WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 491,848: 104,210 83,048 82,420 265,313 268,624 451,943 434,092: 39,905 57,756
Old : 147,387: 57,568 55,367 3,423 68,411 74,562 129,402 133,352: 17,985 14,035
Other: 344,461: 82,688 63,727 42,951 196,902 194,062 322,541 300,740: 21,920 43,721
: : :
: : Changes in Commitments from: March 29, 2011 :
: 10,753: 7,543 -2,754 2,302 1,051 11,216 10,896 10,764: -143 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 16.9 16.8 53.9 54.6 91.9 88.3: 8.1 11.7
Old : 100.0: 39.1 37.6 2.3 46.4 50.6 87.8 90.5: 12.2 9.5
Other: 100.0: 24.0 18.5 12.5 57.2 56.3 93.6 87.3: 6.4 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 137 138 167 95 134 339 356:
Old : 354: 129 106 18 42 86 179 202:
Other: 368: 100 112 100 85 127 250 293:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 22.5 37.1 29.4 20.6 18.9 34.9 23.7
Old : 31.7 24.6 42.8 35.8 31.7 24.6 42.8 35.8
Other: 23.5 23.4 38.3 31.8 22.4 18.7 34.9 24.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,618,509: 523,604 104,990 217,996 716,614 1,046,688 1,458,214 1,369,674: 160,295 248,835
Old : 1,047,069: 335,556 122,630 125,080 479,998 653,155 940,634 900,865: 106,435 146,204
Other: 571,440: 254,026 48,338 26,938 236,616 393,533 517,580 468,809: 53,860 102,631
: : :
: : Changes in Commitments from: March 29, 2011 :
: 85,403: 36,901 6,618 18,244 24,664 49,815 79,809 74,677: 5,594 10,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.5 13.5 44.3 64.7 90.1 84.6: 9.9 15.4
Old : 100.0: 32.0 11.7 11.9 45.8 62.4 89.8 86.0: 10.2 14.0
Other: 100.0: 44.5 8.5 4.7 41.4 68.9 90.6 82.0: 9.4 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 880: 276 128 223 237 395 605 684:
Old : 841: 252 141 173 199 369 527 619:
Other: 706: 179 107 64 138 351 349 499:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 11.1 22.2 17.4 11.3 9.9 17.4 15.0
Old : 16.5 14.7 24.6 21.0 16.5 12.5 23.7 18.0
Other: 20.5 15.8 30.1 22.5 18.3 15.0 27.6 21.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,732: 2,900 357 319 7,402 11,664 10,621 12,340: 3,111 1,392
Old : 4,739: 896 366 0 2,202 3,823 3,098 4,189: 1,641 550
Other: 8,993: 2,247 234 76 5,200 7,841 7,523 8,151: 1,470 842
: : :
: : Changes in Commitments from: March 29, 2011 :
: 88: 53 -172 -397 556 806 212 237: -124 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.6 2.3 53.9 84.9 77.3 89.9: 22.7 10.1
Old : 100.0: 18.9 7.7 0.0 46.5 80.7 65.4 88.4: 34.6 11.6
Other: 100.0: 25.0 2.6 0.8 57.8 87.2 83.7 90.6: 16.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 3 4 21 13 40 19:
Old : 30: 8 3 0 15 6 23 9:
Other: 38: 13 3 2 17 12 30 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 63.8 44.5 78.3 28.8 54.6 40.9 66.1
Old : 34.0 81.3 48.3 88.4 34.0 77.7 46.6 82.4
Other: 39.1 58.6 59.0 80.0 39.1 52.9 56.7 70.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 634,186: 215,997 49,264 82,123 275,094 417,873 573,214 549,260: 60,972 84,926
Old : 381,424: 157,589 44,967 22,848 162,874 272,814 343,311 340,629: 38,113 40,795
Other: 252,762: 87,641 33,530 30,042 112,220 145,059 229,903 208,631: 22,859 44,131
: : :
: : Changes in Commitments from: March 29, 2011 :
: 15,724: 5,396 4,225 2,065 2,539 9,591 10,000 15,881: 5,724 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.8 12.9 43.4 65.9 90.4 86.6: 9.6 13.4
Old : 100.0: 41.3 11.8 6.0 42.7 71.5 90.0 89.3: 10.0 10.7
Other: 100.0: 34.7 13.3 11.9 44.4 57.4 91.0 82.5: 9.0 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 205 92 161 122 195 412 396:
Old : 504: 188 99 102 91 175 331 334:
Other: 402: 124 80 72 82 171 249 286:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 21.1 25.8 29.2 11.2 16.9 17.9 23.4
Old : 19.1 29.3 27.9 40.5 18.1 27.4 26.4 37.1
Other: 23.8 15.3 32.6 23.5 23.0 13.4 31.7 19.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,086: 22,710 2,634 593 17 5,585 23,320 8,812: 2,766 17,274
Old : 6,151: 3,920 1,059 483 17 864 4,420 2,406: 1,731 3,745
Other: 19,935: 18,891 1,676 9 0 4,721 18,900 6,406: 1,035 13,529
: : :
: : Changes in Commitments from: March 29, 2011 :
: 1,121: 750 606 222 -4 -218 968 610: 153 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 10.1 2.3 0.1 21.4 89.4 33.8: 10.6 66.2
Old : 100.0: 63.7 17.2 7.9 0.3 14.0 71.9 39.1: 28.1 60.9
Other: 100.0: 94.8 8.4 0.0 0.0 23.7 94.8 32.1: 5.2 67.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 22 6 6 1 15 23 27:
Old : 40: 20 7 6 1 13 23 24:
Other: 35: 15 5 2 0 15 15 22:
:----------------------------------------------------------------------------------------------------
: 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 : 54.8 13.7 72.3 20.2 53.0 13.7 70.4 19.9
Old : 33.5 24.3 50.2 31.9 33.5 19.3 47.0 26.1
Other: 64.9 12.1 85.2 18.9 64.9 12.1 85.2 18.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 377,348: 116,528 41,957 53,062 171,352 257,947 340,942 352,966: 36,406 24,382
Old : 279,829: 90,838 51,220 28,866 130,372 179,855 250,076 259,941: 29,753 19,888
Other: 97,519: 42,619 7,666 7,267 40,980 78,092 90,866 93,025: 6,653 4,494
: : :
: : Changes in Commitments from: March 29, 2011 :
: 27,334: 13,389 5,002 9,129 2,518 12,953 25,036 27,084: 2,298 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 11.1 14.1 45.4 68.4 90.4 93.5: 9.6 6.5
Old : 100.0: 32.5 18.3 10.3 46.6 64.3 89.4 92.9: 10.6 7.1
Other: 100.0: 43.7 7.9 7.5 42.0 80.1 93.2 95.4: 6.8 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 103 56 84 68 68 220 182:
Old : 267: 108 67 71 62 62 199 174:
Other: 137: 50 24 13 46 38 102 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 : 13.6 30.3 22.4 44.3 10.7 24.7 18.0 37.0
Old : 13.5 28.4 23.5 39.8 12.7 23.8 21.5 33.6
Other: 24.2 50.7 41.8 64.7 20.8 42.9 36.7 56.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 593,161: 74,675 121,338 6,509 383,071 302,847 464,255 430,694: 128,906 162,467
Old : 593,161: 74,675 121,338 6,509 383,071 302,847 464,255 430,694: 128,906 162,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 2,251: -1,853 25,626 2,556 7,018 -29,238 7,721 -1,056: -5,470 3,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 20.5 1.1 64.6 51.1 78.3 72.6: 21.7 27.4
Old : 100.0: 12.6 20.5 1.1 64.6 51.1 78.3 72.6: 21.7 27.4
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 : 156: 27 32 9 68 63 97 102:
Old : 156: 27 32 9 68 63 97 102:
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 : 19.1 18.5 31.1 28.6 18.5 17.3 28.7 26.6
Old : 19.1 18.5 31.1 28.6 18.5 17.3 28.7 26.6
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 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 325,982: 42,527 60,153 533 217,947 224,683 261,007 285,369: 64,975 40,613
Old : 325,982: 42,527 60,153 533 217,947 224,683 261,007 285,369: 64,975 40,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 6,827: -1,435 3,011 1 6,709 6,704 5,275 9,716: 1,552 -2,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.5 0.2 66.9 68.9 80.1 87.5: 19.9 12.5
Old : 100.0: 13.0 18.5 0.2 66.9 68.9 80.1 87.5: 19.9 12.5
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 : 64: 5 11 2 31 31 36 44:
Old : 64: 5 11 2 31 31 36 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 48.9 47.1 61.9 24.3 48.9 43.3 61.1
Old : 27.0 48.9 47.1 61.9 24.3 48.9 43.3 61.1
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 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,416: 600 369 775 5,517 5,900 6,892 7,044: 524 372
Old : 7,416: 600 369 775 5,517 5,900 6,892 7,044: 524 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -178: 34 92 114 -398 -405 -250 -199: 72 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 5.0 10.5 74.4 79.6 92.9 95.0: 7.1 5.0
Old : 100.0: 8.1 5.0 10.5 74.4 79.6 92.9 95.0: 7.1 5.0
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 : 34: 7 4 6 19 21 29 28:
Old : 34: 7 4 6 19 21 29 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 : 55.4 45.7 72.2 63.4 29.4 26.2 37.2 36.4
Old : 55.4 45.7 72.2 63.4 29.4 26.2 37.2 36.4
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 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 221,496: 60,031 26,297 25,809 95,290 145,563 181,130 197,669: 40,366 23,827
Old : 158,384: 49,705 26,882 10,023 66,534 103,547 126,262 140,452: 32,122 17,932
Other: 63,112: 15,410 4,499 10,702 28,756 42,016 54,868 57,217: 8,244 5,895
: : :
: : Changes in Commitments from: March 29, 2011 :
: 7,001: -3,057 2,554 806 5,710 537 3,459 3,897: 3,542 3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 11.9 11.7 43.0 65.7 81.8 89.2: 18.2 10.8
Old : 100.0: 31.4 17.0 6.3 42.0 65.4 79.7 88.7: 20.3 11.3
Other: 100.0: 24.4 7.1 17.0 45.6 66.6 86.9 90.7: 13.1 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 66 28 44 65 61 157 120:
Old : 180: 68 29 39 61 53 145 109:
Other: 109: 25 14 17 45 33 84 58:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 36.2 18.6 47.5 8.7 32.1 15.1 39.6
Old : 11.1 37.5 19.2 49.0 9.8 33.7 17.7 44.5
Other: 24.3 40.0 40.4 61.2 20.9 38.8 33.2 51.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,514: 7,984 3,279 1,303 8,397 18,392 17,684 22,974: 6,830 1,540
Old : 19,408: 7,536 3,052 552 6,048 14,732 14,136 18,336: 5,272 1,072
Other: 5,106: 743 522 456 2,349 3,660 3,548 4,638: 1,558 468
: : :
: : Changes in Commitments from: March 29, 2011 :
: 134: 245 98 -142 -7 323 96 279: 38 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 13.4 5.3 34.3 75.0 72.1 93.7: 27.9 6.3
Old : 100.0: 38.8 15.7 2.8 31.2 75.9 72.8 94.5: 27.2 5.5
Other: 100.0: 14.6 10.2 8.9 46.0 71.7 69.5 90.8: 30.5 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 53 15 16 24 22 84 52:
Old : 101: 50 16 8 17 20 71 43:
Other: 48: 12 10 9 13 16 31 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 51.9 29.3 64.9 17.9 46.9 26.2 59.7
Old : 21.3 55.5 31.9 70.1 21.2 55.1 31.1 69.7
Other: 37.2 51.5 47.1 67.3 37.0 50.5 46.7 66.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 971,656: 184,022 178,712 6,911 685,347 626,832 876,280 812,455: 95,376 159,201
Old : 971,656: 184,022 178,712 6,911 685,347 626,832 876,280 812,455: 95,376 159,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 77,860: -53,481 42,353 1,099 137,178 19,179 84,796 62,631: -6,936 15,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 18.4 0.7 70.5 64.5 90.2 83.6: 9.8 16.4
Old : 100.0: 18.9 18.4 0.7 70.5 64.5 90.2 83.6: 9.8 16.4
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 : 241: 28 58 19 96 111 134 178:
Old : 241: 28 58 19 96 111 134 178:
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 : 26.7 18.8 41.1 26.5 26.5 16.4 38.3 23.6
Old : 26.7 18.8 41.1 26.5 26.5 16.4 38.3 23.6
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 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,605,373: 210,683 291,348 24,863 1,105,903 903,917 1,341,449 1,220,128: 263,924 385,245
Old : 1,605,373: 210,683 291,348 24,863 1,105,903 903,917 1,341,449 1,220,128: 263,924 385,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 36,831: 2,137 66,663 -4,749 38,741 -47,488 36,129 14,426: 702 22,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 18.1 1.5 68.9 56.3 83.6 76.0: 16.4 24.0
Old : 100.0: 13.1 18.1 1.5 68.9 56.3 83.6 76.0: 16.4 24.0
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 : 264: 41 64 30 100 124 158 201:
Old : 264: 41 64 30 100 124 158 201:
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 : 23.8 15.4 33.9 23.7 23.8 13.0 32.3 18.6
Old : 23.8 15.4 33.9 23.7 23.8 13.0 32.3 18.6
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 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,302,380: 255,561 136,165 12,839 849,577 852,163 1,117,977 1,001,167: 184,403 301,213
Old : 1,302,380: 255,561 136,165 12,839 849,577 852,163 1,117,977 1,001,167: 184,403 301,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 46,271: -21,233 -5,867 -3,543 86,423 22,363 61,647 12,953: -15,376 33,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 10.5 1.0 65.2 65.4 85.8 76.9: 14.2 23.1
Old : 100.0: 19.6 10.5 1.0 65.2 65.4 85.8 76.9: 14.2 23.1
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 : 188: 24 39 10 85 98 112 144:
Old : 188: 24 39 10 85 98 112 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 18.8 37.7 29.4 23.2 17.0 35.0 25.0
Old : 24.7 18.8 37.7 29.4 23.2 17.0 35.0 25.0
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 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 638,687: 116,812 69,674 69,955 416,420 451,841 603,187 591,470: 35,500 47,217
Old : 638,687: 116,812 69,674 69,955 416,420 451,841 603,187 591,470: 35,500 47,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -34,105: -7,090 12,104 -3,427 -27,062 -47,004 -37,579 -38,327: 3,474 4,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 10.9 11.0 65.2 70.7 94.4 92.6: 5.6 7.4
Old : 100.0: 18.3 10.9 11.0 65.2 70.7 94.4 92.6: 5.6 7.4
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 : 132: 25 27 33 57 65 101 115:
Old : 132: 25 27 33 57 65 101 115:
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 : 36.2 30.2 51.2 43.3 23.0 15.0 32.0 23.8
Old : 36.2 30.2 51.2 43.3 23.0 15.0 32.0 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,807: 26,687 4,945 41 25,348 45,642 52,075 50,627: 6,732 8,180
Old : 58,807: 26,687 4,945 41 25,348 45,642 52,075 50,627: 6,732 8,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 21: 2,438 609 -227 203 -2,813 2,414 -2,431: -2,393 2,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 8.4 0.1 43.1 77.6 88.6 86.1: 11.4 13.9
Old : 100.0: 45.4 8.4 0.1 43.1 77.6 88.6 86.1: 11.4 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 : 92: 31 10 3 26 32 58 44:
Old : 92: 31 10 3 26 32 58 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 43.4 51.2 59.1 38.8 43.4 50.8 59.1
Old : 39.2 43.4 51.2 59.1 38.8 43.4 50.8 59.1
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 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,613: 53,374 9,889 81 50,695 91,283 104,150 101,253: 13,463 16,360
Old : 117,613: 53,374 9,889 81 50,695 91,283 104,150 101,253: 13,463 16,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 41: 4,875 1,218 -454 406 -5,625 4,827 -4,861: -4,786 4,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 8.4 0.1 43.1 77.6 88.6 86.1: 11.4 13.9
Old : 100.0: 45.4 8.4 0.1 43.1 77.6 88.6 86.1: 11.4 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 : 92: 31 10 3 26 32 58 44:
Old : 92: 31 10 3 26 32 58 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 43.4 51.2 59.1 38.8 43.4 50.8 59.1
Old : 39.2 43.4 51.2 59.1 38.8 43.4 50.8 59.1
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 - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,886: 5,594 1,669 37 1,674 5,680 7,305 7,386: 1,581 1,500
Old : 8,886: 5,594 1,669 37 1,674 5,680 7,305 7,386: 1,581 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -793: -725 -1,411 0 -74 642 -799 -769: 6 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 18.8 0.4 18.8 63.9 82.2 83.1: 17.8 16.9
Old : 100.0: 63.0 18.8 0.4 18.8 63.9 82.2 83.1: 17.8 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 : 21: 12 4 1 1 4 13 9:
Old : 21: 12 4 1 1 4 13 9:
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 : 53.1 75.6 75.6 82.7 53.1 75.6 75.6 82.7
Old : 53.1 75.6 75.6 82.7 53.1 75.6 75.6 82.7
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 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,225: 650 1,353 7 10,440 9,606 11,097 10,966: 128 259
Old : 11,225: 650 1,353 7 10,440 9,606 11,097 10,966: 128 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -697: 377 88 -4 -1,116 -780 -743 -696: 46 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 12.1 0.1 93.0 85.6 98.9 97.7: 1.1 2.3
Old : 100.0: 5.8 12.1 0.1 93.0 85.6 98.9 97.7: 1.1 2.3
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 : 29: 2 9 1 6 14 8 24:
Old : 29: 2 9 1 6 14 8 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 : 91.8 69.7 98.9 82.4 91.8 69.7 98.5 82.2
Old : 91.8 69.7 98.9 82.4 91.8 69.7 98.5 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 28,465: 1,205 1,536 0 26,975 26,697 28,180 28,233: 285 232
Old : 28,465: 1,205 1,536 0 26,975 26,697 28,180 28,233: 285 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -15: 46 -217 0 -186 109 -140 -108: 125 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.4 0.0 94.8 93.8 99.0 99.2: 1.0 0.8
Old : 100.0: 4.2 5.4 0.0 94.8 93.8 99.0 99.2: 1.0 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 : 28: 3 5 0 7 15 10 20:
Old : 28: 3 5 0 7 15 10 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 : 97.4 75.6 98.9 90.4 97.4 75.6 98.8 90.4
Old : 97.4 75.6 98.9 90.4 97.4 75.6 98.8 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2011