WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 556,555: 74,561 119,440 145,430 297,316 231,610 517,307 496,480: 39,248 60,075
Old : 107,280: 32,673 44,779 18,921 42,421 27,281 94,015 90,981: 13,265 16,299
Other: 449,275: 65,871 98,643 102,527 254,895 204,329 423,292 405,499: 25,983 43,776
: : :
: : Changes in Commitments from: April 6, 2010 :
: 3,684: -1,234 -5,666 384 3,913 8,896 3,063 3,614: 621 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.5 26.1 53.4 41.6 92.9 89.2: 7.1 10.8
Old : 100.0: 30.5 41.7 17.6 39.5 25.4 87.6 84.8: 12.4 15.2
Other: 100.0: 14.7 22.0 22.8 56.7 45.5 94.2 90.3: 5.8 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 114 162 185 88 102 336 352:
Old : 306: 97 117 71 56 65 198 208:
Other: 382: 113 143 144 81 99 288 305:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 14.0 35.6 21.6 21.0 11.5 33.4 17.4
Old : 25.5 13.1 34.2 21.1 25.1 12.4 32.8 20.1
Other: 23.9 15.2 38.9 23.4 22.5 12.5 36.5 19.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,565,172: 233,676 222,707 435,207 748,797 609,939 1,417,679 1,267,853: 147,493 297,319
Old : 1,042,075: 140,903 269,446 266,030 531,682 348,772 938,615 884,247: 103,460 157,828
Other: 523,097: 168,689 29,178 93,260 217,114 261,167 479,064 383,606: 44,033 139,491
: : :
: : Changes in Commitments from: April 6, 2010 :
: 42,365: 273 -1,963 26,019 16,978 20,394 43,270 44,449: -905 -2,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.2 27.8 47.8 39.0 90.6 81.0: 9.4 19.0
Old : 100.0: 13.5 25.9 25.5 51.0 33.5 90.1 84.9: 9.9 15.1
Other: 100.0: 32.2 5.6 17.8 41.5 49.9 91.6 73.3: 8.4 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 192 172 272 231 275 566 624:
Old : 694: 161 199 232 217 259 516 581:
Other: 513: 150 84 144 128 234 332 413:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 10.2 22.5 15.2 13.9 7.9 20.5 11.7
Old : 18.2 8.5 26.7 14.7 17.3 6.6 25.4 11.9
Other: 20.2 15.7 29.7 21.8 19.4 14.0 27.9 18.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 20,991: 1,570 4,144 2,749 13,309 12,657 17,628 19,550: 3,362 1,440
Old : 7,482: 254 2,108 1,523 3,595 3,010 5,372 6,641: 2,110 841
Other: 13,508: 1,550 2,271 991 9,714 9,647 12,256 12,909: 1,252 599
: : :
: : Changes in Commitments from: April 6, 2010 :
: 1,643: 149 95 235 1,339 1,588 1,723 1,918: -79 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 19.7 13.1 63.4 60.3 84.0 93.1: 16.0 6.9
Old : 100.0: 3.4 28.2 20.4 48.0 40.2 71.8 88.8: 28.2 11.2
Other: 100.0: 11.5 16.8 7.3 71.9 71.4 90.7 95.6: 9.3 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 14 17 8 21 17 38 41:
Old : 42: 8 16 5 14 9 23 29:
Other: 44: 13 8 8 18 15 33 29:
:----------------------------------------------------------------------------------------------------
: 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 : 38.4 47.5 56.9 65.4 26.9 33.7 37.4 45.5
Old : 44.0 57.4 60.6 67.6 20.7 26.0 26.1 34.5
Other: 44.6 62.7 65.2 81.1 42.5 55.1 58.6 71.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 595,069: 106,559 67,124 158,822 280,942 255,348 546,323 481,295: 48,746 113,774
Old : 367,809: 73,418 44,485 85,862 174,654 180,364 333,935 310,711: 33,874 57,098
Other: 227,260: 55,126 44,625 50,975 106,288 74,985 212,389 170,584: 14,872 56,676
: : :
: : Changes in Commitments from: April 6, 2010 :
: 16,920: 14,492 -14,457 9,873 -7,233 20,021 17,132 15,438: -211 1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 11.3 26.7 47.2 42.9 91.8 80.9: 8.2 19.1
Old : 100.0: 20.0 12.1 23.3 47.5 49.0 90.8 84.5: 9.2 15.5
Other: 100.0: 24.3 19.6 22.4 46.8 33.0 93.5 75.1: 6.5 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 488: 163 136 201 112 157 389 403:
Old : 461: 151 137 163 104 149 347 367:
Other: 342: 93 100 106 67 127 219 279:
:----------------------------------------------------------------------------------------------------
: 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 15.3 26.2 22.9 13.8 13.0 21.9 17.6
Old : 21.4 21.9 28.6 30.0 20.8 19.4 27.0 25.9
Other: 23.5 12.4 33.4 20.2 22.1 9.9 31.2 14.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 6,504: 2,864 2,153 2,107 1,257 1,850 6,227 6,110: 277 394
Old : 6,504: 2,864 2,153 2,107 1,257 1,850 6,227 6,110: 277 394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 33.1 32.4 19.3 28.5 95.7 93.9: 4.3 6.1
Old : 100.0: 44.0 33.1 32.4 19.3 28.5 95.7 93.9: 4.3 6.1
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 : 20: 7 10 13 2 3 17 18:
Old : 20: 7 10 13 2 3 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 : 68.2 59.9 84.9 80.5 41.6 29.2 44.9 39.9
Old : 68.2 59.9 84.9 80.5 41.6 29.2 44.9 39.9
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, 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 : 331,537: 62,191 28,160 70,832 163,259 206,993 296,281 305,985: 35,256 25,552
Old : 261,980: 52,573 33,371 49,932 129,180 156,509 231,685 239,811: 30,294 22,168
Other: 69,558: 19,982 5,154 10,535 34,079 50,484 64,596 66,173: 4,962 3,384
: : :
: : Changes in Commitments from: April 6, 2010 :
: -7,258: 8,795 -2,984 -8,754 -10,654 3,212 -10,613 -8,526: 3,355 1,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 8.5 21.4 49.2 62.4 89.4 92.3: 10.6 7.7
Old : 100.0: 20.1 12.7 19.1 49.3 59.7 88.4 91.5: 11.6 8.5
Other: 100.0: 28.7 7.4 15.1 49.0 72.6 92.9 95.1: 7.1 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 87 44 98 64 69 210 183:
Old : 241: 87 56 89 61 67 199 179:
Other: 113: 37 26 34 37 30 93 72:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 32.7 28.5 42.0 16.2 27.4 23.6 34.5
Old : 18.2 28.6 30.2 38.4 17.7 23.9 26.5 31.1
Other: 28.0 51.7 44.7 63.9 25.3 48.4 37.7 57.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 714,393: 48,257 164,750 30,132 507,859 364,261 586,249 559,143: 128,144 155,250
Old : 714,393: 48,257 164,750 30,132 507,859 364,261 586,249 559,143: 128,144 155,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: -14,367: 52 951 -2,384 -5,298 2,770 -7,630 1,337: -6,736 -15,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 23.1 4.2 71.1 51.0 82.1 78.3: 17.9 21.7
Old : 100.0: 6.8 23.1 4.2 71.1 51.0 82.1 78.3: 17.9 21.7
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 : 159: 22 38 36 79 75 124 126:
Old : 159: 22 38 36 79 75 124 126:
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 : 20.2 16.7 32.2 27.4 17.7 16.7 29.5 26.2
Old : 20.2 16.7 32.2 27.4 17.7 16.7 29.5 26.2
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 224,132: 48,181 33,218 50,684 91,535 114,268 190,400 198,170: 33,732 25,962
Old : 158,623: 43,776 20,363 28,475 60,464 87,231 132,714 136,069: 25,909 22,554
Other: 65,509: 8,605 17,054 18,010 31,071 27,037 57,686 62,101: 7,824 3,408
: : :
: : Changes in Commitments from: April 6, 2010 :
: 3,616: 862 544 2,529 -1,007 1,334 2,384 4,407: 1,232 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 14.8 22.6 40.8 51.0 84.9 88.4: 15.1 11.6
Old : 100.0: 27.6 12.8 18.0 38.1 55.0 83.7 85.8: 16.3 14.2
Other: 100.0: 13.1 26.0 27.5 47.4 41.3 88.1 94.8: 11.9 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 60 50 63 62 61 162 145:
Old : 190: 59 49 57 62 58 157 134:
Other: 113: 23 31 34 42 30 84 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 : 13.9 33.5 23.5 43.6 12.1 26.1 20.0 34.2
Old : 12.8 35.9 23.7 43.6 12.2 30.4 22.0 37.7
Other: 22.1 41.0 38.2 58.7 18.3 31.6 30.5 44.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,740: 3,881 3,432 2,925 9,064 10,174 15,869 16,530: 2,871 2,210
Old : 14,038: 3,689 3,402 1,963 6,230 7,185 11,882 12,550: 2,156 1,488
Other: 4,702: 471 309 682 2,833 2,988 3,987 3,980: 715 722
: : :
: : Changes in Commitments from: April 6, 2010 :
: -422: 195 -119 213 -767 -267 -359 -173: -63 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 18.3 15.6 48.4 54.3 84.7 88.2: 15.3 11.8
Old : 100.0: 26.3 24.2 14.0 44.4 51.2 84.6 89.4: 15.4 10.6
Other: 100.0: 10.0 6.6 14.5 60.3 63.6 84.8 84.6: 15.2 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 27 22 20 31 25 68 61:
Old : 87: 26 24 14 29 21 64 52:
Other: 45: 9 9 10 13 19 27 36:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 32.4 38.7 44.0 21.5 24.5 33.4 35.1
Old : 24.8 34.4 38.8 48.6 22.5 26.0 33.8 38.4
Other: 59.4 35.3 70.8 54.3 53.8 33.3 59.4 47.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,053,886: 280,802 210,722 57,849 617,363 655,966 956,014 924,538: 97,872 129,348
Old : 1,053,886: 280,802 210,722 57,849 617,363 655,966 956,014 924,538: 97,872 129,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 1,681: 1,401 16,923 -7,782 9,346 1,174 2,964 10,314: -1,283 -8,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 20.0 5.5 58.6 62.2 90.7 87.7: 9.3 12.3
Old : 100.0: 26.6 20.0 5.5 58.6 62.2 90.7 87.7: 9.3 12.3
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 : 242: 34 57 27 90 124 142 190:
Old : 242: 34 57 27 90 124 142 190:
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 : 37.4 17.5 47.1 25.2 36.5 16.1 45.2 23.1
Old : 37.4 17.5 47.1 25.2 36.5 16.1 45.2 23.1
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 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 : 2,027,524: 82,838 352,717 167,518 1,443,878 1,083,876 1,694,233 1,604,111: 333,290 423,413
Old : 2,027,524: 82,838 352,717 167,518 1,443,878 1,083,876 1,694,233 1,604,111: 333,290 423,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 34,247: -6,232 6,951 -55,471 36,796 21,588 -24,907 -26,932: 59,153 61,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 17.4 8.3 71.2 53.5 83.6 79.1: 16.4 20.9
Old : 100.0: 4.1 17.4 8.3 71.2 53.5 83.6 79.1: 16.4 20.9
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 : 273: 38 61 69 134 152 213 241:
Old : 273: 38 61 69 134 152 213 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 14.9 39.6 22.2 30.7 11.9 35.1 17.3
Old : 34.2 14.9 39.6 22.2 30.7 11.9 35.1 17.3
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 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 : 980,843: 117,688 139,410 41,130 638,522 555,107 797,340 735,647: 183,503 245,196
Old : 980,843: 117,688 139,410 41,130 638,522 555,107 797,340 735,647: 183,503 245,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 9,995: 14,179 9,218 703 -9,439 11,385 5,443 21,307: 4,551 -11,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 14.2 4.2 65.1 56.6 81.3 75.0: 18.7 25.0
Old : 100.0: 12.0 14.2 4.2 65.1 56.6 81.3 75.0: 18.7 25.0
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 : 162: 27 28 28 71 87 110 131:
Old : 162: 27 28 28 71 87 110 131:
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 : 24.2 15.6 35.3 26.3 18.5 12.6 27.6 20.0
Old : 24.2 15.6 35.3 26.3 18.5 12.6 27.6 20.0
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 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 : 1,014,618: 170,695 64,830 349,191 451,919 542,189 971,806 956,210: 42,813 58,408
Old : 1,014,618: 170,695 64,830 349,191 451,919 542,189 971,806 956,210: 42,813 58,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 38,819: 16,455 628 19,112 9,097 27,508 44,663 47,247: -5,844 -8,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 6.4 34.4 44.5 53.4 95.8 94.2: 4.2 5.8
Old : 100.0: 16.8 6.4 34.4 44.5 53.4 95.8 94.2: 4.2 5.8
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 : 131: 33 28 47 55 64 108 123:
Old : 131: 33 28 47 55 64 108 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 27.1 48.9 40.6 21.6 11.8 24.3 15.3
Old : 34.2 27.1 48.9 40.6 21.6 11.8 24.3 15.3
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 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 : 86,898: 32,041 8,079 636 40,701 66,538 73,378 75,253: 13,520 11,645
Old : 86,898: 32,041 8,079 636 40,701 66,538 73,378 75,253: 13,520 11,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 2,144: -1,391 410 51 4,964 2,141 3,624 2,602: -1,479 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 9.3 0.7 46.8 76.6 84.4 86.6: 15.6 13.4
Old : 100.0: 36.9 9.3 0.7 46.8 76.6 84.4 86.6: 15.6 13.4
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 : 94: 31 13 7 26 34 60 51:
Old : 94: 31 13 7 26 34 60 51:
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 : 27.1 37.2 41.7 55.8 26.7 37.2 41.2 55.8
Old : 27.1 37.2 41.7 55.8 26.7 37.2 41.2 55.8
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 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 with Delta-adjusted Options and Futures Combined, 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