WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 26, 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 : 470,608: 107,090 84,919 65,880 259,384 267,124 432,354 417,923: 38,254 52,685
Old : 22,053: 9,143 8,654 0 7,452 11,143 16,595 19,797: 5,458 2,256
Other: 448,555: 107,851 86,169 55,976 251,932 255,981 415,759 398,126: 32,796 50,429
: : :
: : Changes in Commitments from: April 19, 2011 :
: -14,743: 2,751 546 -8,270 -9,804 -6,623 -15,323 -14,347: 580 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 18.0 14.0 55.1 56.8 91.9 88.8: 8.1 11.2
Old : 100.0: 41.5 39.2 0.0 33.8 50.5 75.3 89.8: 24.7 10.2
Other: 100.0: 24.0 19.2 12.5 56.2 57.1 92.7 88.8: 7.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 128 131 154 93 137 325 347:
Old : 151: 37 28 0 40 47 77 75:
Other: 429: 129 139 136 80 135 295 339:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 20.7 37.6 27.8 20.3 17.0 34.7 22.2
Old : 20.4 33.8 31.0 50.1 20.4 33.8 31.0 50.1
Other: 23.0 21.0 39.1 28.3 21.0 18.1 36.1 22.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 26, 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 : 1,592,733: 570,525 97,458 214,364 627,856 1,041,771 1,412,745 1,353,593: 179,988 239,140
Old : 969,073: 347,276 119,483 112,841 396,496 611,125 856,613 843,449: 112,460 125,624
Other: 623,660: 288,864 43,590 35,908 231,360 430,646 556,132 510,144: 67,528 113,516
: : :
: : Changes in Commitments from: April 19, 2011 :
: -57,658: 1,476 -12,863 -22,745 -43,320 -15,749 -64,589 -51,357: 6,931 -6,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 6.1 13.5 39.4 65.4 88.7 85.0: 11.3 15.0
Old : 100.0: 35.8 12.3 11.6 40.9 63.1 88.4 87.0: 11.6 13.0
Other: 100.0: 46.3 7.0 5.8 37.1 69.1 89.2 81.8: 10.8 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 925: 300 119 242 260 409 668 710:
Old : 867: 256 143 179 217 377 570 627:
Other: 753: 205 116 92 142 360 388 537:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 11.5 19.5 18.2 11.6 10.4 17.5 15.3
Old : 16.1 15.5 23.6 21.7 16.1 14.8 22.3 20.8
Other: 15.7 14.3 24.1 20.9 14.0 14.1 22.4 20.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 26, 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 : 13,532: 4,140 142 187 6,397 12,395 10,724 12,724: 2,808 808
Old : 1,008: 8 0 0 658 940 666 940: 342 68
Other: 12,524: 4,132 142 187 5,739 11,455 10,058 11,784: 2,466 740
: : :
: : Changes in Commitments from: April 19, 2011 :
: -19: 781 2 57 -532 245 306 304: -325 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 1.0 1.4 47.3 91.6 79.2 94.0: 20.8 6.0
Old : 100.0: 0.8 0.0 0.0 65.3 93.3 66.1 93.3: 33.9 6.7
Other: 100.0: 33.0 1.1 1.5 45.8 91.5 80.3 94.1: 19.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 21 2 4 21 13 42 19:
Old : 16: 2 0 0 11 3 13 3:
Other: 45: 21 2 4 17 13 38 19:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 67.0 44.4 86.7 26.0 61.9 43.2 78.3
Old : 42.3 93.3 62.8 93.3 42.3 93.3 62.8 93.3
Other: 28.0 64.9 47.9 86.1 28.0 60.1 46.3 78.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 26, 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 : 593,568: 177,725 45,001 93,651 267,792 372,301 539,168 510,953: 54,400 82,615
Old : 320,936: 119,030 33,766 30,270 138,577 220,447 287,877 284,483: 33,059 36,453
Other: 272,632: 90,249 42,789 31,827 129,215 151,854 251,291 226,470: 21,341 46,162
: : :
: : Changes in Commitments from: April 19, 2011 :
: -42,472: -15,879 -10,805 -16,012 -9,522 -12,163 -41,413 -38,980: -1,059 -3,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 7.6 15.8 45.1 62.7 90.8 86.1: 9.2 13.9
Old : 100.0: 37.1 10.5 9.4 43.2 68.7 89.7 88.6: 10.3 11.4
Other: 100.0: 33.1 15.7 11.7 47.4 55.7 92.2 83.1: 7.8 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 182 102 180 133 192 424 412:
Old : 490: 166 103 102 97 170 320 339:
Other: 432: 117 106 78 86 170 255 316:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 19.8 26.4 28.2 12.7 16.1 20.1 22.8
Old : 19.9 28.8 30.3 40.8 19.4 25.7 28.8 37.5
Other: 24.1 15.3 32.4 23.0 23.1 13.5 30.9 19.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 26, 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 : 24,974: 22,208 2,519 147 5 6,079 22,360 8,745: 2,614 16,229
Old : 4,165: 2,490 554 48 5 714 2,543 1,316: 1,622 2,849
Other: 20,809: 19,747 1,994 70 0 5,365 19,817 7,429: 992 13,380
: : :
: : Changes in Commitments from: April 19, 2011 :
: 524: 1,203 521 -62 -3 413 1,138 872: -614 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 10.1 0.6 0.0 24.3 89.5 35.0: 10.5 65.0
Old : 100.0: 59.8 13.3 1.2 0.1 17.1 61.1 31.6: 38.9 68.4
Other: 100.0: 94.9 9.6 0.3 0.0 25.8 95.2 35.7: 4.8 64.3
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 17 7 8 2 18 20 32:
Old : 39: 15 8 5 2 16 18 28:
Other: 41: 16 7 6 0 18 16 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 : 60.8 12.5 78.9 19.1 60.6 12.5 78.5 19.1
Old : 38.2 19.8 53.7 25.6 37.9 19.8 52.7 25.5
Other: 65.9 12.2 85.1 18.8 65.7 12.2 84.9 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 26, 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 : 340,125: 107,675 39,724 40,824 153,429 234,788 301,928 315,336: 38,197 24,789
Old : 236,363: 82,051 44,096 19,193 105,295 152,613 206,539 215,902: 29,824 20,461
Other: 103,762: 39,446 9,450 7,809 48,134 82,175 95,389 99,434: 8,373 4,328
: : :
: : Changes in Commitments from: April 19, 2011 :
: -12,880: -9,014 210 147 -1,750 -11,541 -10,617 -11,184: -2,263 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.7 12.0 45.1 69.0 88.8 92.7: 11.2 7.3
Old : 100.0: 34.7 18.7 8.1 44.5 64.6 87.4 91.3: 12.6 8.7
Other: 100.0: 38.0 9.1 7.5 46.4 79.2 91.9 95.8: 8.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 91 62 84 64 67 213 185:
Old : 264: 96 73 62 60 61 196 167:
Other: 142: 47 33 20 45 35 101 80:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 31.0 22.3 44.6 11.5 26.2 19.6 39.0
Old : 15.4 26.4 25.0 38.8 14.3 25.2 23.0 33.9
Other: 19.9 49.2 35.5 64.1 18.3 45.7 33.5 60.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 26, 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 : 575,695: 67,844 104,390 6,735 360,387 321,881 434,966 433,006: 140,729 142,689
Old : 575,695: 67,844 104,390 6,735 360,387 321,881 434,966 433,006: 140,729 142,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 14,014: 9,657 1,658 -1,343 -5,683 23,873 2,631 24,188: 11,383 -10,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 1.2 62.6 55.9 75.6 75.2: 24.4 24.8
Old : 100.0: 11.8 18.1 1.2 62.6 55.9 75.6 75.2: 24.4 24.8
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 : 144: 31 23 19 63 67 99 104:
Old : 144: 31 23 19 63 67 99 104:
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 : 19.4 19.1 31.4 29.1 18.7 17.8 28.9 27.4
Old : 19.4 19.1 31.4 29.1 18.7 17.8 28.9 27.4
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 26, 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 : 317,060: 43,359 57,753 640 204,784 213,680 248,783 272,073: 68,277 44,987
Old : 317,060: 43,359 57,753 640 204,784 213,680 248,783 272,073: 68,277 44,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -4,165: 956 -1,727 9 -14,397 -7,639 -13,432 -9,357: 9,267 5,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.2 0.2 64.6 67.4 78.5 85.8: 21.5 14.2
Old : 100.0: 13.7 18.2 0.2 64.6 67.4 78.5 85.8: 21.5 14.2
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 : 63: 5 10 2 30 32 35 44:
Old : 63: 5 10 2 30 32 35 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 : 28.4 48.1 48.4 60.8 26.0 48.1 44.6 60.3
Old : 28.4 48.1 48.4 60.8 26.0 48.1 44.6 60.3
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 26, 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 : 7,334: 971 286 771 5,206 5,920 6,948 6,977: 386 357
Old : 7,334: 971 286 771 5,206 5,920 6,948 6,977: 386 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -193: 48 -48 85 -380 -290 -247 -253: 54 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 3.9 10.5 71.0 80.7 94.7 95.1: 5.3 4.9
Old : 100.0: 13.2 3.9 10.5 71.0 80.7 94.7 95.1: 5.3 4.9
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 : 34: 8 4 8 18 20 30 28:
Old : 34: 8 4 8 18 20 30 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 : 48.5 46.0 67.8 66.7 31.3 26.3 39.7 36.6
Old : 48.5 46.0 67.8 66.7 31.3 26.3 39.7 36.6
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 26, 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 : 226,777: 56,633 26,216 28,681 102,361 146,939 187,675 201,836: 39,102 24,941
Old : 152,295: 50,002 26,919 7,394 64,838 100,509 122,234 134,822: 30,061 17,473
Other: 74,482: 18,145 10,811 9,773 37,523 46,430 65,441 67,014: 9,041 7,468
: : :
: : Changes in Commitments from: April 19, 2011 :
: -7,372: -886 -8,097 590 -7,587 4,076 -7,883 -3,431: 511 -3,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 11.6 12.6 45.1 64.8 82.8 89.0: 17.2 11.0
Old : 100.0: 32.8 17.7 4.9 42.6 66.0 80.3 88.5: 19.7 11.5
Other: 100.0: 24.4 14.5 13.1 50.4 62.3 87.9 90.0: 12.1 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 65 28 55 68 63 168 135:
Old : 194: 72 31 34 64 60 155 114:
Other: 124: 26 26 15 51 35 88 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 : 13.2 34.6 21.8 44.9 9.0 28.0 16.0 35.1
Old : 11.7 39.2 20.4 49.0 11.2 37.4 18.1 45.9
Other: 28.1 32.7 43.0 55.0 23.7 30.9 37.2 44.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 26, 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 : 24,452: 7,582 3,556 1,056 8,784 18,299 17,422 22,911: 7,030 1,541
Old : 18,570: 7,128 3,028 401 5,846 14,259 13,375 17,688: 5,195 882
Other: 5,882: 775 849 334 2,938 4,040 4,047 5,223: 1,835 659
: : :
: : Changes in Commitments from: April 19, 2011 :
: 106: 38 180 -340 311 411 9 251: 97 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 14.5 4.3 35.9 74.8 71.2 93.7: 28.8 6.3
Old : 100.0: 38.4 16.3 2.2 31.5 76.8 72.0 95.3: 28.0 4.7
Other: 100.0: 13.2 14.4 5.7 49.9 68.7 68.8 88.8: 31.2 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 50 15 17 23 21 81 49:
Old : 93: 47 15 9 16 19 67 40:
Other: 47: 11 10 7 13 15 29 29:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 50.9 29.5 62.7 17.7 46.2 27.0 57.7
Old : 20.5 55.3 31.0 69.2 20.1 55.2 29.9 67.9
Other: 45.4 49.1 53.8 64.6 45.2 48.0 53.6 63.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 26, 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 : 1,057,084: 338,554 159,934 16,925 593,210 726,965 948,689 903,824: 108,395 153,260
Old : 1,057,084: 338,554 159,934 16,925 593,210 726,965 948,689 903,824: 108,395 153,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 2,290: 31,769 -11,375 3,003 -43,022 18,335 -8,250 9,963: 10,540 -7,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 15.1 1.6 56.1 68.8 89.7 85.5: 10.3 14.5
Old : 100.0: 32.0 15.1 1.6 56.1 68.8 89.7 85.5: 10.3 14.5
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 : 268: 48 57 19 96 123 155 189:
Old : 268: 48 57 19 96 123 155 189:
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 : 26.4 21.4 39.1 29.5 26.4 18.1 37.6 25.6
Old : 26.4 21.4 39.1 29.5 26.4 18.1 37.6 25.6
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 26, 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 : 1,660,137: 211,100 245,514 24,608 1,150,294 1,001,448 1,386,002 1,271,570: 274,135 388,567
Old : 1,660,137: 211,100 245,514 24,608 1,150,294 1,001,448 1,386,002 1,271,570: 274,135 388,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 34,021: 8,889 -9,589 -7,820 -167 17,307 902 -102: 33,119 34,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 14.8 1.5 69.3 60.3 83.5 76.6: 16.5 23.4
Old : 100.0: 12.7 14.8 1.5 69.3 60.3 83.5 76.6: 16.5 23.4
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 : 261: 38 56 28 106 126 156 199:
Old : 261: 38 56 28 106 126 156 199:
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 : 23.5 15.6 33.0 25.3 23.3 13.6 31.7 19.4
Old : 23.5 15.6 33.0 25.3 23.3 13.6 31.7 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, April 26, 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 : 1,423,930: 371,791 127,976 14,068 837,397 999,175 1,223,256 1,141,219: 200,674 282,711
Old : 1,423,930: 371,791 127,976 14,068 837,397 999,175 1,223,256 1,141,219: 200,674 282,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 68,976: 56,643 -13,024 -1,633 -963 73,811 54,047 59,154: 14,929 9,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 9.0 1.0 58.8 70.2 85.9 80.1: 14.1 19.9
Old : 100.0: 26.1 9.0 1.0 58.8 70.2 85.9 80.1: 14.1 19.9
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 : 203: 28 40 13 90 101 122 150:
Old : 203: 28 40 13 90 101 122 150:
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 : 22.4 21.0 34.5 30.5 20.9 18.9 32.6 26.9
Old : 22.4 21.0 34.5 30.5 20.9 18.9 32.6 26.9
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 26, 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 : 695,570: 110,910 64,077 87,594 461,246 493,375 659,750 645,046: 35,820 50,524
Old : 695,570: 110,910 64,077 87,594 461,246 493,375 659,750 645,046: 35,820 50,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 12,788: -1,446 2,735 4,916 9,965 6,932 13,435 14,583: -647 -1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.2 12.6 66.3 70.9 94.9 92.7: 5.1 7.3
Old : 100.0: 15.9 9.2 12.6 66.3 70.9 94.9 92.7: 5.1 7.3
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 : 141: 29 32 36 59 68 105 125:
Old : 141: 29 32 36 59 68 105 125:
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 : 37.9 27.3 52.7 41.0 25.0 13.3 32.6 21.8
Old : 37.9 27.3 52.7 41.0 25.0 13.3 32.6 21.8
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 26, 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 : 57,431: 21,083 4,819 120 28,950 43,534 50,152 48,472: 7,279 8,960
Old : 57,431: 21,083 4,819 120 28,950 43,534 50,152 48,472: 7,279 8,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 4,374: 646 281 107 3,545 2,932 4,297 3,319: 78 1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 8.4 0.2 50.4 75.8 87.3 84.4: 12.7 15.6
Old : 100.0: 36.7 8.4 0.2 50.4 75.8 87.3 84.4: 12.7 15.6
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 : 103: 39 8 3 31 31 70 42:
Old : 103: 39 8 3 31 31 70 42:
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 : 30.0 39.9 43.0 55.2 29.7 39.9 41.3 55.2
Old : 30.0 39.9 43.0 55.2 29.7 39.9 41.3 55.2
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 26, 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 : 114,862: 42,165 9,637 239 57,900 87,067 100,304 96,943: 14,558 17,919
Old : 114,862: 42,165 9,637 239 57,900 87,067 100,304 96,943: 14,558 17,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 8,748: 1,291 561 213 7,089 5,864 8,593 6,638: 155 2,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 8.4 0.2 50.4 75.8 87.3 84.4: 12.7 15.6
Old : 100.0: 36.7 8.4 0.2 50.4 75.8 87.3 84.4: 12.7 15.6
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 : 103: 39 8 3 31 31 70 42:
Old : 103: 39 8 3 31 31 70 42:
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 : 30.0 39.9 43.0 55.2 29.7 39.9 41.3 55.2
Old : 30.0 39.9 43.0 55.2 29.7 39.9 41.3 55.2
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 26, 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 : 8,819: 4,979 2,267 37 1,674 5,595 6,690 7,899: 2,129 920
Old : 8,819: 4,979 2,267 37 1,674 5,595 6,690 7,899: 2,129 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 276: 286 261 0 -10 15 276 276: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 25.7 0.4 19.0 63.4 75.9 89.6: 24.1 10.4
Old : 100.0: 56.5 25.7 0.4 19.0 63.4 75.9 89.6: 24.1 10.4
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 : 24: 13 6 1 1 4 14 11:
Old : 24: 13 6 1 1 4 14 11:
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 : 46.7 78.7 68.1 87.4 46.7 78.7 68.1 87.4
Old : 46.7 78.7 68.1 87.4 46.7 78.7 68.1 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, April 26, 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 : 11,249: 1,262 1,221 10 9,838 9,836 11,110 11,067: 139 182
Old : 11,249: 1,262 1,221 10 9,838 9,836 11,110 11,067: 139 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 182: 610 0 -37 -423 281 150 244: 32 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.9 0.1 87.5 87.4 98.8 98.4: 1.2 1.6
Old : 100.0: 11.2 10.9 0.1 87.5 87.4 98.8 98.4: 1.2 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 : 30: 4 8 1 6 14 10 23:
Old : 30: 4 8 1 6 14 10 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.0 69.5 98.3 84.2 85.0 69.5 98.2 84.0
Old : 85.0 69.5 98.3 84.2 85.0 69.5 98.2 84.0
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 26, 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 : 27,679: 2,148 1,096 0 25,254 26,196 27,402 27,292: 277 387
Old : 27,679: 2,148 1,096 0 25,254 26,196 27,402 27,292: 277 387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -1,452: 621 276 -554 -1,610 -73 -1,543 -351: 91 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 4.0 0.0 91.2 94.6 99.0 98.6: 1.0 1.4
Old : 100.0: 7.8 4.0 0.0 91.2 94.6 99.0 98.6: 1.0 1.4
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 : 30: 5 5 0 7 14 12 19:
Old : 30: 5 5 0 7 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 : 95.5 75.6 98.1 90.6 95.5 75.6 98.1 90.6
Old : 95.5 75.6 98.1 90.6 95.5 75.6 98.1 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2011