WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 554,463: 78,615 112,956 125,294 313,955 257,071 517,864 495,322: 36,599 59,142
Old : 515,605: 78,570 106,632 116,078 287,319 241,794 481,967 464,504: 33,637 51,100
Other: 38,859: 6,501 12,781 2,760 26,636 15,277 35,897 30,817: 2,961 8,041
: : :
: : Changes in Commitments from: May 11, 2010 :
: 14,744: 1,610 10,727 6,030 5,530 -4,090 13,170 12,667: 1,574 2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 20.4 22.6 56.6 46.4 93.4 89.3: 6.6 10.7
Old : 100.0: 15.2 20.7 22.5 55.7 46.9 93.5 90.1: 6.5 9.9
Other: 100.0: 16.7 32.9 7.1 68.5 39.3 92.4 79.3: 7.6 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 136 140 161 83 109 305 340:
Old : 407: 138 142 156 79 104 297 333:
Other: 138: 29 31 21 35 49 79 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 15.5 37.1 24.7 21.9 12.5 35.3 19.5
Old : 24.8 15.7 39.1 25.5 23.4 14.0 37.3 22.7
Other: 40.7 33.2 55.3 43.2 40.7 31.3 52.9 39.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 1,603,124: 281,061 178,723 421,257 759,372 707,301 1,461,689 1,307,281: 141,434 295,842
Old : 912,937: 158,852 202,176 201,631 465,802 377,465 826,285 781,273: 86,653 131,664
Other: 690,186: 191,971 46,309 149,863 293,570 329,836 635,405 526,008: 54,782 164,178
: : :
: : Changes in Commitments from: May 11, 2010 :
: 28,128: 8,809 12,562 22,280 752 -7,683 31,841 27,159: -3,712 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 11.1 26.3 47.4 44.1 91.2 81.5: 8.8 18.5
Old : 100.0: 17.4 22.1 22.1 51.0 41.3 90.5 85.6: 9.5 14.4
Other: 100.0: 27.8 6.7 21.7 42.5 47.8 92.1 76.2: 7.9 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 731: 200 160 247 226 312 549 624:
Old : 688: 158 196 180 202 287 464 562:
Other: 590: 175 98 156 142 276 376 476:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 11.9 22.7 17.0 13.9 9.4 20.7 13.0
Old : 19.2 10.4 27.7 16.1 18.8 9.5 26.0 14.1
Other: 19.1 16.3 27.2 21.0 18.3 14.9 25.8 18.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 18,632: 1,684 4,906 1,552 11,816 10,061 15,052 16,519: 3,580 2,113
Old : 18,632: 1,684 4,906 1,552 11,816 10,061 15,052 16,519: 3,580 2,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 466: -52 376 137 141 -197 226 317: 239 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 26.3 8.3 63.4 54.0 80.8 88.7: 19.2 11.3
Old : 100.0: 9.0 26.3 8.3 63.4 54.0 80.8 88.7: 19.2 11.3
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 : 56: 14 21 7 17 13 34 38:
Old : 56: 14 21 7 17 13 34 38:
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 : 33.0 43.2 52.8 59.5 30.0 37.9 46.7 51.6
Old : 33.0 43.2 52.8 59.5 30.0 37.9 46.7 51.6
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 with Delta-adjusted Options and Futures Combined, May 18, 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 : 603,692: 90,704 75,079 166,043 300,042 254,164 556,789 495,286: 46,903 108,406
Old : 328,197: 54,858 65,299 71,727 175,067 149,456 301,651 286,481: 26,546 41,716
Other: 275,495: 63,236 37,170 66,926 124,975 104,709 255,138 208,805: 20,357 66,689
: : :
: : Changes in Commitments from: May 11, 2010 :
: 13,250: -14,764 9,393 13,487 14,858 -10,857 13,582 12,024: -332 1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.4 27.5 49.7 42.1 92.2 82.0: 7.8 18.0
Old : 100.0: 16.7 19.9 21.9 53.3 45.5 91.9 87.3: 8.1 12.7
Other: 100.0: 23.0 13.5 24.3 45.4 38.0 92.6 75.8: 7.4 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 507: 149 144 184 121 176 371 428:
Old : 465: 130 148 128 99 157 300 367:
Other: 398: 109 105 109 83 155 253 320:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 16.9 28.0 22.3 15.7 11.3 23.9 15.0
Old : 23.6 22.3 36.4 28.6 22.6 16.5 32.0 21.5
Other: 20.6 12.3 29.9 20.0 19.5 9.3 27.9 14.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 18,572: 14,868 390 395 46 3,400 15,309 4,185: 3,263 14,387
Old : 4,495: 2,492 488 23 46 182 2,561 693: 1,934 3,802
Other: 14,077: 12,714 240 34 0 3,218 12,748 3,492: 1,329 10,585
: : :
: : Changes in Commitments from: May 11, 2010 :
: 189: -82 -40 171 0 -44 89 87: 100 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 2.1 2.1 0.2 18.3 82.4 22.5: 17.6 77.5
Old : 100.0: 55.4 10.9 0.5 1.0 4.0 57.0 15.4: 43.0 84.6
Other: 100.0: 90.3 1.7 0.2 0.0 22.9 90.6 24.8: 9.4 75.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 2 9 2 9 19 18:
Old : 24: 12 5 3 2 6 14 14:
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 : 58.6 11.9 72.0 18.1 58.5 11.9 71.6 17.8
Old : 40.1 11.3 55.2 14.0 39.7 11.3 54.7 14.0
Other: 65.6 14.6 82.1 22.2 65.6 14.6 82.0 22.2
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,494: 2,947 2,578 1,959 1,505 1,839 6,411 6,376: 82 117
Old : 6,494: 2,947 2,578 1,959 1,505 1,839 6,411 6,376: 82 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -155: -141 -105 203 47 52 109 151: -263 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 39.7 30.2 23.2 28.3 98.7 98.2: 1.3 1.8
Old : 100.0: 45.4 39.7 30.2 23.2 28.3 98.7 98.2: 1.3 1.8
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 : 23: 6 11 13 2 6 18 20:
Old : 23: 6 11 13 2 6 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 : 69.5 58.5 86.3 78.6 44.2 32.5 48.9 42.9
Old : 69.5 58.5 86.3 78.6 44.2 32.5 48.9 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 340,739: 50,060 66,125 64,708 200,358 181,306 315,125 312,139: 25,615 28,601
Old : 242,143: 42,659 74,627 29,246 153,692 114,657 225,597 218,530: 16,546 23,614
Other: 98,596: 28,475 12,572 14,388 46,665 66,649 89,528 93,609: 9,068 4,987
: : :
: : Changes in Commitments from: May 11, 2010 :
: 15,623: -836 12,573 4,540 12,051 -3,273 15,755 13,841: -132 1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 19.4 19.0 58.8 53.2 92.5 91.6: 7.5 8.4
Old : 100.0: 17.6 30.8 12.1 63.5 47.4 93.2 90.2: 6.8 9.8
Other: 100.0: 28.9 12.8 14.6 47.3 67.6 90.8 94.9: 9.2 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 60 90 78 70 65 190 194:
Old : 252: 55 109 55 67 60 161 187:
Other: 141: 58 19 31 49 34 118 75:
:----------------------------------------------------------------------------------------------------
: 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 28.1 29.7 35.5 14.8 22.2 22.0 27.4
Old : 21.3 20.7 33.2 29.7 19.6 19.1 29.6 25.4
Other: 21.2 50.7 32.8 64.8 16.9 47.6 27.1 57.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 870,348: 76,577 160,278 69,307 560,655 493,625 706,539 723,210: 163,809 147,138
Old : 870,348: 76,577 160,278 69,307 560,655 493,625 706,539 723,210: 163,809 147,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 31,590: 6,028 609 11,255 14,973 20,583 32,255 32,447: -665 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 18.4 8.0 64.4 56.7 81.2 83.1: 18.8 16.9
Old : 100.0: 8.8 18.4 8.0 64.4 56.7 81.2 83.1: 18.8 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 : 170: 27 33 36 85 89 131 139:
Old : 170: 27 33 36 85 89 131 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 18.5 28.7 28.8 17.3 16.9 26.8 25.5
Old : 18.7 18.5 28.7 28.8 17.3 16.9 26.8 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 135,421: 3,449 24,284 2,958 94,051 88,446 100,458 115,688: 34,963 19,733
Old : 135,421: 3,449 24,284 2,958 94,051 88,446 100,458 115,688: 34,963 19,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 12,061: 1,650 1,912 826 11,517 6,850 13,993 9,588: -1,932 2,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 17.9 2.2 69.5 65.3 74.2 85.4: 25.8 14.6
Old : 100.0: 2.5 17.9 2.2 69.5 65.3 74.2 85.4: 25.8 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 5 1 17 16 20 21:
Old : 32: 2 5 1 17 16 20 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 : 44.9 53.7 60.7 67.9 44.7 53.6 58.4 66.4
Old : 44.9 53.7 60.7 67.9 44.7 53.6 58.4 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 9,296: 981 486 185 7,540 8,310 8,706 8,981: 590 315
Old : 9,296: 981 486 185 7,540 8,310 8,706 8,981: 590 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 633: -189 68 -26 715 559 500 601: 133 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 5.2 2.0 81.1 89.4 93.7 96.6: 6.3 3.4
Old : 100.0: 10.6 5.2 2.0 81.1 89.4 93.7 96.6: 6.3 3.4
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 : 29: 5 6 2 16 18 23 24:
Old : 29: 5 6 2 16 18 23 24:
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 : 55.5 67.4 72.4 83.0 13.0 15.3 20.8 20.8
Old : 55.5 67.4 72.4 83.0 13.0 15.3 20.8 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 200,910: 50,857 20,203 35,476 81,096 120,270 167,429 175,949: 33,482 24,961
Old : 135,912: 46,934 16,494 17,636 48,077 82,586 112,647 116,715: 23,266 19,197
Other: 64,998: 10,399 10,185 11,364 33,019 37,684 54,782 59,233: 10,216 5,764
: : :
: : Changes in Commitments from: May 11, 2010 :
: -6,255: -6,952 -3,846 -1,126 3,862 -1,798 -4,216 -6,770: -2,039 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 10.1 17.7 40.4 59.9 83.3 87.6: 16.7 12.4
Old : 100.0: 34.5 12.1 13.0 35.4 60.8 82.9 85.9: 17.1 14.1
Other: 100.0: 16.0 15.7 17.5 50.8 58.0 84.3 91.1: 15.7 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 58 47 57 61 61 158 136:
Old : 183: 63 42 44 59 54 146 120:
Other: 113: 23 35 32 40 36 85 84:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 37.9 20.4 46.0 11.3 33.5 18.7 38.7
Old : 12.6 37.8 21.6 47.0 12.0 34.1 20.4 41.0
Other: 21.4 41.9 37.1 53.4 20.9 38.6 34.7 45.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 16,578: 3,578 4,371 1,583 8,695 7,900 13,857 13,855: 2,721 2,723
Old : 9,405: 3,296 4,315 361 4,177 3,277 7,835 7,953: 1,570 1,451
Other: 7,173: 763 538 741 4,518 4,623 6,022 5,901: 1,151 1,272
: : :
: : Changes in Commitments from: May 11, 2010 :
: 299: 177 95 115 99 -79 391 130: -93 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 26.4 9.6 52.4 47.7 83.6 83.6: 16.4 16.4
Old : 100.0: 35.0 45.9 3.8 44.4 34.8 83.3 84.6: 16.7 15.4
Other: 100.0: 10.6 7.5 10.3 63.0 64.4 84.0 82.3: 16.0 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 23 24 13 26 23 55 57:
Old : 77: 19 27 4 20 16 42 44:
Other: 47: 11 9 6 12 21 26 34:
:----------------------------------------------------------------------------------------------------
: 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 24.1 49.2 41.3 29.9 21.9 42.3 36.9
Old : 35.7 28.8 52.4 47.7 35.7 28.8 52.4 47.7
Other: 57.5 37.9 68.8 55.4 55.9 32.3 60.6 48.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 1,091,162: 260,166 171,891 101,678 621,354 683,111 983,198 956,680: 107,964 134,481
Old : 1,091,162: 260,166 171,891 101,678 621,354 683,111 983,198 956,680: 107,964 134,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 17,324: -17,834 -27,759 26,427 9,698 28,523 18,292 27,192: -969 -9,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 15.8 9.3 56.9 62.6 90.1 87.7: 9.9 12.3
Old : 100.0: 23.8 15.8 9.3 56.9 62.6 90.1 87.7: 9.9 12.3
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 : 240: 36 58 34 92 124 148 196:
Old : 240: 36 58 34 92 124 148 196:
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 : 41.4 17.8 51.4 25.4 41.1 15.8 48.7 22.9
Old : 41.4 17.8 51.4 25.4 41.1 15.8 48.7 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,490,934: 143,891 350,674 323,372 1,699,469 1,499,991 2,166,732 2,174,037: 324,201 316,896
Old : 2,490,934: 143,891 350,674 323,372 1,699,469 1,499,991 2,166,732 2,174,037: 324,201 316,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 178,515: 1,158 47,813 50,639 108,754 82,422 160,551 180,875: 17,964 -2,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 14.1 13.0 68.2 60.2 87.0 87.3: 13.0 12.7
Old : 100.0: 5.8 14.1 13.0 68.2 60.2 87.0 87.3: 13.0 12.7
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 : 286: 47 55 73 148 160 233 250:
Old : 286: 47 55 73 148 160 233 250:
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 : 30.2 15.2 35.7 27.1 24.2 12.7 28.7 18.3
Old : 30.2 15.2 35.7 27.1 24.2 12.7 28.7 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 1,175,350: 148,638 144,036 62,961 748,739 704,019 960,337 911,015: 215,012 264,335
Old : 1,175,350: 148,638 144,036 62,961 748,739 704,019 960,337 911,015: 215,012 264,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 87,234: -13,815 41,798 14,730 103,168 22,337 104,083 78,866: -16,850 8,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.3 5.4 63.7 59.9 81.7 77.5: 18.3 22.5
Old : 100.0: 12.6 12.3 5.4 63.7 59.9 81.7 77.5: 18.3 22.5
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 : 179: 30 30 28 75 104 116 151:
Old : 179: 30 30 28 75 104 116 151:
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 : 25.3 15.6 34.7 25.5 15.0 8.9 22.8 14.7
Old : 25.3 15.6 34.7 25.5 15.0 8.9 22.8 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,163,624: 166,609 30,804 471,461 477,809 599,122 1,115,879 1,101,387: 47,745 62,237
Old : 1,163,624: 166,609 30,804 471,461 477,809 599,122 1,115,879 1,101,387: 47,745 62,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 85,535: 11,673 1,910 46,251 32,966 40,004 90,889 88,165: -5,354 -2,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 2.6 40.5 41.1 51.5 95.9 94.7: 4.1 5.3
Old : 100.0: 14.3 2.6 40.5 41.1 51.5 95.9 94.7: 4.1 5.3
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 : 128: 28 25 44 61 65 110 117:
Old : 128: 28 25 44 61 65 110 117:
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 : 36.7 27.4 54.1 46.5 17.9 11.6 20.5 15.6
Old : 36.7 27.4 54.1 46.5 17.9 11.6 20.5 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 77,022: 17,003 11,178 2,638 44,638 50,073 64,279 63,890: 12,743 13,133
Old : 77,022: 17,003 11,178 2,638 44,638 50,073 64,279 63,890: 12,743 13,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -710: -1,190 1,377 313 723 -2,507 -154 -816: -556 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 14.5 3.4 58.0 65.0 83.5 82.9: 16.5 17.1
Old : 100.0: 22.1 14.5 3.4 58.0 65.0 83.5 82.9: 16.5 17.1
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 : 94: 26 13 11 32 34 63 53:
Old : 94: 26 13 11 32 34 63 53:
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 : 25.7 31.3 40.0 46.8 25.7 31.3 39.2 45.5
Old : 25.7 31.3 40.0 46.8 25.7 31.3 39.2 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 10,352: 6,682 2,335 0 3,303 7,973 9,985 10,308: 367 44
Old : 10,352: 6,682 2,335 0 3,303 7,973 9,985 10,308: 367 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 22.6 0.0 31.9 77.0 96.5 99.6: 3.5 0.4
Old : 100.0: 64.5 22.6 0.0 31.9 77.0 96.5 99.6: 3.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 6 0 4 1 13 7:
Old : 20: 9 6 0 4 1 13 7:
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 : 65.7 95.9 92.4 99.6 65.7 95.9 92.4 99.6
Old : 65.7 95.9 92.4 99.6 65.7 95.9 92.4 99.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 13,885: 3,643 692 6 9,790 12,810 13,439 13,508: 446 377
Old : 13,885: 3,643 692 6 9,790 12,810 13,439 13,508: 446 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -817: -787 -10 0 -48 -763 -835 -773: 18 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 5.0 0.0 70.5 92.3 96.8 97.3: 3.2 2.7
Old : 100.0: 26.2 5.0 0.0 70.5 92.3 96.8 97.3: 3.2 2.7
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 : 36: 4 8 1 9 18 13 27:
Old : 36: 4 8 1 9 18 13 27:
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 : 73.4 66.1 93.5 80.6 72.2 63.3 88.4 75.8
Old : 73.4 66.1 93.5 80.6 72.2 63.3 88.4 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 32,555: 3,799 826 154 26,897 30,030 30,850 31,010: 1,705 1,545
Old : 32,555: 3,799 826 154 26,897 30,030 30,850 31,010: 1,705 1,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 30: 654 -750 0 -1,239 174 -585 -576: 615 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.5 0.5 82.6 92.2 94.8 95.3: 5.2 4.7
Old : 100.0: 11.7 2.5 0.5 82.6 92.2 94.8 95.3: 5.2 4.7
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 : 34: 9 4 1 8 14 17 19:
Old : 34: 9 4 1 8 14 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 68.8 91.6 85.1 65.0 60.4 75.0 70.7
Old : 81.4 68.8 91.6 85.1 65.0 60.4 75.0 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2010