WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, 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 : 488,828: 77,653 130,530 73,702 303,793 229,155 455,148 433,387: 33,680 55,441
Old : 443,636: 77,710 121,364 63,659 271,451 212,303 412,820 397,326: 30,816 46,310
Other: 45,192: 7,146 16,369 2,840 32,342 16,852 42,328 36,061: 2,864 9,131
: : :
: : Changes in Commitments from: May 18, 2010 :
: 21,435: 2,064 6,914 8,689 9,746 5,303 20,499 20,906: 936 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 26.7 15.1 62.1 46.9 93.1 88.7: 6.9 11.3
Old : 100.0: 17.5 27.4 14.3 61.2 47.9 93.1 89.6: 6.9 10.4
Other: 100.0: 15.8 36.2 6.3 71.6 37.3 93.7 79.8: 6.3 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 111 161 140 71 96 278 323:
Old : 403: 114 168 131 67 89 267 313:
Other: 150: 36 35 15 35 51 84 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 16.6 41.3 26.8 24.9 13.4 40.0 20.9
Old : 28.4 17.0 44.0 28.2 27.2 15.2 42.8 25.6
Other: 38.3 32.5 54.3 44.9 38.0 31.8 52.4 41.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, 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 : 1,207,240: 290,519 167,671 167,104 631,023 616,690 1,088,646 951,465: 118,594 255,775
Old : 667,385: 183,423 195,215 31,341 382,070 325,698 596,834 552,254: 70,551 115,131
Other: 539,855: 189,583 54,943 53,276 248,953 290,992 491,812 399,211: 48,043 140,644
: : :
: : Changes in Commitments from: May 18, 2010 :
: -4,105: -5,495 -17,462 4,413 -4,834 6,106 -5,916 -6,943: 1,811 2,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 13.9 13.8 52.3 51.1 90.2 78.8: 9.8 21.2
Old : 100.0: 27.5 29.3 4.7 57.2 48.8 89.4 82.7: 10.6 17.3
Other: 100.0: 35.1 10.2 9.9 46.1 53.9 91.1 73.9: 8.9 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 189 142 179 180 287 468 549:
Old : 647: 170 160 96 137 252 359 459:
Other: 565: 156 104 77 115 262 300 420:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 15.2 28.0 20.8 17.4 13.8 26.5 18.4
Old : 25.9 13.4 36.7 20.9 25.9 13.4 35.3 20.6
Other: 22.9 20.6 32.6 26.0 22.4 19.5 30.9 24.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, 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 : 17,927: 2,555 4,578 127 11,591 11,008 14,273 15,713: 3,654 2,214
Old : 17,927: 2,555 4,578 127 11,591 11,008 14,273 15,713: 3,654 2,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 756: -146 -318 -167 846 1,092 533 607: 223 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 25.5 0.7 64.7 61.4 79.6 87.6: 20.4 12.4
Old : 100.0: 14.3 25.5 0.7 64.7 61.4 79.6 87.6: 20.4 12.4
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 : 51: 14 17 3 15 11 29 31:
Old : 51: 14 17 3 15 11 29 31:
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 : 35.6 48.6 55.0 65.9 28.6 39.8 45.0 55.3
Old : 35.6 48.6 55.0 65.9 28.6 39.8 45.0 55.3
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 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 : 455,445: 96,271 71,565 64,957 253,814 223,783 415,042 360,305: 40,403 95,140
Old : 236,386: 67,806 64,302 7,778 137,504 128,491 213,088 200,571: 23,298 35,815
Other: 219,059: 60,498 39,296 25,146 116,310 95,292 201,954 159,734: 17,105 59,325
: : :
: : Changes in Commitments from: May 18, 2010 :
: -4,667: -8,022 491 433 2,550 -4,728 -5,039 -3,804: 372 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 15.7 14.3 55.7 49.1 91.1 79.1: 8.9 20.9
Old : 100.0: 28.7 27.2 3.3 58.2 54.4 90.1 84.8: 9.9 15.2
Other: 100.0: 27.6 17.9 11.5 53.1 43.5 92.2 72.9: 7.8 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 138 124 130 104 163 314 371:
Old : 424: 129 118 45 75 134 229 275:
Other: 369: 92 97 65 72 141 208 273:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 19.6 31.7 24.4 19.5 18.4 30.3 22.5
Old : 30.0 27.9 41.2 35.5 29.8 27.5 40.9 34.9
Other: 23.6 13.3 34.4 21.1 23.2 11.4 33.8 17.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, 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 OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, 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 : 318,500: 57,599 72,216 48,437 185,093 166,658 291,129 287,311: 27,371 31,189
Old : 226,111: 53,468 79,087 16,578 139,428 105,700 209,474 201,365: 16,637 24,746
Other: 92,389: 28,203 17,201 7,787 45,665 60,958 81,655 85,946: 10,734 6,443
: : :
: : Changes in Commitments from: May 18, 2010 :
: 18,800: 2,695 9,091 5,237 7,999 1,180 15,931 15,508: 2,869 3,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 22.7 15.2 58.1 52.3 91.4 90.2: 8.6 9.8
Old : 100.0: 23.6 35.0 7.3 61.7 46.7 92.6 89.1: 7.4 10.9
Other: 100.0: 30.5 18.6 8.4 49.4 66.0 88.4 93.0: 11.6 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 64 84 70 65 57 179 182:
Old : 245: 62 96 37 60 53 143 169:
Other: 142: 50 29 17 49 28 110 65:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 24.7 30.5 32.5 16.5 22.8 24.3 29.7
Old : 22.3 20.1 35.3 29.1 21.2 19.9 32.0 28.1
Other: 19.2 47.4 31.0 60.5 18.5 47.4 29.5 58.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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 : 757,180: 72,318 154,875 20,237 523,607 445,622 616,162 620,734: 141,018 136,446
Old : 757,180: 72,318 154,875 20,237 523,607 445,622 616,162 620,734: 141,018 136,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 7,460: -5,720 -20,640 5,866 14,899 7,037 15,045 -7,737: -7,585 15,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 20.5 2.7 69.2 58.9 81.4 82.0: 18.6 18.0
Old : 100.0: 9.6 20.5 2.7 69.2 58.9 81.4 82.0: 18.6 18.0
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 : 148: 27 25 18 70 74 106 108:
Old : 148: 27 25 18 70 74 106 108:
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 : 21.6 24.4 32.8 36.3 19.2 19.1 29.5 27.9
Old : 21.6 24.4 32.8 36.3 19.2 19.1 29.5 27.9
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 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 - Futures Only, 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 - Futures Only, 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 : 171,451: 43,546 17,973 20,462 74,242 108,051 138,250 146,486: 33,201 24,965
Old : 114,257: 41,431 15,632 7,044 42,587 72,416 91,062 95,092: 23,195 19,165
Other: 57,194: 9,683 9,909 5,850 31,655 35,635 47,188 51,394: 10,006 5,800
: : :
: : Changes in Commitments from: May 18, 2010 :
: -4,694: -7,383 -4,971 502 519 -1,671 -6,362 -6,140: 1,668 1,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 10.5 11.9 43.3 63.0 80.6 85.4: 19.4 14.6
Old : 100.0: 36.3 13.7 6.2 37.3 63.4 79.7 83.2: 20.3 16.8
Other: 100.0: 16.9 17.3 10.2 55.3 62.3 82.5 89.9: 17.5 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 47 43 49 63 58 145 124:
Old : 167: 48 40 30 57 50 126 103:
Other: 110: 25 25 22 42 31 83 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 39.4 22.7 47.9 12.6 35.3 22.3 41.8
Old : 14.7 38.1 24.8 47.9 13.5 34.1 23.4 42.3
Other: 26.7 46.5 40.2 56.8 26.5 45.7 39.8 53.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, 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 : 15,536: 3,739 4,460 881 8,365 7,772 12,985 13,113: 2,551 2,423
Old : 8,201: 3,322 4,267 0 3,265 2,690 6,587 6,957: 1,614 1,244
Other: 7,335: 767 543 531 5,100 5,082 6,398 6,156: 937 1,179
: : :
: : Changes in Commitments from: May 18, 2010 :
: 35: 106 13 -150 135 265 91 128: -56 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 28.7 5.7 53.8 50.0 83.6 84.4: 16.4 15.6
Old : 100.0: 40.5 52.0 0.0 39.8 32.8 80.3 84.8: 19.7 15.2
Other: 100.0: 10.5 7.4 7.2 69.5 69.3 87.2 83.9: 12.8 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 22 23 14 24 23 54 57:
Old : 76: 22 25 0 17 12 39 37:
Other: 49: 11 11 6 14 19 29 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 26.4 51.3 44.7 31.5 24.2 44.7 39.6
Old : 31.9 33.9 49.8 53.5 31.9 33.9 49.8 53.5
Other: 60.8 41.6 72.1 61.5 59.7 35.3 65.7 53.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, 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 : 985,918: 234,466 186,472 64,402 576,660 607,356 875,528 858,230: 110,390 127,688
Old : 985,918: 234,466 186,472 64,402 576,660 607,356 875,528 858,230: 110,390 127,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -40,932: -29,028 2,760 5,491 -23,173 -47,763 -46,710 -39,512: 5,778 -1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.9 6.5 58.5 61.6 88.8 87.0: 11.2 13.0
Old : 100.0: 23.8 18.9 6.5 58.5 61.6 88.8 87.0: 11.2 13.0
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 : 207: 26 49 24 71 118 110 178:
Old : 207: 26 49 24 71 118 110 178:
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 : 45.8 18.0 54.4 26.3 45.5 15.3 52.6 22.5
Old : 45.8 18.0 54.4 26.3 45.5 15.3 52.6 22.5
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 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 : 1,839,897: 137,509 333,515 29,402 1,404,181 1,177,639 1,571,092 1,540,556: 268,805 299,341
Old : 1,839,897: 137,509 333,515 29,402 1,404,181 1,177,639 1,571,092 1,540,556: 268,805 299,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -28,192: -10,092 -81,315 -8,749 20,071 47,355 1,230 -42,709: -29,422 14,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 18.1 1.6 76.3 64.0 85.4 83.7: 14.6 16.3
Old : 100.0: 7.5 18.1 1.6 76.3 64.0 85.4 83.7: 14.6 16.3
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 : 247: 27 49 29 111 137 158 196:
Old : 247: 27 49 29 111 137 158 196:
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 : 44.9 21.2 50.8 32.2 40.8 18.0 46.3 26.4
Old : 44.9 21.2 50.8 32.2 40.8 18.0 46.3 26.4
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, 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 : 1,064,314: 172,549 118,524 33,202 643,756 640,892 849,507 792,618: 214,807 271,696
Old : 1,064,314: 172,549 118,524 33,202 643,756 640,892 849,507 792,618: 214,807 271,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -37,949: 15,110 -32,378 9,559 -79,528 -39,676 -54,859 -62,495: 16,910 24,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 11.1 3.1 60.5 60.2 79.8 74.5: 20.2 25.5
Old : 100.0: 16.2 11.1 3.1 60.5 60.2 79.8 74.5: 20.2 25.5
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 : 151: 23 24 16 63 92 92 126:
Old : 151: 23 24 16 63 92 92 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 16.6 36.5 25.1 16.9 9.6 25.7 16.3
Old : 25.6 16.6 36.5 25.1 16.9 9.6 25.7 16.3
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 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 : 666,266: 144,958 25,238 58,871 425,977 527,697 629,806 611,806: 36,460 54,460
Old : 666,266: 144,958 25,238 58,871 425,977 527,697 629,806 611,806: 36,460 54,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 7,897: 4,635 2,512 -773 10,746 8,002 14,608 9,741: -6,711 -1,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 3.8 8.8 63.9 79.2 94.5 91.8: 5.5 8.2
Old : 100.0: 21.8 3.8 8.8 63.9 79.2 94.5 91.8: 5.5 8.2
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 : 113: 23 16 29 56 58 94 96:
Old : 113: 23 16 29 56 58 94 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 38.9 48.5 50.8 23.6 20.4 33.1 26.6
Old : 31.6 38.9 48.5 50.8 23.6 20.4 33.1 26.6
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 - Futures Only, 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 : 12,580: 2,134 411 0 7,683 9,305 9,817 9,716: 2,763 2,864
Old : 12,580: 2,134 411 0 7,683 9,305 9,817 9,716: 2,763 2,864
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: 17.0 3.3 0.0 61.1 74.0 78.0 77.2: 22.0 22.8
Old : 100.0: 17.0 3.3 0.0 61.1 74.0 78.0 77.2: 22.0 22.8
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 : 20: 3 2 0 10 8 13 10:
Old : 20: 3 2 0 10 8 13 10:
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 : 38.8 60.0 60.5 75.1 38.8 60.0 59.9 73.7
Old : 38.8 60.0 60.5 75.1 38.8 60.0 59.9 73.7
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 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 : 75,015: 13,904 10,913 546 46,784 52,329 61,234 63,788: 13,781 11,227
Old : 75,015: 13,904 10,913 546 46,784 52,329 61,234 63,788: 13,781 11,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 1,269: -3,043 -301 -1,359 4,219 4,628 -183 2,968: 1,452 -1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 14.5 0.7 62.4 69.8 81.6 85.0: 18.4 15.0
Old : 100.0: 18.5 14.5 0.7 62.4 69.8 81.6 85.0: 18.4 15.0
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 : 89: 25 11 6 28 32 54 49:
Old : 89: 25 11 6 28 32 54 49:
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 : 25.9 38.5 39.1 54.2 25.7 38.5 38.9 52.8
Old : 25.9 38.5 39.1 54.2 25.7 38.5 38.9 52.8
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, 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 - Futures Only, 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