WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 552,871: 75,795 125,106 145,046 293,403 222,714 514,245 492,867: 38,626 60,004
Old : 171,181: 39,724 89,385 22,739 92,859 37,019 155,322 149,142: 15,859 22,038
Other: 381,690: 63,465 63,115 94,914 200,544 185,695 358,922 343,724: 22,768 37,966
: : :
: : Changes in Commitments from: March 30, 2010 :
: 20,715: 84 -375 10,876 8,067 6,410 19,026 16,911: 1,688 3,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 22.6 26.2 53.1 40.3 93.0 89.1: 7.0 10.9
Old : 100.0: 23.2 52.2 13.3 54.2 21.6 90.7 87.1: 9.3 12.9
Other: 100.0: 16.6 16.5 24.9 52.5 48.7 94.0 90.1: 6.0 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 118 164 175 88 101 329 346:
Old : 335: 105 133 74 58 67 204 234:
Other: 347: 110 115 133 79 96 271 274:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 13.3 36.0 20.9 21.1 10.7 33.5 16.4
Old : 34.6 12.1 44.2 20.2 34.6 10.9 44.2 18.9
Other: 24.2 15.7 35.6 25.5 22.2 13.1 32.8 20.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 1,522,807: 233,402 224,670 409,188 731,819 589,545 1,374,409 1,223,404: 148,398 299,403
Old : 1,032,210: 142,914 257,002 258,216 525,045 351,440 926,174 866,658: 106,036 165,553
Other: 490,596: 155,146 32,326 86,315 206,774 238,105 448,235 356,746: 42,362 133,851
: : :
: : Changes in Commitments from: March 30, 2010 :
: 2,055: 3,964 27,265 3,533 2,935 -16,544 10,433 14,254: -8,377 -12,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.8 26.9 48.1 38.7 90.3 80.3: 9.7 19.7
Old : 100.0: 13.8 24.9 25.0 50.9 34.0 89.7 84.0: 10.3 16.0
Other: 100.0: 31.6 6.6 17.6 42.1 48.5 91.4 72.7: 8.6 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 712: 198 157 255 233 274 557 608:
Old : 680: 166 189 222 218 257 509 565:
Other: 502: 147 76 136 124 235 319 404:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 10.2 23.1 15.3 14.0 7.7 20.8 11.3
Old : 18.8 8.6 27.7 15.2 17.9 6.9 26.2 11.9
Other: 19.4 15.4 28.7 21.2 18.6 13.6 26.8 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 19,347: 1,421 4,049 2,515 11,970 11,069 15,905 17,632: 3,442 1,715
Old : 8,933: 374 3,629 1,479 4,690 2,527 6,544 7,635: 2,390 1,298
Other: 10,414: 1,247 621 834 7,280 8,542 9,362 9,997: 1,052 417
: : :
: : Changes in Commitments from: March 30, 2010 :
: 397: 97 212 -293 502 400 307 320: 90 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 20.9 13.0 61.9 57.2 82.2 91.1: 17.8 8.9
Old : 100.0: 4.2 40.6 16.6 52.5 28.3 73.2 85.5: 26.8 14.5
Other: 100.0: 12.0 6.0 8.0 69.9 82.0 89.9 96.0: 10.1 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 20 7 18 14 32 37:
Old : 43: 8 18 5 14 8 24 29:
Other: 33: 8 6 6 13 13 24 22:
:----------------------------------------------------------------------------------------------------
: 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 48.0 54.3 66.7 29.1 36.1 40.4 48.6
Old : 39.3 46.7 56.6 64.2 27.7 30.3 40.3 44.6
Other: 42.9 71.5 65.5 84.8 40.4 61.7 56.8 71.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 578,148: 92,068 81,581 148,949 288,175 235,328 529,192 465,857: 48,957 112,291
Old : 373,973: 58,760 65,096 81,224 199,089 168,929 339,074 315,249: 34,899 58,724
Other: 204,175: 54,756 37,933 46,276 89,086 66,398 190,118 150,608: 14,058 53,567
: : :
: : Changes in Commitments from: March 30, 2010 :
: 3,516: -5,644 19,714 -9,454 18,016 -9,937 2,918 323: 598 3,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 14.1 25.8 49.8 40.7 91.5 80.6: 8.5 19.4
Old : 100.0: 15.7 17.4 21.7 53.2 45.2 90.7 84.3: 9.3 15.7
Other: 100.0: 26.8 18.6 22.7 43.6 32.5 93.1 73.8: 6.9 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 474: 144 148 200 112 154 372 405:
Old : 452: 132 149 162 103 146 325 376:
Other: 325: 86 95 99 65 119 209 261:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 14.2 27.4 21.1 14.2 11.1 22.6 15.5
Old : 21.5 19.1 31.9 27.3 20.7 16.0 29.5 21.7
Other: 24.3 12.7 34.2 20.6 22.8 10.4 30.8 15.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,418: 14,494 2,288 500 73 2,207 15,067 4,995: 2,351 12,423
Old : 7,059: 5,273 2,199 121 73 364 5,467 2,684: 1,592 4,375
Other: 10,359: 9,561 429 39 0 1,843 9,600 2,311: 759 8,048
: : :
: : Changes in Commitments from: March 30, 2010 :
: -275: -291 -220 -11 0 44 -302 -187: 27 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 13.1 2.9 0.4 12.7 86.5 28.7: 13.5 71.3
Old : 100.0: 74.7 31.2 1.7 1.0 5.2 77.4 38.0: 22.6 62.0
Other: 100.0: 92.3 4.1 0.4 0.0 17.8 92.7 22.3: 7.3 77.7
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 16 7 12 2 6 22 21:
Old : 28: 15 8 6 2 3 18 16:
Other: 23: 13 4 5 0 6 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 : 52.6 12.3 69.0 21.1 52.5 12.2 68.5 20.3
Old : 48.9 23.3 66.9 34.9 48.6 23.3 66.7 34.9
Other: 59.5 13.7 82.0 21.2 59.5 13.7 81.8 21.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 338,795: 53,396 31,144 79,586 173,913 203,781 306,895 314,511: 31,900 24,284
Old : 273,868: 44,538 39,829 58,453 144,163 154,354 247,154 252,636: 26,715 21,232
Other: 64,927: 21,000 3,457 8,991 29,750 49,427 59,741 61,875: 5,186 3,052
: : :
: : Changes in Commitments from: March 30, 2010 :
: 13,741: 9,840 -785 5,150 -2,332 10,491 12,659 14,856: 1,083 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.2 23.5 51.3 60.1 90.6 92.8: 9.4 7.2
Old : 100.0: 16.3 14.5 21.3 52.6 56.4 90.2 92.2: 9.8 7.8
Other: 100.0: 32.3 5.3 13.8 45.8 76.1 92.0 95.3: 8.0 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 84 56 93 65 68 207 183:
Old : 242: 83 68 85 63 66 196 180:
Other: 109: 40 19 35 37 29 93 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 : 16.6 31.4 28.5 40.8 15.2 24.7 21.9 31.8
Old : 18.0 27.2 32.0 37.0 17.3 21.2 25.4 28.0
Other: 27.5 52.8 43.8 66.6 24.6 50.3 36.4 60.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 728,760: 48,205 163,799 32,517 513,158 361,491 593,880 557,807: 134,880 170,954
Old : 728,760: 48,205 163,799 32,517 513,158 361,491 593,880 557,807: 134,880 170,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 27,646: 9,387 4,197 3,360 3,103 -2,065 15,850 5,493: 11,796 22,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 22.5 4.5 70.4 49.6 81.5 76.5: 18.5 23.5
Old : 100.0: 6.6 22.5 4.5 70.4 49.6 81.5 76.5: 18.5 23.5
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 : 159: 23 37 36 78 78 121 131:
Old : 159: 23 37 36 78 78 121 131:
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 : 19.5 17.1 32.1 27.2 16.8 17.0 29.2 25.9
Old : 19.5 17.1 32.1 27.2 16.8 17.0 29.2 25.9
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 6, 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 : 116,239: 3,953 29,802 0 77,564 65,315 81,517 95,117: 34,722 21,122
Old : 116,239: 3,953 29,802 0 77,564 65,315 81,517 95,117: 34,722 21,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 19,569: 0 8,728 0 15,951 9,307 15,951 18,035: 3,618 1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 25.6 0.0 66.7 56.2 70.1 81.8: 29.9 18.2
Old : 100.0: 3.4 25.6 0.0 66.7 56.2 70.1 81.8: 29.9 18.2
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 : 26: 1 5 0 11 14 12 19:
Old : 26: 1 5 0 11 14 12 19:
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 51.6 65.1 65.9 51.6 51.6 63.6 65.8
Old : 51.9 51.6 65.1 65.9 51.6 51.6 63.6 65.8
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 6, 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 : 8,454: 1,243 302 216 6,656 7,801 8,115 8,319: 339 135
Old : 8,454: 1,243 302 216 6,656 7,801 8,115 8,319: 339 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 559: 714 34 61 -317 500 458 595: 101 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.6 2.6 78.7 92.3 96.0 98.4: 4.0 1.6
Old : 100.0: 14.7 3.6 2.6 78.7 92.3 96.0 98.4: 4.0 1.6
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 : 31: 8 5 3 17 17 28 22:
Old : 31: 8 5 3 17 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 : 49.4 73.5 68.6 87.6 25.3 31.7 36.3 41.8
Old : 49.4 73.5 68.6 87.6 25.3 31.7 36.3 41.8
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, April 6, 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 : 220,517: 47,319 32,674 48,156 92,542 112,934 188,016 193,763: 32,500 26,754
Old : 158,591: 41,828 21,337 27,698 64,039 87,208 133,565 136,243: 25,026 22,347
Other: 61,926: 8,848 14,694 17,100 28,503 25,726 54,451 57,520: 7,475 4,406
: : :
: : Changes in Commitments from: March 30, 2010 :
: -8,211: -1,992 5,262 -1,942 -2,368 -10,606 -6,302 -7,286: -1,909 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 14.8 21.8 42.0 51.2 85.3 87.9: 14.7 12.1
Old : 100.0: 26.4 13.5 17.5 40.4 55.0 84.2 85.9: 15.8 14.1
Other: 100.0: 14.3 23.7 27.6 46.0 41.5 87.9 92.9: 12.1 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 55 50 63 64 61 159 144:
Old : 186: 51 52 60 64 58 155 136:
Other: 108: 25 26 34 42 28 84 75:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 32.7 23.9 43.4 12.2 26.8 20.5 34.9
Old : 13.7 35.2 24.7 42.9 12.5 29.6 23.0 36.4
Other: 22.5 37.4 38.1 57.2 19.0 30.9 30.8 46.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 19,162: 3,686 3,551 2,712 9,830 10,441 16,228 16,703: 2,935 2,459
Old : 14,939: 3,563 3,461 1,977 7,106 7,725 12,645 13,162: 2,294 1,777
Other: 4,223: 322 290 535 2,725 2,716 3,582 3,541: 641 682
: : :
: : Changes in Commitments from: March 30, 2010 :
: 941: 338 156 441 184 568 963 1,166: -22 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 18.5 14.2 51.3 54.5 84.7 87.2: 15.3 12.8
Old : 100.0: 23.8 23.2 13.2 47.6 51.7 84.6 88.1: 15.4 11.9
Other: 100.0: 7.6 6.9 12.7 64.5 64.3 84.8 83.9: 15.2 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 27 22 18 30 25 64 61:
Old : 86: 26 22 14 29 22 63 53:
Other: 40: 5 9 8 12 18 21 33:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 32.6 40.0 46.1 22.8 24.9 34.4 35.2
Old : 25.2 35.4 39.6 51.0 20.7 26.3 31.4 37.8
Other: 61.7 35.1 74.0 53.3 58.6 33.6 65.1 49.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 1,052,205: 279,402 193,799 65,631 608,017 654,793 953,050 914,223: 99,155 137,981
Old : 1,052,205: 279,402 193,799 65,631 608,017 654,793 953,050 914,223: 99,155 137,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 86,328: 33,053 28,964 13,198 35,649 56,210 81,901 98,371: 4,427 -12,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 18.4 6.2 57.8 62.2 90.6 86.9: 9.4 13.1
Old : 100.0: 26.6 18.4 6.2 57.8 62.2 90.6 86.9: 9.4 13.1
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 : 243: 37 58 29 88 122 145 189:
Old : 243: 37 58 29 88 122 145 189:
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 : 38.2 19.1 46.9 26.6 36.0 17.3 43.4 23.9
Old : 38.2 19.1 46.9 26.6 36.0 17.3 43.4 23.9
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 6, 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 : 1,993,277: 89,069 345,766 222,988 1,407,082 1,062,289 1,719,140 1,631,043: 274,137 362,234
Old : 1,993,277: 89,069 345,766 222,988 1,407,082 1,062,289 1,719,140 1,631,043: 274,137 362,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 121,749: -8,377 -6,888 39,371 79,710 29,528 110,704 62,012: 11,045 59,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 17.3 11.2 70.6 53.3 86.2 81.8: 13.8 18.2
Old : 100.0: 4.5 17.3 11.2 70.6 53.3 86.2 81.8: 13.8 18.2
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 : 268: 44 53 69 135 144 213 232:
Old : 268: 44 53 69 135 144 213 232:
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 : 31.6 14.7 37.7 23.5 28.2 12.1 33.3 18.0
Old : 31.6 14.7 37.7 23.5 28.2 12.1 33.3 18.0
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 6, 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 : 970,848: 103,510 130,192 40,427 647,960 543,722 791,896 714,340: 178,952 256,508
Old : 970,848: 103,510 130,192 40,427 647,960 543,722 791,896 714,340: 178,952 256,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 34,592: 22,065 -10,451 4,251 12,685 26,125 39,001 19,925: -4,409 14,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 13.4 4.2 66.7 56.0 81.6 73.6: 18.4 26.4
Old : 100.0: 10.7 13.4 4.2 66.7 56.0 81.6 73.6: 18.4 26.4
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 : 149: 23 26 27 71 81 107 121:
Old : 149: 23 26 27 71 81 107 121:
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 : 24.7 15.4 35.8 25.5 17.9 11.6 27.0 18.7
Old : 24.7 15.4 35.8 25.5 17.9 11.6 27.0 18.7
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, April 6, 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 : 975,799: 154,240 64,202 330,080 442,823 514,681 927,142 908,963: 48,657 66,836
Old : 975,799: 154,240 64,202 330,080 442,823 514,681 927,142 908,963: 48,657 66,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -18,970: 19,443 -7,026 23,559 -68,419 -45,918 -25,417 -29,384: 6,447 10,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 6.6 33.8 45.4 52.7 95.0 93.2: 5.0 6.8
Old : 100.0: 15.8 6.6 33.8 45.4 52.7 95.0 93.2: 5.0 6.8
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 : 132: 33 28 44 55 65 107 122:
Old : 132: 33 28 44 55 65 107 122:
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 : 32.3 26.4 48.0 40.6 21.1 11.4 24.9 14.9
Old : 32.3 26.4 48.0 40.6 21.1 11.4 24.9 14.9
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, April 6, 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 : 84,753: 33,432 7,670 585 35,737 64,397 69,754 72,651: 14,999 12,102
Old : 84,753: 33,432 7,670 585 35,737 64,397 69,754 72,651: 14,999 12,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 1,571: 2,800 -2,764 -1,562 -1,717 6,861 -479 2,535: 2,049 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 9.0 0.7 42.2 76.0 82.3 85.7: 17.7 14.3
Old : 100.0: 39.4 9.0 0.7 42.2 76.0 82.3 85.7: 17.7 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 : 90: 29 13 5 26 32 57 48:
Old : 90: 29 13 5 26 32 57 48:
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 : 26.0 39.3 40.5 57.1 25.2 39.3 39.7 57.1
Old : 26.0 39.3 40.5 57.1 25.2 39.3 39.7 57.1
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 6, 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 : 13,177: 1,697 1,031 2 11,371 11,876 13,070 12,909: 107 268
Old : 13,177: 1,697 1,031 2 11,371 11,876 13,070 12,909: 107 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -768: -399 -47 0 -219 -568 -618 -615: -150 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 7.8 0.0 86.3 90.1 99.2 98.0: 0.8 2.0
Old : 100.0: 12.9 7.8 0.0 86.3 90.1 99.2 98.0: 0.8 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 : 37: 3 10 1 9 16 12 27:
Old : 37: 3 10 1 9 16 12 27:
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 : 78.2 69.1 97.1 82.9 78.2 66.8 92.5 78.1
Old : 78.2 69.1 97.1 82.9 78.2 66.8 92.5 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 6, 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 : 24,064: 3,278 1,926 72 20,411 21,873 23,761 23,871: 303 193
Old : 24,064: 3,278 1,926 72 20,411 21,873 23,761 23,871: 303 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 452: -1,274 460 22 1,688 -1 436 481: 16 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 8.0 0.3 84.8 90.9 98.7 99.2: 1.3 0.8
Old : 100.0: 13.6 8.0 0.3 84.8 90.9 98.7 99.2: 1.3 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: 7 5 1 8 13 15 19:
Old : 32: 7 5 1 8 13 15 19:
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 : 77.1 71.9 95.8 87.0 61.7 61.2 80.2 74.3
Old : 77.1 71.9 95.8 87.0 61.7 61.2 80.2 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 9, 2010