WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 528,700: 74,379 105,958 123,278 295,046 242,490 492,703 471,726: 35,997 56,974
Old : 20,843: 11,079 5,644 75 5,224 10,275 16,378 15,994: 4,465 4,849
Other: 507,857: 74,930 111,943 111,573 289,822 232,215 476,325 455,732: 31,532 52,125
: : :
: : Changes in Commitments from: April 20, 2010 :
: -15,911: -2,260 -7,179 -13,447 -462 5,216 -16,169 -15,410: 258 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 20.0 23.3 55.8 45.9 93.2 89.2: 6.8 10.8
Old : 100.0: 53.2 27.1 0.4 25.1 49.3 78.6 76.7: 21.4 23.3
Other: 100.0: 14.8 22.0 22.0 57.1 45.7 93.8 89.7: 6.2 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 112 154 176 84 106 318 348:
Old : 116: 38 25 1 23 30 62 55:
Other: 416: 116 168 155 81 106 297 343:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 15.5 37.7 23.8 22.1 13.3 35.8 19.7
Old : 23.8 32.0 34.7 42.9 23.8 32.0 34.7 42.9
Other: 24.5 15.4 39.2 24.0 23.0 13.4 37.3 20.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 1,490,534: 244,857 213,654 350,744 752,177 640,280 1,347,778 1,204,678: 142,756 285,856
Old : 920,479: 141,610 240,419 184,557 500,952 357,449 827,119 782,425: 93,360 138,054
Other: 570,056: 164,784 34,772 104,650 251,225 282,831 520,659 422,253: 49,396 147,802
: : :
: : Changes in Commitments from: April 20, 2010 :
: -85,558: 3,555 8,108 -80,887 -1,708 -1,739 -79,040 -74,518: -6,518 -11,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.3 23.5 50.5 43.0 90.4 80.8: 9.6 19.2
Old : 100.0: 15.4 26.1 20.1 54.4 38.8 89.9 85.0: 10.1 15.0
Other: 100.0: 28.9 6.1 18.4 44.1 49.6 91.3 74.1: 8.7 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 698: 174 165 228 230 290 527 598:
Old : 661: 138 206 182 207 267 457 550:
Other: 541: 167 79 139 133 252 345 428:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 11.5 24.1 16.9 15.2 9.1 22.3 13.3
Old : 20.8 10.0 29.8 16.4 20.0 8.6 28.3 14.3
Other: 20.0 16.1 28.4 21.3 19.2 14.6 26.3 18.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 18,401: 1,682 3,966 1,787 11,560 10,682 15,029 16,435: 3,372 1,967
Old : 1,451: 145 19 0 676 1,255 821 1,274: 630 177
Other: 16,950: 1,594 4,004 1,730 10,884 9,427 14,208 15,161: 2,742 1,790
: : :
: : Changes in Commitments from: April 20, 2010 :
: -376: -27 -19 46 -242 -570 -222 -543: -153 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 21.6 9.7 62.8 58.0 81.7 89.3: 18.3 10.7
Old : 100.0: 10.0 1.3 0.0 46.6 86.5 56.6 87.8: 43.4 12.2
Other: 100.0: 9.4 23.6 10.2 64.2 55.6 83.8 89.4: 16.2 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 13 17 7 18 14 35 35:
Old : 16: 4 2 0 6 4 10 6:
Other: 52: 14 17 7 17 14 34 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 47.1 53.9 63.4 29.0 36.6 42.5 50.3
Old : 47.8 86.5 55.2 87.8 47.8 86.5 55.2 87.8
Other: 35.7 51.1 56.4 67.0 33.4 43.0 49.9 57.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 609,276: 126,872 51,084 152,287 273,599 292,800 552,759 496,170: 56,517 113,105
Old : 350,141: 89,354 41,472 68,357 154,675 190,947 312,386 300,776: 37,755 49,365
Other: 259,134: 63,721 35,814 57,728 118,924 101,852 240,373 195,394: 18,762 63,740
: : :
: : Changes in Commitments from: April 20, 2010 :
: -15,853: 8,104 -2,937 -19,583 -3,255 6,876 -14,733 -15,644: -1,120 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 8.4 25.0 44.9 48.1 90.7 81.4: 9.3 18.6
Old : 100.0: 25.5 11.8 19.5 44.2 54.5 89.2 85.9: 10.8 14.1
Other: 100.0: 24.6 13.8 22.3 45.9 39.3 92.8 75.4: 7.2 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 514: 164 134 197 116 168 398 417:
Old : 479: 156 131 152 101 151 342 367:
Other: 384: 110 102 112 72 148 239 313:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 17.0 26.1 23.8 15.0 14.4 23.0 18.5
Old : 23.5 23.2 30.6 31.9 23.1 20.5 29.8 27.3
Other: 23.1 12.0 32.2 19.6 21.6 9.2 30.3 13.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,541: 15,534 570 438 47 3,158 16,019 4,166: 2,522 14,375
Old : 4,726: 2,800 510 283 47 190 3,130 983: 1,596 3,743
Other: 13,815: 12,839 165 50 0 2,968 12,889 3,183: 926 10,632
: : :
: : Changes in Commitments from: April 20, 2010 :
: 484: 708 390 -46 -14 225 648 569: -164 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 3.1 2.4 0.3 17.0 86.4 22.5: 13.6 77.5
Old : 100.0: 59.2 10.8 6.0 1.0 4.0 66.2 20.8: 33.8 79.2
Other: 100.0: 92.9 1.2 0.4 0.0 21.5 93.3 23.0: 6.7 77.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 17 3 11 3 8 21 21:
Old : 27: 13 7 7 3 5 18 17:
Other: 23: 14 1 6 0 8 15 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 : 58.3 11.6 72.4 17.2 58.1 11.6 71.8 16.9
Old : 41.0 14.4 58.7 18.8 40.3 11.3 57.2 14.2
Other: 65.2 14.4 81.8 21.5 65.2 14.4 81.7 21.5
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 6,810: 3,277 2,334 2,062 1,205 2,041 6,544 6,437: 266 373
Old : 6,810: 3,277 2,334 2,062 1,205 2,041 6,544 6,437: 266 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 306: 413 181 -45 -52 190 317 327: -11 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 34.3 30.3 17.7 30.0 96.1 94.5: 3.9 5.5
Old : 100.0: 48.1 34.3 30.3 17.7 30.0 96.1 94.5: 3.9 5.5
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 : 20: 5 11 12 2 4 16 18:
Old : 20: 5 11 12 2 4 16 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 : 68.5 59.9 86.5 80.3 48.1 30.5 48.7 43.1
Old : 68.5 59.9 86.5 80.3 48.1 30.5 48.7 43.1
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 27, 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 : 309,239: 48,264 27,956 64,937 164,747 193,855 277,948 286,748: 31,291 22,491
Old : 226,705: 40,315 38,130 36,422 125,955 133,336 202,692 207,887: 24,013 18,818
Other: 82,534: 22,757 4,635 13,707 38,793 60,520 75,257 78,861: 7,277 3,673
: : :
: : Changes in Commitments from: April 20, 2010 :
: -26,420: -1,943 -384 -16,241 -8,954 -5,707 -27,138 -22,332: 718 -4,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.0 21.0 53.3 62.7 89.9 92.7: 10.1 7.3
Old : 100.0: 17.8 16.8 16.1 55.6 58.8 89.4 91.7: 10.6 8.3
Other: 100.0: 27.6 5.6 16.6 47.0 73.3 91.2 95.6: 8.8 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 65 60 96 69 71 208 190:
Old : 244: 63 77 87 66 67 194 184:
Other: 123: 55 13 31 42 33 103 71:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 32.2 29.7 40.9 17.6 28.6 25.7 35.2
Old : 21.2 24.8 31.6 34.4 20.8 22.8 29.8 29.3
Other: 24.5 52.9 39.3 64.6 21.3 48.9 32.6 58.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 744,381: 73,342 160,000 26,426 504,115 411,807 603,884 598,233: 140,497 146,148
Old : 744,381: 73,342 160,000 26,426 504,115 411,807 603,884 598,233: 140,497 146,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 28,091: 17,657 -2,970 567 -6,601 36,209 11,622 33,806: 16,468 -5,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 21.5 3.6 67.7 55.3 81.1 80.4: 18.9 19.6
Old : 100.0: 9.9 21.5 3.6 67.7 55.3 81.1 80.4: 18.9 19.6
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 : 164: 25 36 33 77 80 122 129:
Old : 164: 25 36 33 77 80 122 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 16.1 31.3 27.6 18.3 15.8 28.9 26.0
Old : 20.6 16.1 31.3 27.6 18.3 15.8 28.9 26.0
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 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 118,116: 1,742 26,972 1,485 74,824 69,135 78,051 97,592: 40,065 20,524
Old : 118,116: 1,742 26,972 1,485 74,824 69,135 78,051 97,592: 40,065 20,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -251: -2,783 -651 -79 2,578 3,496 -284 2,766: 33 -3,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 22.8 1.3 63.3 58.5 66.1 82.6: 33.9 17.4
Old : 100.0: 1.5 22.8 1.3 63.3 58.5 66.1 82.6: 33.9 17.4
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 : 25: 1 5 1 11 13 13 18:
Old : 25: 1 5 1 11 13 13 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 : 49.7 51.1 60.9 69.1 49.1 51.0 59.1 67.9
Old : 49.7 51.1 60.9 69.1 49.1 51.0 59.1 67.9
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 27, 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 : 8,681: 1,304 338 168 6,805 7,934 8,277 8,440: 404 241
Old : 8,681: 1,304 338 168 6,805 7,934 8,277 8,440: 404 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 21: -116 60 27 81 -107 -8 -20: 29 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 3.9 1.9 78.4 91.4 95.3 97.2: 4.7 2.8
Old : 100.0: 15.0 3.9 1.9 78.4 91.4 95.3 97.2: 4.7 2.8
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 : 31: 9 4 2 16 18 26 23:
Old : 31: 9 4 2 16 18 26 23:
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 70.8 68.2 85.1 20.9 26.8 29.6 35.0
Old : 51.5 70.8 68.2 85.1 20.9 26.8 29.6 35.0
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 27, 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 : 221,547: 61,533 20,872 39,420 85,187 134,670 186,141 194,963: 35,406 26,584
Old : 161,142: 58,232 15,125 22,060 53,539 102,761 133,831 139,946: 27,311 21,196
Other: 60,405: 10,097 12,545 10,563 31,649 31,910 52,309 55,017: 8,096 5,387
: : :
: : Changes in Commitments from: April 20, 2010 :
: -19,781: 6,762 -9,171 -14,317 -11,245 4,235 -18,801 -19,253: -981 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 9.4 17.8 38.5 60.8 84.0 88.0: 16.0 12.0
Old : 100.0: 36.1 9.4 13.7 33.2 63.8 83.1 86.8: 16.9 13.2
Other: 100.0: 16.7 20.8 17.5 52.4 52.8 86.6 91.1: 13.4 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 70 41 58 68 72 174 147:
Old : 200: 74 39 51 67 66 168 135:
Other: 120: 25 32 31 46 37 90 84:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 39.7 20.0 47.6 11.2 35.2 18.7 41.7
Old : 10.7 40.4 20.0 48.5 10.6 37.2 19.4 43.5
Other: 22.4 40.7 38.2 52.7 22.4 37.8 36.4 46.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 17,680: 3,528 3,978 2,047 8,808 8,737 14,383 14,762: 3,297 2,918
Old : 11,888: 3,326 3,975 1,051 5,226 4,853 9,603 9,879: 2,285 2,010
Other: 5,792: 527 329 671 3,582 3,884 4,779 4,883: 1,012 908
: : :
: : Changes in Commitments from: April 20, 2010 :
: -1,384: -123 405 -1,143 -712 -1,211 -1,977 -1,949: 593 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 22.5 11.6 49.8 49.4 81.4 83.5: 18.6 16.5
Old : 100.0: 28.0 33.4 8.8 44.0 40.8 80.8 83.1: 19.2 16.9
Other: 100.0: 9.1 5.7 11.6 61.8 67.1 82.5 84.3: 17.5 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 22 25 17 26 21 59 56:
Old : 81: 23 24 11 22 16 51 47:
Other: 43: 10 8 8 11 18 25 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 26.7 42.2 41.9 24.4 20.5 35.6 34.0
Old : 28.1 24.7 43.2 44.2 28.1 23.4 40.9 39.7
Other: 56.0 37.0 68.9 57.0 54.7 32.7 58.8 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 27, 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 : 1,086,828: 286,203 208,130 59,600 629,207 668,057 975,010 935,787: 111,817 151,041
Old : 1,086,828: 286,203 208,130 59,600 629,207 668,057 975,010 935,787: 111,817 151,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -21,825: -47,621 -13,799 891 14,287 -19,546 -32,443 -32,455: 10,619 10,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 19.2 5.5 57.9 61.5 89.7 86.1: 10.3 13.9
Old : 100.0: 26.3 19.2 5.5 57.9 61.5 89.7 86.1: 10.3 13.9
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 : 235: 39 52 30 85 119 140 185:
Old : 235: 39 52 30 85 119 140 185:
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 : 37.0 17.6 46.8 25.9 36.4 15.5 46.0 22.9
Old : 37.0 17.6 46.8 25.9 36.4 15.5 46.0 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 2,027,098: 129,232 318,492 167,524 1,416,581 1,201,472 1,713,337 1,687,487: 313,761 339,610
Old : 2,027,098: 129,232 318,492 167,524 1,416,581 1,201,472 1,713,337 1,687,487: 313,761 339,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -20,066: 9,166 -30,100 -9,808 -55,478 6,721 -56,120 -33,188: 36,055 13,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 15.7 8.3 69.9 59.3 84.5 83.2: 15.5 16.8
Old : 100.0: 6.4 15.7 8.3 69.9 59.3 84.5 83.2: 15.5 16.8
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 : 276: 35 61 60 138 158 216 236:
Old : 276: 35 61 60 138 158 216 236:
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 : 32.7 18.2 38.2 26.5 27.3 15.2 31.7 20.6
Old : 32.7 18.2 38.2 26.5 27.3 15.2 31.7 20.6
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 27, 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 : 1,024,690: 166,507 137,226 31,328 609,855 605,176 807,690 773,730: 216,999 250,960
Old : 1,024,690: 166,507 137,226 31,328 609,855 605,176 807,690 773,730: 216,999 250,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 24,581: 23,707 -4,940 -6,049 -4,632 16,422 13,026 5,434: 11,555 19,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 13.4 3.1 59.5 59.1 78.8 75.5: 21.2 24.5
Old : 100.0: 16.2 13.4 3.1 59.5 59.1 78.8 75.5: 21.2 24.5
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 : 158: 27 26 27 67 86 107 126:
Old : 158: 27 26 27 67 86 107 126:
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 : 22.0 15.7 32.3 25.7 16.9 11.9 25.9 19.0
Old : 22.0 15.7 32.3 25.7 16.9 11.9 25.9 19.0
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 27, 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 : 1,116,885: 164,394 64,195 388,987 518,460 603,775 1,071,841 1,056,958: 45,044 59,927
Old : 1,116,885: 164,394 64,195 388,987 518,460 603,775 1,071,841 1,056,958: 45,044 59,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 39,668: -16,035 -3,684 -6,285 59,797 47,136 37,477 37,167: 2,192 2,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 5.7 34.8 46.4 54.1 96.0 94.6: 4.0 5.4
Old : 100.0: 14.7 5.7 34.8 46.4 54.1 96.0 94.6: 4.0 5.4
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 : 132: 31 26 43 65 69 114 121:
Old : 132: 31 26 43 65 69 114 121:
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 : 34.6 27.6 49.6 42.1 20.9 12.3 23.8 15.8
Old : 34.6 27.6 49.6 42.1 20.9 12.3 23.8 15.8
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 27, 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 : 89,675: 31,265 13,027 1,084 43,031 60,489 75,379 74,600: 14,296 15,075
Old : 89,675: 31,265 13,027 1,084 43,031 60,489 75,379 74,600: 14,296 15,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,292: 1,291 3,106 571 -112 -4,852 1,750 -1,175: -458 2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 14.5 1.2 48.0 67.5 84.1 83.2: 15.9 16.8
Old : 100.0: 34.9 14.5 1.2 48.0 67.5 84.1 83.2: 15.9 16.8
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 : 98: 33 14 8 29 32 64 52:
Old : 98: 33 14 8 29 32 64 52:
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 : 24.6 33.6 38.0 50.4 24.2 33.6 37.5 50.4
Old : 24.6 33.6 38.0 50.4 24.2 33.6 37.5 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 16,353: 4,481 777 6 11,576 15,289 16,063 16,072: 290 281
Old : 16,353: 4,481 777 6 11,576 15,289 16,063 16,072: 290 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 852: 1,124 -403 0 -378 1,281 746 878: 106 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.8 0.0 70.8 93.5 98.2 98.3: 1.8 1.7
Old : 100.0: 27.4 4.8 0.0 70.8 93.5 98.2 98.3: 1.8 1.7
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 : 40: 4 10 1 8 19 12 30:
Old : 40: 4 10 1 8 19 12 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.0 69.3 96.7 81.0 80.9 67.1 92.9 77.3
Old : 81.0 69.3 96.7 81.0 80.9 67.1 92.9 77.3
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 27, 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 : 28,825: 3,526 1,110 154 24,137 26,701 27,817 27,965: 1,008 860
Old : 28,825: 3,526 1,110 154 24,137 26,701 27,817 27,965: 1,008 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,294: 171 -201 82 447 762 700 643: 594 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 3.9 0.5 83.7 92.6 96.5 97.0: 3.5 3.0
Old : 100.0: 12.2 3.9 0.5 83.7 92.6 96.5 97.0: 3.5 3.0
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 : 33: 9 5 1 9 11 18 17:
Old : 33: 9 5 1 9 11 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 71.5 92.5 86.7 56.0 57.5 72.8 69.3
Old : 75.8 71.5 92.5 86.7 56.0 57.5 72.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 30, 2010