WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 539,719: 77,005 102,229 119,264 308,425 261,161 504,695 482,654: 35,025 57,065
Old : 507,137: 77,072 97,781 111,592 285,606 247,911 474,270 457,283: 32,867 49,854
Other: 32,582: 5,888 10,403 1,717 22,819 13,251 30,425 25,371: 2,157 7,211
: : :
: : Changes in Commitments from: May 4, 2010 :
: 6,534: -1,613 -3,357 86 6,784 8,764 5,256 5,493: 1,278 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.9 22.1 57.1 48.4 93.5 89.4: 6.5 10.6
Old : 100.0: 15.2 19.3 22.0 56.3 48.9 93.5 90.2: 6.5 9.8
Other: 100.0: 18.1 31.9 5.3 70.0 40.7 93.4 77.9: 6.6 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 128 149 156 81 111 300 338:
Old : 409: 132 149 151 78 107 294 332:
Other: 124: 24 30 16 31 47 68 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 : 23.8 16.7 37.9 25.8 22.4 14.2 36.1 20.9
Old : 25.1 16.9 39.7 26.5 23.7 15.4 37.9 23.9
Other: 43.3 35.0 59.4 44.5 43.3 33.7 57.5 41.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,574,996: 272,252 166,161 398,977 758,620 714,985 1,429,849 1,280,122: 145,147 294,873
Old : 911,247: 151,246 185,267 196,394 473,536 397,128 821,176 778,789: 90,071 132,458
Other: 663,748: 182,034 41,922 141,555 285,084 317,856 608,673 501,333: 55,076 162,415
: : :
: : Changes in Commitments from: May 4, 2010 :
: 48,825: 9,349 -6,056 25,049 11,571 24,900 45,970 43,893: 2,856 4,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.5 25.3 48.2 45.4 90.8 81.3: 9.2 18.7
Old : 100.0: 16.6 20.3 21.6 52.0 43.6 90.1 85.5: 9.9 14.5
Other: 100.0: 27.4 6.3 21.3 43.0 47.9 91.7 75.5: 8.3 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 712: 187 153 236 220 311 531 606:
Old : 674: 149 191 180 195 286 455 548:
Other: 575: 163 95 147 140 273 361 462:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 12.2 23.4 17.3 14.3 9.5 21.1 13.2
Old : 20.0 10.9 29.1 16.6 19.6 10.1 26.6 14.8
Other: 20.0 16.1 28.3 21.1 19.2 14.6 26.7 18.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 18,166: 1,736 4,530 1,414 11,675 10,258 14,825 16,202: 3,341 1,964
Old : 18,166: 1,736 4,530 1,414 11,675 10,258 14,825 16,202: 3,341 1,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 633: -120 366 -175 877 587 582 778: 51 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 24.9 7.8 64.3 56.5 81.6 89.2: 18.4 10.8
Old : 100.0: 9.6 24.9 7.8 64.3 56.5 81.6 89.2: 18.4 10.8
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 : 54: 13 19 7 18 13 35 35:
Old : 54: 13 19 7 18 13 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 45.4 52.7 61.2 30.0 39.9 45.8 53.9
Old : 33.3 45.4 52.7 61.2 30.0 39.9 45.8 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 590,442: 105,468 65,686 152,556 285,183 265,021 543,207 483,263: 47,235 107,179
Old : 321,170: 64,185 52,392 66,407 162,103 160,761 292,695 279,560: 28,475 41,610
Other: 269,271: 64,291 36,303 63,140 123,080 104,260 250,512 203,702: 18,759 65,569
: : :
: : Changes in Commitments from: May 4, 2010 :
: -9,766: -20,978 6,667 3,659 13,982 -15,428 -3,337 -5,102: -6,429 -4,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 11.1 25.8 48.3 44.9 92.0 81.8: 8.0 18.2
Old : 100.0: 20.0 16.3 20.7 50.5 50.1 91.1 87.0: 8.9 13.0
Other: 100.0: 23.9 13.5 23.4 45.7 38.7 93.0 75.6: 7.0 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 498: 156 140 177 114 173 363 416:
Old : 459: 140 140 131 92 152 304 355:
Other: 385: 114 93 110 77 153 244 312:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 17.8 26.9 23.7 15.3 13.4 23.4 17.2
Old : 24.0 24.3 33.9 30.7 23.5 19.8 30.7 24.7
Other: 21.8 12.6 31.4 19.6 20.5 9.3 29.2 14.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 18,383: 14,950 430 224 46 3,444 15,220 4,098: 3,163 14,285
Old : 4,247: 2,471 373 21 46 238 2,538 632: 1,709 3,615
Other: 14,136: 12,657 235 25 0 3,206 12,682 3,466: 1,454 10,670
: : :
: : Changes in Commitments from: May 4, 2010 :
: 106: -58 -25 -84 -3 182 -145 73: 251 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 2.3 1.2 0.3 18.7 82.8 22.3: 17.2 77.7
Old : 100.0: 58.2 8.8 0.5 1.1 5.6 59.8 14.9: 40.2 85.1
Other: 100.0: 89.5 1.7 0.2 0.0 22.7 89.7 24.5: 10.3 75.5
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 2 8 2 9 18 18:
Old : 24: 12 5 4 2 6 16 13:
Other: 22: 12 1 5 0 9 13 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 : 59.3 12.2 72.3 18.3 59.3 12.2 72.1 18.0
Old : 44.1 11.3 58.1 13.7 43.8 11.2 57.7 13.4
Other: 65.4 14.5 81.9 22.0 65.4 14.5 81.8 22.0
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 6,648: 3,088 2,683 1,756 1,459 1,787 6,303 6,226: 346 423
Old : 6,648: 3,088 2,683 1,756 1,459 1,787 6,303 6,226: 346 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 305: 578 295 -323 -67 204 188 176: 116 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 40.3 26.4 21.9 26.9 94.8 93.6: 5.2 6.4
Old : 100.0: 46.4 40.3 26.4 21.9 26.9 94.8 93.6: 5.2 6.4
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 : 20: 7 9 13 2 4 18 17:
Old : 20: 7 9 13 2 4 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 : 68.2 59.8 84.0 79.7 45.3 35.5 48.0 45.2
Old : 68.2 59.8 84.0 79.7 45.3 35.5 48.0 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 325,116: 50,896 53,552 60,167 188,306 184,579 299,369 298,298: 25,747 26,818
Old : 231,029: 42,085 60,236 28,391 142,970 120,147 213,447 208,775: 17,582 22,254
Other: 94,087: 25,936 10,441 14,650 45,336 64,432 85,922 89,523: 8,165 4,564
: : :
: : Changes in Commitments from: May 4, 2010 :
: 13,355: 3,920 4,669 4,149 7,922 3,973 15,992 12,791: -2,637 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.5 18.5 57.9 56.8 92.1 91.8: 7.9 8.2
Old : 100.0: 18.2 26.1 12.3 61.9 52.0 92.4 90.4: 7.6 9.6
Other: 100.0: 27.6 11.1 15.6 48.2 68.5 91.3 95.1: 8.7 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 63 80 84 69 61 195 184:
Old : 242: 59 99 59 65 54 163 174:
Other: 138: 59 20 32 44 34 114 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 30.2 30.7 37.9 17.2 24.3 24.3 30.3
Old : 21.9 24.0 33.8 33.1 20.5 22.4 31.0 29.7
Other: 22.4 51.2 35.3 63.2 18.4 46.6 29.3 55.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 838,758: 70,549 159,669 58,053 545,682 473,042 674,284 690,764: 164,474 147,994
Old : 838,758: 70,549 159,669 58,053 545,682 473,042 674,284 690,764: 164,474 147,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 39,376: -4,423 5,709 18,724 9,354 26,490 23,654 50,923: 15,722 -11,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 19.0 6.9 65.1 56.4 80.4 82.4: 19.6 17.6
Old : 100.0: 8.4 19.0 6.9 65.1 56.4 80.4 82.4: 19.6 17.6
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 : 162: 25 33 35 80 83 123 133:
Old : 162: 25 33 35 80 83 123 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 18.3 29.0 29.0 17.2 17.0 27.3 26.3
Old : 18.8 18.3 29.0 29.0 17.2 17.0 27.3 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 123,360: 1,799 22,372 2,132 82,534 81,596 86,465 106,100: 36,895 17,260
Old : 123,360: 1,799 22,372 2,132 82,534 81,596 86,465 106,100: 36,895 17,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -360: 57 -8,523 2,132 -4 5,159 2,185 -1,232: -2,545 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 18.1 1.7 66.9 66.1 70.1 86.0: 29.9 14.0
Old : 100.0: 1.5 18.1 1.7 66.9 66.1 70.1 86.0: 29.9 14.0
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 : 28: 1 5 1 16 15 18 20:
Old : 28: 1 5 1 16 15 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 56.0 58.4 71.1 44.5 55.3 55.7 68.9
Old : 47.1 56.0 58.4 71.1 44.5 55.3 55.7 68.9
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, May 11, 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 : 8,663: 1,170 418 211 6,825 7,751 8,206 8,380: 457 283
Old : 8,663: 1,170 418 211 6,825 7,751 8,206 8,380: 457 283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 137: -189 1 49 243 -45 103 5: 34 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 4.8 2.4 78.8 89.5 94.7 96.7: 5.3 3.3
Old : 100.0: 13.5 4.8 2.4 78.8 89.5 94.7 96.7: 5.3 3.3
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 : 33: 8 7 3 16 18 27 25:
Old : 33: 8 7 3 16 18 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 67.6 69.2 83.4 16.3 20.5 24.8 26.5
Old : 52.6 67.6 69.2 83.4 16.3 20.5 24.8 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 207,165: 57,809 24,049 36,601 77,234 122,068 171,645 182,718: 35,520 24,447
Old : 144,118: 53,880 19,295 18,708 45,523 87,259 118,111 125,262: 26,007 18,856
Other: 63,047: 10,452 11,277 11,370 31,711 34,810 53,534 57,456: 9,513 5,590
: : :
: : Changes in Commitments from: May 4, 2010 :
: -9,059: -7,725 -832 -519 1,132 -6,230 -7,112 -7,581: -1,947 -1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 11.6 17.7 37.3 58.9 82.9 88.2: 17.1 11.8
Old : 100.0: 37.4 13.4 13.0 31.6 60.5 82.0 86.9: 18.0 13.1
Other: 100.0: 16.6 17.9 18.0 50.3 55.2 84.9 91.1: 15.1 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 65 52 62 66 62 173 146:
Old : 198: 70 47 52 64 57 164 131:
Other: 120: 29 36 35 42 35 90 89:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 40.0 20.2 47.6 11.4 35.1 18.9 41.1
Old : 12.2 40.5 21.1 49.2 11.8 36.5 20.4 43.9
Other: 21.0 41.7 36.6 52.4 20.2 39.0 34.2 45.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,279: 3,402 4,276 1,468 8,596 7,980 13,466 13,724: 2,814 2,555
Old : 9,444: 3,161 4,258 322 4,199 3,431 7,683 8,011: 1,761 1,434
Other: 6,835: 701 479 685 4,396 4,549 5,783 5,714: 1,052 1,122
: : :
: : Changes in Commitments from: May 4, 2010 :
: -454: -325 110 -173 -5 -268 -502 -331: 48 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 26.3 9.0 52.8 49.0 82.7 84.3: 17.3 15.7
Old : 100.0: 33.5 45.1 3.4 44.5 36.3 81.3 84.8: 18.7 15.2
Other: 100.0: 10.3 7.0 10.0 64.3 66.6 84.6 83.6: 15.4 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 24 24 13 26 23 55 58:
Old : 76: 19 26 5 20 16 42 44:
Other: 48: 10 11 6 12 21 26 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 : 33.5 23.5 48.4 41.0 29.2 21.5 41.4 36.3
Old : 34.9 28.4 50.9 47.5 34.9 28.4 50.9 47.5
Other: 57.7 38.4 69.3 56.4 55.9 32.1 60.5 47.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,073,838: 278,000 199,650 75,250 611,655 654,588 964,905 929,488: 108,933 144,350
Old : 1,073,838: 278,000 199,650 75,250 611,655 654,588 964,905 929,488: 108,933 144,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -85,979: -10,113 -36,085 -6,612 -71,760 -18,678 -88,486 -61,375: 2,507 -24,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 18.6 7.0 57.0 61.0 89.9 86.6: 10.1 13.4
Old : 100.0: 25.9 18.6 7.0 57.0 61.0 89.9 86.6: 10.1 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 : 227: 33 54 30 87 121 140 185:
Old : 227: 33 54 30 87 121 140 185:
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 : 42.8 18.6 52.2 26.0 42.5 16.3 51.0 22.9
Old : 42.8 18.6 52.2 26.0 42.5 16.3 51.0 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, May 11, 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 : 2,312,418: 142,733 302,861 272,733 1,590,715 1,417,569 2,006,181 1,993,163: 306,237 319,256
Old : 2,312,418: 142,733 302,861 272,733 1,590,715 1,417,569 2,006,181 1,993,163: 306,237 319,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 225,566: 36,049 -12,496 67,002 142,147 182,038 245,198 236,543: -19,632 -10,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.1 11.8 68.8 61.3 86.8 86.2: 13.2 13.8
Old : 100.0: 6.2 13.1 11.8 68.8 61.3 86.8 86.2: 13.2 13.8
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 : 283: 41 58 69 144 163 227 248:
Old : 283: 41 58 69 144 163 227 248:
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 : 31.3 15.8 37.1 27.1 24.5 11.8 29.2 18.8
Old : 31.3 15.8 37.1 27.1 24.5 11.8 29.2 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,088,116: 162,453 102,237 48,230 645,571 681,682 856,254 832,149: 231,862 255,967
Old : 1,088,116: 162,453 102,237 48,230 645,571 681,682 856,254 832,149: 231,862 255,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 41,141: -21,673 -18,360 13,611 35,066 24,008 27,004 19,258: 14,137 21,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 9.4 4.4 59.3 62.6 78.7 76.5: 21.3 23.5
Old : 100.0: 14.9 9.4 4.4 59.3 62.6 78.7 76.5: 21.3 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 : 161: 30 26 27 67 89 108 131:
Old : 161: 30 26 27 67 89 108 131:
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 : 23.1 18.8 31.6 27.8 16.2 14.8 23.5 21.0
Old : 23.1 18.8 31.6 27.8 16.2 14.8 23.5 21.0
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, May 11, 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 : 1,078,089: 154,936 28,894 425,210 444,843 559,118 1,024,990 1,013,222: 53,099 64,866
Old : 1,078,089: 154,936 28,894 425,210 444,843 559,118 1,024,990 1,013,222: 53,099 64,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 6,404: -14,005 -4,591 23,990 -10,356 -17,815 -372 1,584: 6,775 4,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.7 39.4 41.3 51.9 95.1 94.0: 4.9 6.0
Old : 100.0: 14.4 2.7 39.4 41.3 51.9 95.1 94.0: 4.9 6.0
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 : 122: 30 24 40 58 60 106 109:
Old : 122: 30 24 40 58 60 106 109:
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 : 36.2 27.6 53.0 46.3 18.8 11.9 20.9 16.2
Old : 36.2 27.6 53.0 46.3 18.8 11.9 20.9 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 77,732: 18,193 9,801 2,325 43,915 52,580 64,433 64,706: 13,299 13,026
Old : 77,732: 18,193 9,801 2,325 43,915 52,580 64,433 64,706: 13,299 13,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -8,656: -8,114 -3,995 694 -1,037 -4,239 -8,457 -7,540: -199 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 12.6 3.0 56.5 67.6 82.9 83.2: 17.1 16.8
Old : 100.0: 23.4 12.6 3.0 56.5 67.6 82.9 83.2: 17.1 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 : 90: 25 11 13 30 34 59 54:
Old : 90: 25 11 13 30 34 59 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 31.0 41.8 47.6 26.3 31.0 41.6 47.6
Old : 26.3 31.0 41.8 47.6 26.3 31.0 41.6 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 14,702: 4,430 702 6 9,838 13,573 14,274 14,281: 428 421
Old : 14,702: 4,430 702 6 9,838 13,573 14,274 14,281: 428 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -1,233: -1,068 -8 0 -263 -1,352 -1,331 -1,360: 98 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.8 0.0 66.9 92.3 97.1 97.1: 2.9 2.9
Old : 100.0: 30.1 4.8 0.0 66.9 92.3 97.1 97.1: 2.9 2.9
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 : 37: 4 8 1 7 19 11 28:
Old : 37: 4 8 1 7 19 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 : 76.9 66.7 94.7 80.4 76.8 64.2 91.0 76.2
Old : 76.9 66.7 94.7 80.4 76.8 64.2 91.0 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 32,525: 3,145 1,576 154 28,136 29,856 31,435 31,586: 1,090 939
Old : 32,525: 3,145 1,576 154 28,136 29,856 31,435 31,586: 1,090 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 1,875: -972 145 0 2,775 1,631 1,803 1,776: 72 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.8 0.5 86.5 91.8 96.6 97.1: 3.4 2.9
Old : 100.0: 9.7 4.8 0.5 86.5 91.8 96.6 97.1: 3.4 2.9
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 : 32: 6 7 1 7 13 13 21:
Old : 32: 6 7 1 7 13 13 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 : 80.4 69.0 95.2 85.8 65.2 61.9 79.5 73.1
Old : 80.4 69.0 95.2 85.8 65.2 61.9 79.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 14, 2010