WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, 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 : 454,988: 74,172 111,065 62,412 286,746 229,313 423,330 402,790: 31,658 52,198
Old : 422,659: 74,196 106,533 54,944 264,014 216,143 393,154 377,620: 29,505 45,039
Other: 32,329: 5,866 10,422 1,578 22,732 13,170 30,176 25,170: 2,153 7,159
: : :
: : Changes in Commitments from: May 4, 2010 :
: 2,575: -3,183 -35 -3,521 8,195 5,355 1,491 1,799: 1,084 776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 24.4 13.7 63.0 50.4 93.0 88.5: 7.0 11.5
Old : 100.0: 17.6 25.2 13.0 62.5 51.1 93.0 89.3: 7.0 10.7
Other: 100.0: 18.1 32.2 4.9 70.3 40.7 93.3 77.9: 6.7 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 97 161 123 68 105 257 311:
Old : 388: 100 162 117 65 100 250 304:
Other: 122: 24 28 9 31 47 62 81:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 18.3 44.1 28.4 26.5 15.6 42.7 23.5
Old : 29.7 18.6 46.6 29.5 28.5 17.3 45.3 27.2
Other: 43.6 35.3 59.9 44.8 43.6 34.0 58.0 41.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, 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 : 1,188,814: 284,494 167,762 155,622 627,263 611,577 1,067,379 934,961: 121,435 253,853
Old : 678,524: 189,760 192,544 30,012 382,798 337,222 602,570 559,778: 75,954 118,746
Other: 510,290: 171,406 51,890 48,938 244,465 274,355 464,809 375,183: 45,481 135,107
: : :
: : Changes in Commitments from: May 4, 2010 :
: 18,176: 11,617 -8,038 4,109 1,332 18,701 17,058 14,772: 1,118 3,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 14.1 13.1 52.8 51.4 89.8 78.6: 10.2 21.4
Old : 100.0: 28.0 28.4 4.4 56.4 49.7 88.8 82.5: 11.2 17.5
Other: 100.0: 33.6 10.2 9.6 47.9 53.8 91.1 73.5: 8.9 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 188 126 179 176 290 457 539:
Old : 641: 172 145 88 132 260 351 448:
Other: 545: 139 102 72 113 259 282 409:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 14.9 29.1 20.3 18.5 13.2 27.6 18.1
Old : 26.7 13.7 36.8 20.3 26.4 13.7 35.6 20.1
Other: 23.8 19.5 33.1 25.3 23.4 19.3 32.1 24.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, 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 : 16,897: 2,592 4,496 341 10,691 10,137 13,624 14,974: 3,273 1,923
Old : 16,897: 2,592 4,496 341 10,691 10,137 13,624 14,974: 3,273 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 532: -70 357 -257 814 584 487 684: 45 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 26.6 2.0 63.3 60.0 80.6 88.6: 19.4 11.4
Old : 100.0: 15.3 26.6 2.0 63.3 60.0 80.6 88.6: 19.4 11.4
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 : 53: 15 17 4 16 10 33 29:
Old : 53: 15 17 4 16 10 33 29:
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 : 33.5 48.8 53.4 65.3 30.0 42.9 45.9 58.6
Old : 33.5 48.8 53.4 65.3 30.0 42.9 45.9 58.6
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 - Futures Only, 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 : 460,005: 111,737 64,412 61,279 245,883 238,414 418,899 364,105: 41,106 95,900
Old : 252,126: 75,063 52,127 12,157 139,949 149,656 227,169 213,940: 24,957 38,186
Other: 207,879: 62,989 38,600 22,807 105,934 88,758 191,730 150,165: 16,149 57,714
: : :
: : Changes in Commitments from: May 4, 2010 :
: -15,883: -15,772 3,851 -1,949 8,118 -13,639 -9,603 -11,737: -6,280 -4,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.0 13.3 53.5 51.8 91.1 79.2: 8.9 20.8
Old : 100.0: 29.8 20.7 4.8 55.5 59.4 90.1 84.9: 9.9 15.1
Other: 100.0: 30.3 18.6 11.0 51.0 42.7 92.2 72.2: 7.8 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 140 127 124 90 164 308 364:
Old : 432: 135 124 57 66 135 235 286:
Other: 357: 101 83 63 65 143 200 265:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 21.2 31.4 26.6 19.2 19.7 29.7 24.0
Old : 30.2 30.3 39.4 37.2 30.0 29.4 39.2 35.5
Other: 27.5 13.1 38.5 20.1 27.2 11.7 38.2 17.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, 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 OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, 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 : 287,848: 53,684 51,037 40,819 168,937 169,717 263,440 261,573: 24,408 26,275
Old : 205,557: 46,023 58,363 13,960 129,244 111,477 189,227 183,800: 16,330 21,757
Other: 82,291: 26,033 11,046 8,487 39,693 58,240 74,213 77,773: 8,078 4,518
: : :
: : Changes in Commitments from: May 4, 2010 :
: 10,652: 5,210 3,901 1,629 6,432 4,361 13,271 9,891: -2,619 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 17.7 14.2 58.7 59.0 91.5 90.9: 8.5 9.1
Old : 100.0: 22.4 28.4 6.8 62.9 54.2 92.1 89.4: 7.9 10.6
Other: 100.0: 31.6 13.4 10.3 48.2 70.8 90.2 94.5: 9.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 66 74 76 64 52 186 168:
Old : 236: 62 93 47 59 45 152 155:
Other: 133: 52 27 20 39 31 102 68:
:----------------------------------------------------------------------------------------------------
: 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 29.3 31.5 38.0 19.4 26.5 27.4 33.9
Old : 23.6 24.6 36.7 34.5 22.9 24.6 34.7 33.9
Other: 22.3 52.6 36.1 66.0 21.1 52.0 33.6 61.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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 : 738,472: 73,416 172,532 11,723 504,191 430,077 589,330 614,332: 149,142 124,140
Old : 738,472: 73,416 172,532 11,723 504,191 430,077 589,330 614,332: 149,142 124,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 19,259: -3,235 13,068 5,906 441 12,627 3,112 31,601: 16,147 -12,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 23.4 1.6 68.3 58.2 79.8 83.2: 20.2 16.8
Old : 100.0: 9.9 23.4 1.6 68.3 58.2 79.8 83.2: 20.2 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 : 156: 23 31 17 70 73 101 113:
Old : 156: 23 31 17 70 73 101 113:
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 : 21.3 20.3 32.9 32.2 19.5 18.8 31.0 29.4
Old : 21.3 20.3 32.9 32.2 19.5 18.8 31.0 29.4
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, 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 - Futures Only, 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 - Futures Only, 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 : 182,333: 57,357 27,178 21,065 70,226 111,167 148,648 159,410: 33,685 22,923
Old : 128,364: 53,764 22,701 8,155 41,670 79,749 103,589 110,605: 24,775 17,759
Other: 53,969: 10,844 11,728 5,659 28,556 31,418 45,059 48,805: 8,910 5,164
: : :
: : Changes in Commitments from: May 4, 2010 :
: -7,934: -7,857 -1,985 592 1,345 -5,146 -5,920 -6,539: -2,014 -1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 14.9 11.6 38.5 61.0 81.5 87.4: 18.5 12.6
Old : 100.0: 41.9 17.7 6.4 32.5 62.1 80.7 86.2: 19.3 13.8
Other: 100.0: 20.1 21.7 10.5 52.9 58.2 83.5 90.4: 16.5 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 59 49 52 63 59 159 135:
Old : 190: 60 50 38 60 53 147 119:
Other: 112: 28 29 22 40 28 82 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 41.4 22.3 49.4 13.0 39.4 21.9 45.9
Old : 13.7 40.9 23.7 49.8 13.3 39.5 23.1 47.3
Other: 23.7 46.0 40.1 56.4 23.7 45.3 40.1 52.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, 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 : 15,236: 3,414 4,326 972 8,174 7,584 12,560 12,882: 2,676 2,354
Old : 8,818: 3,242 4,297 2 3,880 3,142 7,124 7,441: 1,694 1,377
Other: 6,418: 655 512 487 4,294 4,442 5,436 5,441: 982 977
: : :
: : Changes in Commitments from: May 4, 2010 :
: -552: -293 107 -228 -105 -301 -626 -422: 74 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 28.4 6.4 53.6 49.8 82.4 84.5: 17.6 15.5
Old : 100.0: 36.8 48.7 0.0 44.0 35.6 80.8 84.4: 19.2 15.6
Other: 100.0: 10.2 8.0 7.6 66.9 69.2 84.7 84.8: 15.3 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 19 24 13 25 22 52 56:
Old : 75: 20 25 1 18 12 39 37:
Other: 43: 8 10 5 11 18 22 31:
:----------------------------------------------------------------------------------------------------
: 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 : 35.8 25.1 51.7 42.7 31.2 23.1 44.2 37.9
Old : 37.4 30.4 54.1 50.9 37.4 30.4 54.1 50.9
Other: 61.1 40.8 72.6 59.2 59.6 34.4 64.4 51.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, 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 : 1,014,918: 281,093 210,127 36,590 591,042 629,395 908,725 876,112: 106,193 138,806
Old : 1,014,918: 281,093 210,127 36,590 591,042 629,395 908,725 876,112: 106,193 138,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -83,197: -11,411 -34,713 -795 -74,317 -23,832 -86,523 -59,340: 3,326 -23,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 20.7 3.6 58.2 62.0 89.5 86.3: 10.5 13.7
Old : 100.0: 27.7 20.7 3.6 58.2 62.0 89.5 86.3: 10.5 13.7
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 : 222: 28 56 18 77 112 118 173:
Old : 222: 28 56 18 77 112 118 173:
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 : 44.8 19.6 54.8 27.2 44.6 17.2 53.5 24.1
Old : 44.8 19.6 54.8 27.2 44.6 17.2 53.5 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, 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 : 1,803,247: 142,415 382,212 34,011 1,341,421 1,095,460 1,517,847 1,511,683: 285,400 291,564
Old : 1,803,247: 142,415 382,212 34,011 1,341,421 1,095,460 1,517,847 1,511,683: 285,400 291,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 100,619: 39,274 21,191 -4,889 92,168 102,911 126,553 119,213: -25,934 -18,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 21.2 1.9 74.4 60.7 84.2 83.8: 15.8 16.2
Old : 100.0: 7.9 21.2 1.9 74.4 60.7 84.2 83.8: 15.8 16.2
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 : 275: 28 66 39 114 136 174 210:
Old : 275: 28 66 39 114 136 174 210:
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 : 39.6 19.5 46.0 32.1 35.3 16.0 41.3 24.8
Old : 39.6 19.5 46.0 32.1 35.3 16.0 41.3 24.8
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 - Futures Only, 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 : 1,029,788: 166,018 104,750 20,158 626,453 662,774 812,629 787,682: 217,159 242,106
Old : 1,029,788: 166,018 104,750 20,158 626,453 662,774 812,629 787,682: 217,159 242,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 29,216: -19,439 -14,732 2,633 35,114 22,687 18,308 10,588: 10,908 18,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 10.2 2.0 60.8 64.4 78.9 76.5: 21.1 23.5
Old : 100.0: 16.1 10.2 2.0 60.8 64.4 78.9 76.5: 21.1 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 : 157: 27 28 19 61 83 97 121:
Old : 157: 27 28 19 61 83 97 121:
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 : 24.1 19.8 33.1 29.3 16.9 15.6 24.6 22.2
Old : 24.1 19.8 33.1 29.3 16.9 15.6 24.6 22.2
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, 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 : 618,126: 125,349 18,991 58,511 386,585 481,749 570,445 559,251: 47,681 58,875
Old : 618,126: 125,349 18,991 58,511 386,585 481,749 570,445 559,251: 47,681 58,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -16,477: -10,939 -2,523 -529 -9,829 -17,419 -21,297 -20,471: 4,820 3,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 3.1 9.5 62.5 77.9 92.3 90.5: 7.7 9.5
Old : 100.0: 20.3 3.1 9.5 62.5 77.9 92.3 90.5: 7.7 9.5
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 : 106: 25 17 28 52 54 89 92:
Old : 106: 25 17 28 52 54 89 92:
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 : 30.9 39.2 47.4 51.2 23.7 20.2 31.7 27.4
Old : 30.9 39.2 47.4 51.2 23.7 20.2 31.7 27.4
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, 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 : 74,561: 18,185 9,768 1,619 41,726 50,327 61,530 61,714: 13,031 12,847
Old : 74,561: 18,185 9,768 1,619 41,726 50,327 61,530 61,714: 13,031 12,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -8,994: -8,101 -3,839 454 -1,157 -4,595 -8,804 -7,980: -190 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 13.1 2.2 56.0 67.5 82.5 82.8: 17.5 17.2
Old : 100.0: 24.4 13.1 2.2 56.0 67.5 82.5 82.8: 17.5 17.2
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 : 89: 25 10 9 27 33 53 51:
Old : 89: 25 10 9 27 33 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 32.3 43.4 49.4 27.4 32.3 43.4 49.4
Old : 27.4 32.3 43.4 49.4 27.4 32.3 43.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, 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 - Futures Only, 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