WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, 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 : 451,749: 72,329 112,550 72,401 274,392 214,244 419,122 399,195: 32,627 52,554
Old : 20,843: 11,079 5,644 75 5,224 10,275 16,378 15,994: 4,465 4,849
Other: 430,906: 72,665 118,321 60,911 269,168 203,969 402,744 383,201: 28,162 47,705
: : :
: : Changes in Commitments from: April 20, 2010 :
: -2,136: -2,739 -6,924 -2,297 2,272 7,022 -2,764 -2,199: 628 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 24.9 16.0 60.7 47.4 92.8 88.4: 7.2 11.6
Old : 100.0: 53.2 27.1 0.4 25.1 49.3 78.6 76.7: 21.4 23.3
Other: 100.0: 16.9 27.5 14.1 62.5 47.3 93.5 88.9: 6.5 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 98 149 143 74 100 283 319:
Old : 116: 38 25 1 23 30 62 55:
Other: 396: 101 164 122 68 100 258 313:
:----------------------------------------------------------------------------------------------------
: 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 : 27.2 17.1 43.2 26.5 25.9 14.9 41.8 22.2
Old : 23.8 32.0 34.7 42.9 23.8 32.0 34.7 42.9
Other: 28.5 17.3 45.2 26.8 27.2 15.1 43.9 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, 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 : 1,151,983: 256,819 218,499 142,066 631,243 545,168 1,030,128 905,733: 121,855 246,250
Old : 719,907: 171,156 245,277 46,215 421,326 304,149 638,697 595,641: 81,210 124,266
Other: 432,076: 155,314 42,873 26,200 209,917 241,019 391,431 310,092: 40,645 121,984
: : :
: : Changes in Commitments from: April 20, 2010 :
: -25,734: -4,392 4,656 -28,327 11,953 6,865 -20,766 -16,806: -4,968 -8,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 19.0 12.3 54.8 47.3 89.4 78.6: 10.6 21.4
Old : 100.0: 23.8 34.1 6.4 58.5 42.2 88.7 82.7: 11.3 17.3
Other: 100.0: 35.9 9.9 6.1 48.6 55.8 90.6 71.8: 9.4 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 671: 171 146 180 197 272 463 544:
Old : 636: 157 169 107 164 250 379 475:
Other: 512: 143 86 69 106 238 277 369:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 13.8 29.2 19.6 19.0 12.8 28.2 18.2
Old : 25.1 11.9 36.3 19.8 25.0 11.9 35.5 19.6
Other: 23.9 19.3 33.3 24.5 23.5 19.3 32.2 24.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, 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 : 17,271: 2,486 3,945 812 10,646 10,565 13,944 15,322: 3,327 1,949
Old : 1,451: 145 19 0 676 1,255 821 1,274: 630 177
Other: 15,820: 2,378 3,963 775 9,970 9,310 13,123 14,048: 2,697 1,772
: : :
: : Changes in Commitments from: April 20, 2010 :
: -447: 65 -18 -51 -314 -553 -300 -622: -147 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 22.8 4.7 61.6 61.2 80.7 88.7: 19.3 11.3
Old : 100.0: 10.0 1.3 0.0 46.6 86.5 56.6 87.8: 43.4 12.2
Other: 100.0: 15.0 25.1 4.9 63.0 58.8 83.0 88.8: 17.0 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 15 15 4 16 12 33 30:
Old : 16: 4 2 0 6 4 10 6:
Other: 51: 16 15 4 15 11 32 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 48.7 54.9 64.6 28.8 39.9 42.5 55.3
Old : 47.8 86.5 55.2 87.8 47.8 86.5 55.2 87.8
Other: 35.5 52.4 57.7 68.3 33.5 46.2 50.4 61.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, 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 : 487,498: 126,391 58,292 65,712 244,849 262,065 436,952 386,069: 50,546 101,429
Old : 285,986: 91,509 44,585 21,016 139,457 175,313 251,982 240,914: 34,004 45,072
Other: 201,512: 60,864 39,689 18,714 105,392 86,752 184,970 145,155: 16,542 56,357
: : :
: : Changes in Commitments from: April 20, 2010 :
: -1,366: 6,444 -5,363 -5,738 -1,284 9,063 -578 -2,038: -788 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 12.0 13.5 50.2 53.8 89.6 79.2: 10.4 20.8
Old : 100.0: 32.0 15.6 7.3 48.8 61.3 88.1 84.2: 11.9 15.8
Other: 100.0: 30.2 19.7 9.3 52.3 43.1 91.8 72.0: 8.2 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 490: 134 137 150 97 164 342 382:
Old : 452: 138 126 86 81 142 276 315:
Other: 361: 86 108 68 60 140 191 279:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 20.2 30.6 27.3 18.5 18.8 28.6 23.7
Old : 28.2 27.4 36.6 37.7 28.0 26.5 36.4 34.7
Other: 29.1 12.5 39.9 19.7 28.8 11.2 39.6 17.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, 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 OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, 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 : 276,695: 48,918 27,740 49,010 148,889 178,097 246,817 254,847: 29,878 21,848
Old : 204,755: 41,432 37,648 25,352 115,320 123,533 182,104 186,533: 22,651 18,222
Other: 71,940: 23,227 5,833 7,917 33,569 54,564 64,713 68,314: 7,227 3,626
: : :
: : Changes in Commitments from: April 20, 2010 :
: -19,219: -3,281 -4,617 -8,658 -8,134 -1,859 -20,073 -15,134: 854 -4,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 10.0 17.7 53.8 64.4 89.2 92.1: 10.8 7.9
Old : 100.0: 20.2 18.4 12.4 56.3 60.3 88.9 91.1: 11.1 8.9
Other: 100.0: 32.3 8.1 11.0 46.7 75.8 90.0 95.0: 10.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 63 60 93 65 66 201 183:
Old : 239: 62 76 80 60 61 182 175:
Other: 118: 48 20 17 37 30 90 62:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 31.4 31.0 40.6 19.4 31.1 28.5 38.8
Old : 23.4 25.0 34.9 35.3 23.0 24.5 33.0 32.8
Other: 25.7 55.3 41.3 67.2 24.4 54.0 37.5 64.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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 : 685,417: 76,066 161,957 3,194 478,534 391,580 557,794 556,731: 127,623 128,686
Old : 685,417: 76,066 161,957 3,194 478,534 391,580 557,794 556,731: 127,623 128,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 29,880: 18,282 -1,220 1,186 -5,648 36,615 13,820 36,581: 16,060 -6,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 23.6 0.5 69.8 57.1 81.4 81.2: 18.6 18.8
Old : 100.0: 11.1 23.6 0.5 69.8 57.1 81.4 81.2: 18.6 18.8
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 : 161: 25 34 17 70 74 103 117:
Old : 161: 25 34 17 70 74 103 117:
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 : 22.4 17.1 34.0 29.4 19.9 16.9 31.4 28.1
Old : 22.4 17.1 34.0 29.4 19.9 16.9 31.4 28.1
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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 : 196,807: 61,052 25,023 23,574 78,469 123,114 163,095 171,711: 33,712 25,096
Old : 144,930: 58,040 19,257 11,070 49,707 94,568 118,817 124,895: 26,113 20,035
Other: 51,877: 10,010 12,764 5,506 28,762 28,546 44,278 46,816: 7,599 5,061
: : :
: : Changes in Commitments from: April 20, 2010 :
: -12,695: 5,662 -9,940 -8,972 -9,328 6,441 -12,638 -12,471: -57 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 12.7 12.0 39.9 62.6 82.9 87.2: 17.1 12.8
Old : 100.0: 40.0 13.3 7.6 34.3 65.3 82.0 86.2: 18.0 13.8
Other: 100.0: 19.3 24.6 10.6 55.4 55.0 85.4 90.2: 14.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 59 45 52 65 68 164 137:
Old : 194: 63 45 39 63 61 153 124:
Other: 113: 21 29 19 43 33 80 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 40.7 21.3 49.5 12.7 38.2 21.2 46.1
Old : 11.9 40.5 22.0 49.5 11.8 39.0 21.7 46.9
Other: 26.0 44.6 43.0 58.3 26.0 43.4 43.0 54.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, 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 : 16,820: 3,543 4,048 1,606 8,544 8,362 13,693 14,016: 3,127 2,804
Old : 11,420: 3,345 4,050 779 5,021 4,608 9,145 9,437: 2,275 1,983
Other: 5,400: 527 327 498 3,523 3,754 4,548 4,579: 852 821
: : :
: : Changes in Commitments from: April 20, 2010 :
: -384: -841 494 -372 291 -1,163 -922 -1,041: 538 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 24.1 9.5 50.8 49.7 81.4 83.3: 18.6 16.7
Old : 100.0: 29.3 35.5 6.8 44.0 40.4 80.1 82.6: 19.9 17.4
Other: 100.0: 9.8 6.1 9.2 65.2 69.5 84.2 84.8: 15.8 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 21 23 17 26 21 58 55:
Old : 79: 21 25 9 21 15 49 45:
Other: 40: 9 7 7 10 16 23 28:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 27.8 43.7 43.1 25.7 21.9 37.5 35.5
Old : 29.2 25.7 44.0 46.0 29.2 24.4 42.5 41.3
Other: 60.1 39.6 73.2 61.0 58.7 34.9 63.1 50.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, 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 : 1,022,883: 285,043 208,566 19,374 610,654 651,142 915,071 879,082: 107,812 143,801
Old : 1,022,883: 285,043 208,566 19,374 610,654 651,142 915,071 879,082: 107,812 143,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -19,891: -48,929 -10,997 666 17,565 -18,721 -30,698 -29,052: 10,807 9,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 20.4 1.9 59.7 63.7 89.5 85.9: 10.5 14.1
Old : 100.0: 27.9 20.4 1.9 59.7 63.7 89.5 85.9: 10.5 14.1
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 : 230: 36 50 16 82 111 126 169:
Old : 230: 36 50 16 82 111 126 169:
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 : 39.2 18.6 49.2 27.5 38.5 16.5 48.4 24.4
Old : 39.2 18.6 49.2 27.5 38.5 16.5 48.4 24.4
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 - Futures Only, 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 : 1,699,931: 129,472 347,721 38,616 1,232,617 995,200 1,400,705 1,381,537: 299,226 318,394
Old : 1,699,931: 129,472 347,721 38,616 1,232,617 995,200 1,400,705 1,381,537: 299,226 318,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 28,297: 5,237 -22,225 6,417 -19,546 28,507 -7,892 12,699: 36,189 15,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 20.5 2.3 72.5 58.5 82.4 81.3: 17.6 18.7
Old : 100.0: 7.6 20.5 2.3 72.5 58.5 82.4 81.3: 17.6 18.7
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 : 271: 34 58 34 106 137 167 203:
Old : 271: 34 58 34 106 137 167 203:
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 : 38.1 21.3 44.2 30.7 33.8 18.8 39.0 25.4
Old : 38.1 21.3 44.2 30.7 33.8 18.8 39.0 25.4
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 - Futures Only, 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 : 979,903: 166,976 135,783 16,723 590,275 587,857 773,974 740,363: 205,929 239,540
Old : 979,903: 166,976 135,783 16,723 590,275 587,857 773,974 740,363: 205,929 239,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 35,523: 23,323 -8,165 1,775 -1,524 22,426 23,574 16,036: 11,949 19,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 13.9 1.7 60.2 60.0 79.0 75.6: 21.0 24.4
Old : 100.0: 17.0 13.9 1.7 60.2 60.0 79.0 75.6: 21.0 24.4
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 : 157: 26 26 18 61 82 96 117:
Old : 157: 26 26 18 61 82 96 117:
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 : 22.6 16.4 33.5 26.8 17.7 12.4 26.9 19.9
Old : 22.6 16.4 33.5 26.8 17.7 12.4 26.9 19.9
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 - Futures Only, 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 : 688,191: 130,987 51,616 61,118 454,213 520,483 646,318 633,217: 41,873 54,974
Old : 688,191: 130,987 51,616 61,118 454,213 520,483 646,318 633,217: 41,873 54,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 7,503: -17,733 -2,597 -29,629 52,624 37,377 5,262 5,151: 2,241 2,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 7.5 8.9 66.0 75.6 93.9 92.0: 6.1 8.0
Old : 100.0: 19.0 7.5 8.9 66.0 75.6 93.9 92.0: 6.1 8.0
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 : 120: 25 22 30 58 63 97 104:
Old : 120: 25 22 30 58 63 97 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 35.3 44.1 46.8 23.5 19.7 31.5 25.2
Old : 27.9 35.3 44.1 46.8 23.5 19.7 31.5 25.2
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 - Futures Only, 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 : 86,904: 31,324 12,967 607 40,950 58,661 72,881 72,235: 14,023 14,669
Old : 86,904: 31,324 12,967 607 40,950 58,661 72,881 72,235: 14,023 14,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,131: 1,331 3,197 459 -100 -4,869 1,690 -1,213: -559 2,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 14.9 0.7 47.1 67.5 83.9 83.1: 16.1 16.9
Old : 100.0: 36.0 14.9 0.7 47.1 67.5 83.9 83.1: 16.1 16.9
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 : 97: 33 13 4 26 32 60 48:
Old : 97: 33 13 4 26 32 60 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 34.7 39.1 51.8 25.0 34.7 38.7 51.8
Old : 25.4 34.7 39.1 51.8 25.0 34.7 38.7 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, 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 - Futures Only, 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