WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 575,689: 79,650 121,091 133,528 324,991 262,092 538,169 516,712: 37,520 58,977
Old : 530,236: 79,885 112,165 123,134 292,568 245,170 495,587 480,469: 34,649 49,768
Other: 45,452: 7,182 16,343 2,978 32,423 16,922 42,582 36,243: 2,870 9,209
: : :
: : Changes in Commitments from: May 18, 2010 :
: 21,225: 1,035 8,135 8,234 11,036 5,021 20,305 21,390: 921 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 21.0 23.2 56.5 45.5 93.5 89.8: 6.5 10.2
Old : 100.0: 15.1 21.2 23.2 55.2 46.2 93.5 90.6: 6.5 9.4
Other: 100.0: 15.8 36.0 6.6 71.3 37.2 93.7 79.7: 6.3 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 128 159 168 83 104 312 351:
Old : 420: 129 167 162 80 98 305 342:
Other: 153: 38 36 23 35 51 91 99:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 15.5 35.7 24.6 21.0 12.3 33.9 18.9
Old : 24.1 15.8 37.5 25.7 22.6 13.8 35.7 22.6
Other: 38.0 32.3 54.0 44.7 37.8 31.6 52.1 41.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 1,595,631: 274,160 163,371 423,552 754,158 710,731 1,451,869 1,297,653: 143,762 297,978
Old : 890,408: 147,394 189,566 197,852 459,699 375,411 804,945 762,829: 85,463 127,579
Other: 705,223: 195,288 42,326 157,177 294,459 335,320 646,924 534,824: 58,299 170,399
: : :
: : Changes in Commitments from: May 18, 2010 :
: -7,493: -6,901 -15,352 2,295 -5,214 3,429 -9,820 -9,628: 2,327 2,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 10.2 26.5 47.3 44.5 91.0 81.3: 9.0 18.7
Old : 100.0: 16.6 21.3 22.2 51.6 42.2 90.4 85.7: 9.6 14.3
Other: 100.0: 27.7 6.0 22.3 41.8 47.5 91.7 75.8: 8.3 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 201 154 243 227 306 553 611:
Old : 681: 169 185 180 201 275 466 547:
Other: 593: 171 107 159 145 275 382 479:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 12.2 22.7 17.2 14.0 9.8 20.8 13.3
Old : 19.6 10.8 28.1 16.8 19.3 9.5 26.5 14.6
Other: 18.6 16.6 26.9 21.3 17.9 14.7 25.3 18.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 19,377: 1,541 4,591 1,382 12,665 11,155 15,588 17,128: 3,789 2,249
Old : 19,377: 1,541 4,591 1,382 12,665 11,155 15,588 17,128: 3,789 2,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 745: -144 -315 -169 849 1,094 536 609: 209 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 23.7 7.1 65.4 57.6 80.4 88.4: 19.6 11.6
Old : 100.0: 8.0 23.7 7.1 65.4 57.6 80.4 88.4: 19.6 11.6
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 : 52: 13 18 6 16 13 30 36:
Old : 52: 13 18 6 16 13 30 36:
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 : 35.1 45.0 54.3 61.7 28.5 36.8 44.4 49.7
Old : 35.1 45.0 54.3 61.7 28.5 36.8 44.4 49.7
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 25, 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 : 592,187: 80,822 75,138 161,691 303,828 248,594 546,341 485,423: 45,846 106,764
Old : 303,762: 49,829 65,879 60,839 167,232 137,930 277,900 264,648: 25,862 39,114
Other: 288,425: 61,637 39,904 70,207 136,597 110,664 268,441 220,775: 19,984 67,650
: : :
: : Changes in Commitments from: May 18, 2010 :
: -11,505: -9,882 59 -4,352 3,786 -5,570 -10,448 -9,864: -1,057 -1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.7 27.3 51.3 42.0 92.3 82.0: 7.7 18.0
Old : 100.0: 16.4 21.7 20.0 55.1 45.4 91.5 87.1: 8.5 12.9
Other: 100.0: 21.4 13.8 24.3 47.4 38.4 93.1 76.5: 6.9 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 502: 141 151 183 128 170 369 426:
Old : 452: 131 138 120 103 149 289 354:
Other: 397: 102 113 111 86 151 253 322:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 16.5 28.1 21.9 15.6 10.7 24.0 14.3
Old : 24.9 21.9 37.9 28.2 23.2 15.6 32.8 21.3
Other: 18.6 12.2 27.9 19.9 17.5 8.7 25.9 13.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 18,774: 14,689 785 373 45 3,405 15,107 4,563: 3,667 14,211
Old : 4,689: 2,352 849 29 45 187 2,426 1,065: 2,263 3,624
Other: 14,085: 12,641 240 40 0 3,218 12,681 3,498: 1,404 10,587
: : :
: : Changes in Commitments from: May 18, 2010 :
: 202: -179 395 -22 -1 5 -202 378: 404 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 4.2 2.0 0.2 18.1 80.5 24.3: 19.5 75.7
Old : 100.0: 50.2 18.1 0.6 1.0 4.0 51.7 22.7: 48.3 77.3
Other: 100.0: 89.7 1.7 0.3 0.0 22.8 90.0 24.8: 10.0 75.2
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 4 9 2 9 18 20:
Old : 25: 11 7 3 2 6 13 16:
Other: 23: 13 1 6 0 9 14 15:
:----------------------------------------------------------------------------------------------------
: 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 : 58.5 11.7 71.6 17.8 58.3 11.7 71.3 17.5
Old : 39.8 16.3 50.8 20.4 39.3 16.3 50.2 20.4
Other: 65.4 14.6 81.8 22.2 65.4 14.6 81.6 22.2
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 6,426: 2,814 2,807 1,761 1,540 1,445 6,115 6,013: 311 413
Old : 6,426: 2,814 2,807 1,761 1,540 1,445 6,115 6,013: 311 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -68: -133 229 -198 34 -394 -297 -364: 228 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 43.7 27.4 24.0 22.5 95.2 93.6: 4.8 6.4
Old : 100.0: 43.8 43.7 27.4 24.0 22.5 95.2 93.6: 4.8 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 : 21: 6 9 12 2 6 16 19:
Old : 21: 6 9 12 2 6 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 52.4 84.5 74.3 52.1 36.2 54.8 48.2
Old : 69.5 52.4 84.5 74.3 52.1 36.2 54.8 48.2
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 25, 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 : 360,102: 52,079 75,268 69,911 209,542 182,869 331,532 328,048: 28,570 32,053
Old : 254,172: 46,119 81,072 32,821 157,614 114,763 236,553 228,656: 17,619 25,516
Other: 105,929: 28,093 16,330 14,957 51,929 68,106 94,978 99,392: 10,951 6,537
: : :
: : Changes in Commitments from: May 18, 2010 :
: 19,362: 2,019 9,143 5,204 9,184 1,563 16,407 15,910: 2,955 3,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 20.9 19.4 58.2 50.8 92.1 91.1: 7.9 8.9
Old : 100.0: 18.1 31.9 12.9 62.0 45.2 93.1 90.0: 6.9 10.0
Other: 100.0: 26.5 15.4 14.1 49.0 64.3 89.7 93.8: 10.3 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 60 91 81 74 66 192 201:
Old : 252: 57 104 53 70 61 158 191:
Other: 148: 52 27 26 56 34 120 77:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 25.7 29.0 33.2 14.5 20.5 21.4 26.1
Old : 20.3 19.2 32.2 27.6 18.3 17.9 27.6 24.5
Other: 19.6 46.8 30.8 59.4 16.1 43.6 25.7 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 828,931: 72,161 154,403 53,237 553,319 471,070 678,717 678,709: 150,214 150,221
Old : 828,931: 72,161 154,403 53,237 553,319 471,070 678,717 678,709: 150,214 150,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -41,417: -4,416 -5,875 -16,070 -7,336 -22,556 -27,823 -44,501: -13,595 3,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 18.6 6.4 66.8 56.8 81.9 81.9: 18.1 18.1
Old : 100.0: 8.7 18.6 6.4 66.8 56.8 81.9 81.9: 18.1 18.1
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 : 151: 26 29 29 73 78 114 121:
Old : 151: 26 29 29 73 78 114 121:
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 : 19.7 22.4 30.0 33.4 17.6 17.6 26.9 25.3
Old : 19.7 22.4 30.0 33.4 17.6 17.6 26.9 25.3
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 25, 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 : 137,411: 3,519 15,495 2,647 91,803 100,229 97,969 118,371: 39,442 19,040
Old : 137,411: 3,519 15,495 2,647 91,803 100,229 97,969 118,371: 39,442 19,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 1,990: 70 -8,789 -311 -2,248 11,783 -2,489 2,683: 4,479 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.3 1.9 66.8 72.9 71.3 86.1: 28.7 13.9
Old : 100.0: 2.6 11.3 1.9 66.8 72.9 71.3 86.1: 28.7 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 : 30: 2 4 2 16 18 20 22:
Old : 30: 2 4 2 16 18 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 55.3 57.5 67.9 43.1 52.0 54.1 64.6
Old : 43.3 55.3 57.5 67.9 43.1 52.0 54.1 64.6
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 25, 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 : 10,305: 1,107 680 322 8,164 9,059 9,593 10,061: 712 244
Old : 10,305: 1,107 680 322 8,164 9,059 9,593 10,061: 712 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 1,009: 126 194 137 624 749 887 1,080: 122 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.6 3.1 79.2 87.9 93.1 97.6: 6.9 2.4
Old : 100.0: 10.7 6.6 3.1 79.2 87.9 93.1 97.6: 6.9 2.4
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 : 28: 5 6 3 15 17 23 23:
Old : 28: 5 6 3 15 17 23 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 : 56.2 67.2 72.4 83.6 12.9 14.8 18.5 20.9
Old : 56.2 67.2 72.4 83.6 12.9 14.8 18.5 20.9
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, May 25, 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 : 195,487: 43,594 15,920 34,815 82,114 118,464 160,523 169,200: 34,965 26,287
Old : 128,379: 41,234 12,596 16,402 46,506 79,293 104,142 108,291: 24,238 20,088
Other: 67,108: 8,992 9,956 11,781 35,608 39,171 56,381 60,909: 10,727 6,199
: : :
: : Changes in Commitments from: May 18, 2010 :
: -5,423: -7,263 -4,283 -661 1,018 -1,806 -6,906 -6,749: 1,483 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 8.1 17.8 42.0 60.6 82.1 86.6: 17.9 13.4
Old : 100.0: 32.1 9.8 12.8 36.2 61.8 81.1 84.4: 18.9 15.6
Other: 100.0: 13.4 14.8 17.6 53.1 58.4 84.0 90.8: 16.0 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 49 48 59 64 64 153 139:
Old : 173: 52 39 44 59 59 136 121:
Other: 117: 22 35 35 44 36 91 87:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 38.0 20.8 46.1 10.8 31.7 19.2 36.9
Old : 13.1 37.3 22.1 47.3 12.0 31.8 20.8 39.0
Other: 23.5 42.0 37.4 51.8 22.9 38.4 34.0 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 16,644: 3,679 4,426 1,452 8,842 8,202 13,974 14,079: 2,670 2,565
Old : 8,859: 3,187 4,222 395 3,635 2,961 7,217 7,577: 1,642 1,282
Other: 7,785: 796 508 754 5,207 5,241 6,757 6,502: 1,028 1,283
: : :
: : Changes in Commitments from: May 18, 2010 :
: 66: 101 55 -131 147 301 117 225: -51 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 26.6 8.7 53.1 49.3 84.0 84.6: 16.0 15.4
Old : 100.0: 36.0 47.7 4.5 41.0 33.4 81.5 85.5: 18.5 14.5
Other: 100.0: 10.2 6.5 9.7 66.9 67.3 86.8 83.5: 13.2 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 25 23 14 25 23 56 57:
Old : 77: 22 25 5 19 16 43 44:
Other: 53: 13 10 7 16 21 33 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 : 33.6 25.4 48.6 42.9 29.4 22.6 41.7 38.0
Old : 29.5 31.4 48.1 49.5 29.4 31.4 48.0 49.5
Other: 57.5 39.4 68.8 58.2 56.3 33.3 61.9 50.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 1,018,539: 233,575 184,854 86,853 585,579 615,533 906,007 887,240: 112,532 131,299
Old : 1,018,539: 233,575 184,854 86,853 585,579 615,533 906,007 887,240: 112,532 131,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -72,623: -26,592 12,963 -14,824 -35,775 -67,579 -77,191 -69,440: 4,568 -3,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 18.1 8.5 57.5 60.4 89.0 87.1: 11.0 12.9
Old : 100.0: 22.9 18.1 8.5 57.5 60.4 89.0 87.1: 11.0 12.9
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 : 211: 28 50 30 77 119 122 182:
Old : 211: 28 50 30 77 119 122 182:
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 : 44.3 17.5 52.6 25.5 44.1 14.8 50.9 22.0
Old : 44.3 17.5 52.6 25.5 44.1 14.8 50.9 22.0
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 25, 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 : 2,178,068: 148,505 343,225 175,076 1,570,351 1,342,897 1,893,931 1,861,197: 284,137 316,871
Old : 2,178,068: 148,505 343,225 175,076 1,570,351 1,342,897 1,893,931 1,861,197: 284,137 316,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -312,865: 4,615 -7,449 -148,297 -129,119 -157,095 -272,801 -312,840: -40,065 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 15.8 8.0 72.1 61.7 87.0 85.5: 13.0 14.5
Old : 100.0: 6.8 15.8 8.0 72.1 61.7 87.0 85.5: 13.0 14.5
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 : 253: 40 42 52 131 152 196 221:
Old : 253: 40 42 52 131 152 196 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 18.3 43.3 28.2 34.1 14.8 38.8 21.9
Old : 38.2 18.3 43.3 28.2 34.1 14.8 38.8 21.9
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 25, 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 : 1,103,652: 171,236 119,202 47,103 657,564 651,921 875,903 818,226: 227,749 285,426
Old : 1,103,652: 171,236 119,202 47,103 657,564 651,921 875,903 818,226: 227,749 285,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -71,698: 22,598 -24,833 -15,858 -91,175 -52,098 -84,434 -92,789: 12,737 21,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 10.8 4.3 59.6 59.1 79.4 74.1: 20.6 25.9
Old : 100.0: 15.5 10.8 4.3 59.6 59.1 79.4 74.1: 20.6 25.9
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 : 154: 24 24 22 70 94 101 133:
Old : 154: 24 24 22 70 94 101 133:
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 : 25.0 16.0 35.4 24.2 16.4 9.2 25.0 15.8
Old : 25.0 16.0 35.4 24.2 16.4 9.2 25.0 15.8
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 25, 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 : 1,197,613: 170,804 33,298 498,035 486,202 605,447 1,155,041 1,136,779: 42,572 60,834
Old : 1,197,613: 170,804 33,298 498,035 486,202 605,447 1,155,041 1,136,779: 42,572 60,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 33,990: 4,195 2,494 26,574 8,393 6,325 39,162 35,392: -5,173 -1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 2.8 41.6 40.6 50.6 96.4 94.9: 3.6 5.1
Old : 100.0: 14.3 2.8 41.6 40.6 50.6 96.4 94.9: 3.6 5.1
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 : 129: 27 25 43 63 67 111 118:
Old : 129: 27 25 43 63 67 111 118:
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 : 37.6 29.0 55.3 48.0 17.9 11.6 20.7 15.3
Old : 37.6 29.0 55.3 48.0 17.9 11.6 20.7 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 12,668: 2,134 411 0 7,684 9,305 9,818 9,716: 2,850 2,952
Old : 12,668: 2,134 411 0 7,684 9,305 9,818 9,716: 2,850 2,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.2 0.0 60.7 73.5 77.5 76.7: 22.5 23.3
Old : 100.0: 16.8 3.2 0.0 60.7 73.5 77.5 76.7: 22.5 23.3
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 : 20: 3 2 0 10 9 13 11:
Old : 20: 3 2 0 10 9 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 59.6 60.1 74.6 38.5 59.6 59.5 73.2
Old : 38.5 59.6 60.1 74.6 38.5 59.6 59.5 73.2
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 25, 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 : 77,929: 13,987 10,874 1,112 48,743 54,420 63,842 66,407: 14,087 11,523
Old : 77,929: 13,987 10,874 1,112 48,743 54,420 63,842 66,407: 14,087 11,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 907: -3,016 -304 -1,526 4,105 4,347 -437 2,517: 1,344 -1,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 14.0 1.4 62.5 69.8 81.9 85.2: 18.1 14.8
Old : 100.0: 17.9 14.0 1.4 62.5 69.8 81.9 85.2: 18.1 14.8
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: 26 11 10 30 32 59 51:
Old : 90: 26 11 10 30 32 59 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 : 25.0 37.1 38.6 53.6 24.7 37.1 37.4 50.7
Old : 25.0 37.1 38.6 53.6 24.7 37.1 37.4 50.7
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 25, 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 : 15,398: 2,642 657 204 12,134 14,152 14,980 15,013: 418 385
Old : 15,398: 2,642 657 204 12,134 14,152 14,980 15,013: 418 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 1,513: -1,001 -35 198 2,344 1,342 1,541 1,505: -28 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 4.3 1.3 78.8 91.9 97.3 97.5: 2.7 2.5
Old : 100.0: 17.2 4.3 1.3 78.8 91.9 97.3 97.5: 2.7 2.5
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 : 37: 4 7 1 10 20 14 28:
Old : 37: 4 7 1 10 20 14 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 : 70.6 66.2 90.1 81.3 64.6 63.4 80.5 70.4
Old : 70.6 66.2 90.1 81.3 64.6 63.4 80.5 70.4
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 25, 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 : 38,971: 4,166 1,472 0 33,728 36,664 37,894 38,136: 1,077 835
Old : 38,971: 4,166 1,472 0 33,728 36,664 37,894 38,136: 1,077 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 6,416: 367 646 -154 6,831 6,634 7,044 7,126: -628 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.8 0.0 86.5 94.1 97.2 97.9: 2.8 2.1
Old : 100.0: 10.7 3.8 0.0 86.5 94.1 97.2 97.9: 2.8 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 : 33: 9 4 0 7 14 16 18:
Old : 33: 9 4 0 7 14 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 : 84.9 74.7 95.0 87.8 69.6 65.6 79.7 74.4
Old : 84.9 74.7 95.0 87.8 69.6 65.6 79.7 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 28, 2010