21.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 13, 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 : 1,179,914: 251,346 233,720 183,538 620,272 508,310 1,055,156 925,568: 124,758 254,346
Old : 786,756: 169,955 274,744 86,878 441,475 287,248 698,308 648,870: 88,448 137,886
Other: 393,158: 159,102 36,687 18,949 178,797 221,062 356,848 276,698: 36,310 116,460
: : :
: : Changes in Commitments from: April 6, 2010 :
: 29,626: 5,345 5,854 26,420 -831 -3,901 30,934 28,373: -1,308 1,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 19.8 15.6 52.6 43.1 89.4 78.4: 10.6 21.6
Old : 100.0: 21.6 34.9 11.0 56.1 36.5 88.8 82.5: 11.2 17.5
Other: 100.0: 40.5 9.3 4.8 45.5 56.2 90.8 70.4: 9.2 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 695: 176 163 211 192 255 493 559:
Old : 661: 154 184 155 175 236 431 502:
Other: 488: 137 84 63 97 220 259 347:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 11.7 27.6 17.4 17.9 11.4 26.7 16.7
Old : 22.9 10.1 33.9 17.9 22.8 9.8 33.3 17.3
Other: 24.1 18.8 34.7 24.6 23.8 18.8 34.3 24.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 13, 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 : 18,550: 3,610 4,119 526 11,102 12,488 15,238 17,133: 3,312 1,417
Old : 5,920: 1,737 2,110 0 2,087 2,978 3,824 5,088: 2,096 832
Other: 12,630: 2,108 2,244 291 9,015 9,510 11,414 12,045: 1,216 585
: : :
: : Changes in Commitments from: April 6, 2010 :
: 1,610: 145 120 269 1,277 1,489 1,691 1,878: -81 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 22.2 2.8 59.8 67.3 82.1 92.4: 17.9 7.6
Old : 100.0: 29.3 35.6 0.0 35.3 50.3 64.6 85.9: 35.4 14.1
Other: 100.0: 16.7 17.8 2.3 71.4 75.3 90.4 95.4: 9.6 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 15 16 6 19 15 36 37:
Old : 42: 8 16 0 11 8 19 24:
Other: 43: 15 6 6 15 12 30 24:
:----------------------------------------------------------------------------------------------------
: 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 50.6 55.5 67.2 30.3 42.5 43.5 56.0
Old : 44.8 53.0 55.5 64.8 44.8 53.0 55.5 64.8
Other: 44.9 66.7 66.5 84.2 42.9 58.9 60.2 76.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 13, 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 : 470,142: 106,053 76,825 65,838 255,344 225,846 427,235 368,509: 42,907 101,633
Old : 290,168: 73,949 49,303 26,170 160,262 163,411 260,381 238,884: 29,787 51,284
Other: 179,974: 53,963 49,381 17,809 95,082 62,435 166,854 129,625: 13,120 50,349
: : :
: : Changes in Commitments from: April 6, 2010 :
: 16,061: 11,196 -9,811 5,964 -1,349 18,247 15,811 14,400: 250 1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 16.3 14.0 54.3 48.0 90.9 78.4: 9.1 21.6
Old : 100.0: 25.5 17.0 9.0 55.2 56.3 89.7 82.3: 10.3 17.7
Other: 100.0: 30.0 27.4 9.9 52.8 34.7 92.7 72.0: 7.3 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 133 135 156 94 150 333 365:
Old : 427: 130 128 105 86 135 284 310:
Other: 323: 78 96 61 59 120 175 247:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 18.6 31.1 25.8 17.4 17.3 27.7 22.1
Old : 26.9 27.3 35.2 36.2 26.7 26.2 34.5 33.6
Other: 29.2 12.4 40.3 19.6 28.7 11.1 39.9 17.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,814: 14,793 1,967 473 71 2,675 15,337 5,115: 2,477 12,699
Old : 6,745: 4,946 2,027 132 71 417 5,149 2,576: 1,596 4,169
Other: 11,069: 10,142 235 46 0 2,258 10,188 2,539: 881 8,530
: : :
: : Changes in Commitments from: April 6, 2010 :
: 396: 299 -321 -27 -2 468 270 120: 126 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 11.0 2.7 0.4 15.0 86.1 28.7: 13.9 71.3
Old : 100.0: 73.3 30.1 2.0 1.1 6.2 76.3 38.2: 23.7 61.8
Other: 100.0: 91.6 2.1 0.4 0.0 20.4 92.0 22.9: 8.0 77.1
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 15 7 10 3 8 21 22:
Old : 29: 14 8 5 3 6 17 19:
Other: 23: 13 2 5 0 8 14 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 : 53.8 10.1 70.0 18.1 53.5 10.1 69.2 17.4
Old : 50.2 21.2 69.8 32.2 49.4 21.2 69.0 32.2
Other: 59.0 13.5 81.5 21.0 59.0 13.5 81.3 20.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 13, 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 : 291,431: 62,830 30,616 48,325 146,716 187,718 257,871 266,659: 33,560 24,772
Old : 230,991: 53,601 35,739 31,484 117,256 142,332 202,341 209,555: 28,650 21,436
Other: 60,440: 20,354 6,002 5,716 29,460 45,386 55,530 57,104: 4,910 3,336
: : :
: : Changes in Commitments from: April 6, 2010 :
: -4,104: 9,310 -1,930 -7,328 -9,936 3,632 -7,954 -5,626: 3,850 1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 10.5 16.6 50.3 64.4 88.5 91.5: 11.5 8.5
Old : 100.0: 23.2 15.5 13.6 50.8 61.6 87.6 90.7: 12.4 9.3
Other: 100.0: 33.7 9.9 9.5 48.7 75.1 91.9 94.5: 8.1 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 69 57 89 61 61 198 170:
Old : 233: 70 67 77 56 59 182 165:
Other: 108: 34 27 22 33 26 80 63:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 33.7 30.7 42.9 18.0 30.7 26.5 38.5
Old : 20.4 29.6 33.6 39.0 20.0 27.6 30.2 34.2
Other: 30.4 55.2 47.7 67.5 29.1 53.9 43.4 63.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 13, 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 : 651,228: 52,400 167,674 1,773 480,907 341,721 535,080 511,168: 116,148 140,060
Old : 651,228: 52,400 167,674 1,773 480,907 341,721 535,080 511,168: 116,148 140,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: -9,965: 1,495 2,752 98 -7,378 5,372 -5,785 8,222: -4,180 -18,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 25.7 0.3 73.8 52.5 82.2 78.5: 17.8 21.5
Old : 100.0: 8.0 25.7 0.3 73.8 52.5 82.2 78.5: 17.8 21.5
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 : 154: 24 34 9 62 72 91 110:
Old : 154: 24 34 9 62 72 91 110:
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 : 22.1 18.2 35.4 29.3 19.4 18.2 32.4 28.7
Old : 22.1 18.2 35.4 29.3 19.4 18.2 32.4 28.7
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 - Futures Only, April 13, 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 : 117,817: 3,728 28,915 0 77,285 64,431 81,013 93,346: 36,804 24,471
Old : 117,817: 3,728 28,915 0 77,285 64,431 81,013 93,346: 36,804 24,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 1,578: -225 -887 0 -279 -884 -504 -1,771: 2,082 3,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 24.5 0.0 65.6 54.7 68.8 79.2: 31.2 20.8
Old : 100.0: 3.2 24.5 0.0 65.6 54.7 68.8 79.2: 31.2 20.8
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 : 24: 1 5 0 11 12 12 17:
Old : 24: 1 5 0 11 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 : 51.5 51.2 64.5 67.4 51.2 51.2 63.0 67.4
Old : 51.5 51.2 64.5 67.4 51.2 51.2 63.0 67.4
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 - Futures Only, April 13, 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 : 8,224: 1,295 300 143 6,511 7,566 7,949 8,009: 275 215
Old : 8,224: 1,295 300 143 6,511 7,566 7,949 8,009: 275 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: -230: 52 -2 -73 -145 -235 -166 -310: -64 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 3.6 1.7 79.2 92.0 96.7 97.4: 3.3 2.6
Old : 100.0: 15.7 3.6 1.7 79.2 92.0 96.7 97.4: 3.3 2.6
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 : 30: 9 4 2 16 16 26 21:
Old : 30: 9 4 2 16 16 26 21:
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 : 53.8 71.2 70.0 86.2 24.4 28.5 33.9 37.9
Old : 53.8 71.2 70.0 86.2 24.4 28.5 33.9 37.9
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 - Futures Only, April 13, 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 : 192,951: 49,713 40,083 28,319 84,165 100,324 162,197 168,726: 30,754 24,225
Old : 134,477: 43,840 25,446 11,830 55,397 76,124 111,067 113,400: 23,410 21,077
Other: 58,474: 9,479 18,243 12,883 28,768 24,200 51,130 55,326: 7,344 3,148
: : :
: : Changes in Commitments from: April 6, 2010 :
: 4,858: 721 622 2,555 554 2,643 3,830 5,820: 1,028 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 20.8 14.7 43.6 52.0 84.1 87.4: 15.9 12.6
Old : 100.0: 32.6 18.9 8.8 41.2 56.6 82.6 84.3: 17.4 15.7
Other: 100.0: 16.2 31.2 22.0 49.2 41.4 87.4 94.6: 12.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 52 47 54 60 57 150 131:
Old : 179: 51 48 45 60 54 144 120:
Other: 109: 17 33 22 41 27 75 70:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 33.9 24.5 44.7 14.2 29.4 24.0 38.0
Old : 15.1 35.3 26.8 44.4 14.5 33.4 26.2 42.0
Other: 23.1 44.0 41.0 63.0 20.5 35.3 34.3 48.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 13, 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 : 17,102: 4,417 3,423 1,857 8,079 9,769 14,353 15,049: 2,749 2,053
Old : 12,661: 4,233 3,383 1,014 5,296 6,884 10,543 11,281: 2,118 1,380
Other: 4,441: 476 332 551 2,783 2,885 3,810 3,768: 631 673
: : :
: : Changes in Commitments from: April 6, 2010 :
: -512: 266 -126 166 -825 -326 -393 -286: -119 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 20.0 10.9 47.2 57.1 83.9 88.0: 16.1 12.0
Old : 100.0: 33.4 26.7 8.0 41.8 54.4 83.3 89.1: 16.7 10.9
Other: 100.0: 10.7 7.5 12.4 62.7 65.0 85.8 84.8: 14.2 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 28 18 20 31 24 67 59:
Old : 86: 29 20 12 28 18 62 47:
Other: 42: 8 9 7 11 16 23 31:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 35.5 39.4 47.8 23.6 30.1 36.6 41.7
Old : 25.0 38.1 39.0 53.8 25.0 33.1 37.5 46.8
Other: 62.9 37.3 74.2 57.5 57.0 35.3 62.8 50.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 13, 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 : 987,944: 279,018 209,753 17,947 597,868 637,144 894,833 864,844: 93,111 123,100
Old : 987,944: 279,018 209,753 17,947 597,868 637,144 894,833 864,844: 93,111 123,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 12,752: 6,666 20,696 -4,116 11,367 3,306 13,917 19,886: -1,165 -7,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 21.2 1.8 60.5 64.5 90.6 87.5: 9.4 12.5
Old : 100.0: 28.2 21.2 1.8 60.5 64.5 90.6 87.5: 9.4 12.5
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 : 235: 31 54 19 84 112 126 174:
Old : 235: 31 54 19 84 112 126 174:
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 : 39.7 18.7 49.9 26.8 38.9 17.1 47.9 24.7
Old : 39.7 18.7 49.9 26.8 38.9 17.1 47.9 24.7
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 - Futures Only, April 13, 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 : 1,671,592: 87,297 362,038 28,049 1,237,777 881,204 1,353,123 1,271,291: 318,469 400,301
Old : 1,671,592: 87,297 362,038 28,049 1,237,777 881,204 1,353,123 1,271,291: 318,469 400,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 111,901: -5,339 24,669 -20,537 70,539 35,807 44,663 39,939: 67,238 71,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 21.7 1.7 74.0 52.7 80.9 76.1: 19.1 23.9
Old : 100.0: 5.2 21.7 1.7 74.0 52.7 80.9 76.1: 19.1 23.9
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 : 265: 30 62 34 100 131 154 205:
Old : 265: 30 62 34 100 131 154 205:
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 : 39.6 17.0 45.9 25.1 36.9 14.2 42.3 20.8
Old : 39.6 17.0 45.9 25.1 36.9 14.2 42.3 20.8
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 - Futures Only, April 13, 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 : 928,371: 118,865 139,636 17,436 618,387 536,015 754,688 693,087: 173,683 235,284
Old : 928,371: 118,865 139,636 17,436 618,387 536,015 754,688 693,087: 173,683 235,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 8,399: 15,312 7,175 1,736 -16,035 6,831 1,013 15,742: 7,386 -7,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 15.0 1.9 66.6 57.7 81.3 74.7: 18.7 25.3
Old : 100.0: 12.8 15.0 1.9 66.6 57.7 81.3 74.7: 18.7 25.3
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 : 157: 24 28 15 62 82 90 121:
Old : 157: 24 28 15 62 82 90 121:
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 : 25.2 16.5 37.0 27.6 19.5 13.3 29.1 21.1
Old : 25.2 16.5 37.0 27.6 19.5 13.3 29.1 21.1
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 - Futures Only, April 13, 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 : 664,230: 140,495 52,569 85,767 397,804 472,877 624,066 611,213: 40,164 53,017
Old : 664,230: 140,495 52,569 85,767 397,804 472,877 624,066 611,213: 40,164 53,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 14,739: 11,731 -925 -561 4,852 19,787 16,022 18,301: -1,283 -3,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 7.9 12.9 59.9 71.2 94.0 92.0: 6.0 8.0
Old : 100.0: 21.2 7.9 12.9 59.9 71.2 94.0 92.0: 6.0 8.0
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 : 118: 24 21 35 50 61 93 108:
Old : 118: 24 21 35 50 61 93 108:
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 : 30.9 33.9 46.6 47.1 24.5 17.8 31.1 22.7
Old : 30.9 33.9 46.6 47.1 24.5 17.8 31.1 22.7
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 - Futures Only, April 13, 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 : 84,316: 32,051 7,966 172 38,692 64,760 70,915 72,898: 13,401 11,418
Old : 84,316: 32,051 7,966 172 38,692 64,760 70,915 72,898: 13,401 11,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 1,943: -1,319 475 -188 4,900 2,098 3,393 2,385: -1,450 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 9.4 0.2 45.9 76.8 84.1 86.5: 15.9 13.5
Old : 100.0: 38.0 9.4 0.2 45.9 76.8 84.1 86.5: 15.9 13.5
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 : 93: 32 11 2 23 34 55 47:
Old : 93: 32 11 2 23 34 55 47:
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 : 27.9 38.4 42.9 57.3 27.5 38.4 42.5 57.3
Old : 27.9 38.4 42.9 57.3 27.5 38.4 42.5 57.3
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 - Futures Only, April 13, 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 : 13,631: 2,705 1,012 2 10,770 12,325 13,477 13,339: 154 292
Old : 13,631: 2,705 1,012 2 10,770 12,325 13,477 13,339: 154 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 454: 1,008 -19 0 -601 449 407 430: 47 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 7.4 0.0 79.0 90.4 98.9 97.9: 1.1 2.1
Old : 100.0: 19.8 7.4 0.0 79.0 90.4 98.9 97.9: 1.1 2.1
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 : 37: 3 10 1 8 17 11 28:
Old : 37: 3 10 1 8 17 11 28:
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 68.6 97.5 80.6 80.8 66.3 93.0 76.3
Old : 80.8 68.6 97.5 80.6 80.8 66.3 93.0 76.3
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 - Futures Only, April 13, 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 : 25,904: 1,701 1,779 0 23,830 23,909 25,531 25,688: 373 216
Old : 25,904: 1,701 1,779 0 23,830 23,909 25,531 25,688: 373 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 1,840: -1,577 -147 -72 3,419 2,036 1,770 1,817: 70 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 6.9 0.0 92.0 92.3 98.6 99.2: 1.4 0.8
Old : 100.0: 6.6 6.9 0.0 92.0 92.3 98.6 99.2: 1.4 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 : 32: 8 4 0 10 11 18 15:
Old : 32: 8 4 0 10 11 18 15:
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 : 80.2 76.6 95.1 89.5 63.4 63.5 78.3 75.2
Old : 80.2 76.6 95.1 89.5 63.4 63.5 78.3 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 16, 2010