WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 6, 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 : 460,651: 76,443 131,870 76,685 273,185 196,712 426,313 405,267: 34,338 55,384
Old : 146,653: 40,677 91,620 3,059 88,632 31,191 132,368 125,870: 14,285 20,783
Other: 313,998: 60,967 65,451 48,425 184,553 165,521 293,945 279,397: 20,053 34,601
: : :
: : Changes in Commitments from: March 30, 2010 :
: 17,644: 4,301 3,012 4,081 7,845 6,957 16,227 14,050: 1,417 3,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 28.6 16.6 59.3 42.7 92.5 88.0: 7.5 12.0
Old : 100.0: 27.7 62.5 2.1 60.4 21.3 90.3 85.8: 9.7 14.2
Other: 100.0: 19.4 20.8 15.4 58.8 52.7 93.6 89.0: 6.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 108 156 145 75 96 289 322:
Old : 317: 99 125 16 42 55 156 182:
Other: 328: 98 109 104 64 91 226 255:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 14.7 42.3 23.4 25.4 12.2 40.2 18.9
Old : 40.3 13.9 51.4 23.3 40.3 13.6 51.4 23.0
Other: 28.7 18.1 42.2 29.4 27.0 15.4 39.9 24.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 6, 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 : 1,150,288: 246,001 227,866 157,118 621,103 512,211 1,024,222 897,195: 126,066 253,093
Old : 778,351: 167,582 263,027 70,152 449,350 303,437 687,084 636,616: 91,267 141,735
Other: 371,937: 148,117 34,537 17,268 171,753 208,774 337,138 260,579: 34,799 111,358
: : :
: : Changes in Commitments from: March 30, 2010 :
: 13,429: 5,909 23,931 7,050 955 -15,574 13,914 15,407: -485 -1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 19.8 13.7 54.0 44.5 89.0 78.0: 11.0 22.0
Old : 100.0: 21.5 33.8 9.0 57.7 39.0 88.3 81.8: 11.7 18.2
Other: 100.0: 39.8 9.3 4.6 46.2 56.1 90.6 70.1: 9.4 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 171 159 198 191 256 476 552:
Old : 649: 159 174 147 172 234 414 494:
Other: 477: 123 84 59 98 223 247 345:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 11.7 28.0 17.3 18.0 11.2 27.0 16.4
Old : 23.6 10.6 34.9 18.3 23.5 10.2 34.2 17.8
Other: 24.3 17.9 34.6 23.2 24.0 17.8 34.3 22.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 6, 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 : 16,940: 3,465 3,999 257 9,825 10,999 13,547 15,255: 3,393 1,685
Old : 7,371: 1,803 3,601 0 3,193 2,487 4,996 6,088: 2,375 1,283
Other: 9,569: 1,831 567 88 6,632 8,512 8,551 9,167: 1,018 402
: : :
: : Changes in Commitments from: March 30, 2010 :
: 290: 197 195 -384 380 399 193 210: 97 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 23.6 1.5 58.0 64.9 80.0 90.1: 20.0 9.9
Old : 100.0: 24.5 48.9 0.0 43.3 33.7 67.8 82.6: 32.2 17.4
Other: 100.0: 19.1 5.9 0.9 69.3 89.0 89.4 95.8: 10.6 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 16 4 17 12 30 32:
Old : 43: 9 17 0 12 6 21 23:
Other: 31: 10 3 2 11 11 21 16:
:----------------------------------------------------------------------------------------------------
: 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 : 33.9 52.4 52.6 68.6 32.4 46.2 47.3 60.5
Old : 40.5 44.5 55.3 61.9 40.5 44.5 55.3 61.9
Other: 42.9 77.7 67.1 88.5 40.7 67.5 59.1 78.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 6, 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 : 454,081: 94,857 86,636 59,874 256,693 207,599 411,424 354,109: 42,657 99,972
Old : 296,267: 61,660 66,454 24,703 179,588 152,528 265,951 243,685: 30,316 52,582
Other: 157,814: 53,636 40,621 14,732 77,105 55,071 145,473 110,424: 12,341 47,390
: : :
: : Changes in Commitments from: March 30, 2010 :
: 8,859: -3,519 18,903 -4,912 16,310 -8,997 7,879 4,994: 980 3,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 19.1 13.2 56.5 45.7 90.6 78.0: 9.4 22.0
Old : 100.0: 20.8 22.4 8.3 60.6 51.5 89.8 82.3: 10.2 17.7
Other: 100.0: 34.0 25.7 9.3 48.9 34.9 92.2 70.0: 7.8 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 115 146 150 94 147 313 363:
Old : 415: 105 145 100 84 134 259 318:
Other: 306: 73 91 51 57 112 160 231:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 16.6 32.8 24.2 18.0 15.6 28.7 20.3
Old : 27.0 23.4 38.3 32.7 26.6 22.3 36.8 28.9
Other: 30.9 12.5 40.8 19.8 30.4 11.3 40.2 17.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,418: 14,494 2,288 500 73 2,207 15,067 4,995: 2,351 12,423
Old : 7,059: 5,273 2,199 121 73 364 5,467 2,684: 1,592 4,375
Other: 10,359: 9,561 429 39 0 1,843 9,600 2,311: 759 8,048
: : :
: : Changes in Commitments from: March 30, 2010 :
: -275: -291 -220 -11 0 44 -302 -187: 27 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 13.1 2.9 0.4 12.7 86.5 28.7: 13.5 71.3
Old : 100.0: 74.7 31.2 1.7 1.0 5.2 77.4 38.0: 22.6 62.0
Other: 100.0: 92.3 4.1 0.4 0.0 17.8 92.7 22.3: 7.3 77.7
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 16 7 12 2 6 22 21:
Old : 28: 15 8 6 2 3 18 16:
Other: 23: 13 4 5 0 6 14 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 : 52.6 12.3 69.0 21.1 52.5 12.2 68.5 20.3
Old : 48.9 23.3 66.9 34.9 48.6 23.3 66.7 34.9
Other: 59.5 13.7 82.0 21.2 59.5 13.7 81.8 21.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 6, 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 : 295,535: 53,520 32,546 55,653 156,652 184,086 265,825 272,285: 29,710 23,250
Old : 239,291: 44,408 40,792 38,798 131,507 139,473 214,713 219,063: 24,578 20,228
Other: 56,244: 21,270 3,912 4,697 25,145 44,613 51,112 53,222: 5,132 3,022
: : :
: : Changes in Commitments from: March 30, 2010 :
: 10,695: 8,262 -2,231 4,084 -2,618 10,104 9,728 11,957: 967 -1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 11.0 18.8 53.0 62.3 89.9 92.1: 10.1 7.9
Old : 100.0: 18.6 17.0 16.2 55.0 58.3 89.7 91.5: 10.3 8.5
Other: 100.0: 37.8 7.0 8.4 44.7 79.3 90.9 94.6: 9.1 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 72 60 82 62 58 191 167:
Old : 231: 66 76 73 60 57 178 165:
Other: 104: 40 17 22 32 25 81 57:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 33.0 31.3 42.2 17.1 27.9 24.6 35.6
Old : 20.4 28.1 36.0 38.5 19.7 24.8 29.3 32.4
Other: 29.7 57.7 46.3 71.2 28.3 56.4 42.3 67.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 6, 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 : 661,193: 50,905 164,922 1,675 488,285 336,349 540,865 502,946: 120,328 158,247
Old : 661,193: 50,905 164,922 1,675 488,285 336,349 540,865 502,946: 120,328 158,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 21,026: 12,542 8,701 -1,303 -287 -8,087 10,952 -689: 10,074 21,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 24.9 0.3 73.8 50.9 81.8 76.1: 18.2 23.9
Old : 100.0: 7.7 24.9 0.3 73.8 50.9 81.8 76.1: 18.2 23.9
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 : 155: 20 38 9 66 70 92 111:
Old : 155: 20 38 9 66 70 92 111:
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 : 21.5 18.6 35.4 29.4 18.6 18.6 32.2 28.4
Old : 21.5 18.6 35.4 29.4 18.6 18.6 32.2 28.4
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, April 6, 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 : 116,239: 3,953 29,802 0 77,564 65,315 81,517 95,117: 34,722 21,122
Old : 116,239: 3,953 29,802 0 77,564 65,315 81,517 95,117: 34,722 21,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 19,569: 0 8,728 0 15,951 9,307 15,951 18,035: 3,618 1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 25.6 0.0 66.7 56.2 70.1 81.8: 29.9 18.2
Old : 100.0: 3.4 25.6 0.0 66.7 56.2 70.1 81.8: 29.9 18.2
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 : 26: 1 5 0 11 14 12 19:
Old : 26: 1 5 0 11 14 12 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 : 51.9 51.6 65.1 65.9 51.6 51.6 63.6 65.8
Old : 51.9 51.6 65.1 65.9 51.6 51.6 63.6 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, April 6, 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 : 8,454: 1,243 302 216 6,656 7,801 8,115 8,319: 339 135
Old : 8,454: 1,243 302 216 6,656 7,801 8,115 8,319: 339 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 559: 714 34 61 -317 500 458 595: 101 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.6 2.6 78.7 92.3 96.0 98.4: 4.0 1.6
Old : 100.0: 14.7 3.6 2.6 78.7 92.3 96.0 98.4: 4.0 1.6
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 : 31: 8 5 3 17 17 28 22:
Old : 31: 8 5 3 17 17 28 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 : 49.4 73.5 68.6 87.6 25.3 31.7 36.3 41.8
Old : 49.4 73.5 68.6 87.6 25.3 31.7 36.3 41.8
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 - Futures Only, April 6, 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 : 188,093: 48,992 39,461 25,764 83,611 97,681 158,367 162,906: 29,726 25,187
Old : 133,015: 41,889 26,203 11,038 57,408 74,722 110,335 111,963: 22,680 21,052
Other: 55,078: 9,311 15,466 12,518 26,203 22,959 48,032 50,943: 7,046 4,135
: : :
: : Changes in Commitments from: March 30, 2010 :
: -7,769: -1,152 4,770 -2,670 -1,700 -9,251 -5,522 -7,151: -2,247 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 21.0 13.7 44.5 51.9 84.2 86.6: 15.8 13.4
Old : 100.0: 31.5 19.7 8.3 43.2 56.2 82.9 84.2: 17.1 15.8
Other: 100.0: 16.9 28.1 22.7 47.6 41.7 87.2 92.5: 12.8 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 49 48 54 61 55 149 128:
Old : 177: 46 51 48 61 52 144 120:
Other: 104: 19 28 23 42 24 78 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 32.2 25.5 44.3 15.3 28.4 25.1 38.2
Old : 16.2 34.3 28.3 43.2 16.0 32.6 28.1 41.0
Other: 23.6 40.7 40.9 61.3 21.4 35.2 34.7 50.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 6, 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 : 17,614: 4,151 3,549 1,691 8,904 10,095 14,746 15,335: 2,868 2,279
Old : 13,555: 4,023 3,457 1,039 6,237 7,413 11,299 11,909: 2,256 1,646
Other: 4,059: 334 298 446 2,667 2,682 3,447 3,426: 612 633
: : :
: : Changes in Commitments from: March 30, 2010 :
: 889: 256 155 412 256 531 924 1,098: -35 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 20.1 9.6 50.6 57.3 83.7 87.1: 16.3 12.9
Old : 100.0: 29.7 25.5 7.7 46.0 54.7 83.4 87.9: 16.6 12.1
Other: 100.0: 8.2 7.3 11.0 65.7 66.1 84.9 84.4: 15.1 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 25 20 17 29 24 62 58:
Old : 84: 26 20 11 26 19 59 47:
Other: 39: 5 8 7 11 18 19 32:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 35.4 42.3 50.1 24.8 29.9 37.4 41.0
Old : 26.6 39.1 40.5 56.2 22.8 32.6 33.8 45.3
Other: 64.2 36.5 76.3 55.5 61.0 34.9 66.8 51.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 6, 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 : 975,192: 272,352 189,057 22,063 586,501 633,838 880,916 844,958: 94,276 130,234
Old : 975,192: 272,352 189,057 22,063 586,501 633,838 880,916 844,958: 94,276 130,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 68,536: 25,949 23,246 8,701 31,148 49,105 65,798 81,052: 2,738 -12,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 19.4 2.3 60.1 65.0 90.3 86.6: 9.7 13.4
Old : 100.0: 27.9 19.4 2.3 60.1 65.0 90.3 86.6: 9.7 13.4
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 : 236: 36 53 18 80 111 126 172:
Old : 236: 36 53 18 80 111 126 172:
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 : 40.7 20.6 50.1 28.6 38.5 18.7 46.4 25.8
Old : 40.7 20.6 50.1 28.6 38.5 18.7 46.4 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, April 6, 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 : 1,559,691: 92,636 337,369 48,586 1,167,238 845,397 1,308,460 1,231,352: 251,231 328,339
Old : 1,559,691: 92,636 337,369 48,586 1,167,238 845,397 1,308,460 1,231,352: 251,231 328,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 56,389: -5,792 -10,976 7,932 49,941 12,079 52,081 9,035: 4,308 47,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 21.6 3.1 74.8 54.2 83.9 78.9: 16.1 21.1
Old : 100.0: 5.9 21.6 3.1 74.8 54.2 83.9 78.9: 16.1 21.1
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 : 265: 32 63 36 105 119 161 195:
Old : 265: 32 63 36 105 119 161 195:
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 : 36.5 17.6 43.9 27.8 33.3 14.9 39.8 21.6
Old : 36.5 17.6 43.9 27.8 33.3 14.9 39.8 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, April 6, 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 : 919,972: 103,553 132,461 15,700 634,422 529,184 753,675 677,345: 166,297 242,627
Old : 919,972: 103,553 132,461 15,700 634,422 529,184 753,675 677,345: 166,297 242,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 23,459: 20,987 -12,294 -161 12,260 25,792 33,086 13,337: -9,627 10,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.4 1.7 69.0 57.5 81.9 73.6: 18.1 26.4
Old : 100.0: 11.3 14.4 1.7 69.0 57.5 81.9 73.6: 18.1 26.4
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 : 146: 22 26 14 65 76 92 111:
Old : 146: 22 26 14 65 76 92 111:
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 : 26.1 16.2 37.8 26.6 19.0 12.3 28.6 19.7
Old : 26.1 16.2 37.8 26.6 19.0 12.3 28.6 19.7
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 - Futures Only, April 6, 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 : 649,491: 128,764 53,494 86,328 392,952 453,090 608,044 592,912: 41,447 56,579
Old : 649,491: 128,764 53,494 86,328 392,952 453,090 608,044 592,912: 41,447 56,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -44,646: 18,090 -8,898 -8,495 -57,218 -32,270 -47,623 -49,663: 2,977 5,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 8.2 13.3 60.5 69.8 93.6 91.3: 6.4 8.7
Old : 100.0: 19.8 8.2 13.3 60.5 69.8 93.6 91.3: 6.4 8.7
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 : 118: 25 20 32 49 61 91 106:
Old : 118: 25 20 32 49 61 91 106:
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 : 31.4 33.5 46.8 47.4 23.8 17.0 30.5 22.1
Old : 31.4 33.5 46.8 47.4 23.8 17.0 30.5 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, April 6, 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 : 82,373: 33,370 7,491 360 33,792 62,662 67,522 70,513: 14,851 11,860
Old : 82,373: 33,370 7,491 360 33,792 62,662 67,522 70,513: 14,851 11,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 1,502: 2,774 -2,807 -1,557 -1,752 6,850 -535 2,486: 2,037 -984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 9.1 0.4 41.0 76.1 82.0 85.6: 18.0 14.4
Old : 100.0: 40.5 9.1 0.4 41.0 76.1 82.0 85.6: 18.0 14.4
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 : 89: 29 12 2 23 32 53 45:
Old : 89: 29 12 2 23 32 53 45:
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 : 26.7 40.4 41.7 58.5 25.9 40.4 40.8 58.5
Old : 26.7 40.4 41.7 58.5 25.9 40.4 40.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, April 6, 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 : 13,177: 1,697 1,031 2 11,371 11,876 13,070 12,909: 107 268
Old : 13,177: 1,697 1,031 2 11,371 11,876 13,070 12,909: 107 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -768: -399 -47 0 -219 -568 -618 -615: -150 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 7.8 0.0 86.3 90.1 99.2 98.0: 0.8 2.0
Old : 100.0: 12.9 7.8 0.0 86.3 90.1 99.2 98.0: 0.8 2.0
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 : 37: 3 10 1 9 16 12 27:
Old : 37: 3 10 1 9 16 12 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 : 78.2 69.1 97.1 82.9 78.2 66.8 92.5 78.1
Old : 78.2 69.1 97.1 82.9 78.2 66.8 92.5 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, April 6, 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 : 24,064: 3,278 1,926 72 20,411 21,873 23,761 23,871: 303 193
Old : 24,064: 3,278 1,926 72 20,411 21,873 23,761 23,871: 303 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 452: -1,274 460 22 1,688 -1 436 481: 16 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 8.0 0.3 84.8 90.9 98.7 99.2: 1.3 0.8
Old : 100.0: 13.6 8.0 0.3 84.8 90.9 98.7 99.2: 1.3 0.8
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 : 32: 7 5 1 8 13 15 19:
Old : 32: 7 5 1 8 13 15 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 : 77.1 71.9 95.8 87.0 61.7 61.2 80.2 74.3
Old : 77.1 71.9 95.8 87.0 61.7 61.2 80.2 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 9, 2010