WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 633,461: 95,384 68,520 171,991 319,713 329,375 587,088 569,887: 46,373 63,575
Old : 137,024: 40,936 29,921 32,253 45,745 63,343 118,934 125,518: 18,090 11,507
Other: 496,437: 75,884 60,034 118,303 273,968 266,032 468,154 444,369: 28,283 52,068
: : :
: : Changes in Commitments from: April 5, 2011 :
: -8,672: -1,000 -4,208 -10,935 2,807 6,427 -9,128 -8,716: 456 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 10.8 27.2 50.5 52.0 92.7 90.0: 7.3 10.0
Old : 100.0: 29.9 21.8 23.5 33.4 46.2 86.8 91.6: 13.2 8.4
Other: 100.0: 15.3 12.1 23.8 55.2 53.6 94.3 89.5: 5.7 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 467: 153 141 201 112 138 377 392:
Old : 359: 134 105 104 69 93 253 252:
Other: 416: 129 131 162 101 133 315 354:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 17.9 31.2 25.0 15.8 14.9 26.9 18.6
Old : 16.9 22.9 25.9 30.9 16.5 20.8 25.4 28.6
Other: 21.7 18.4 34.9 26.5 18.4 14.9 29.3 19.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 2,487,515: 476,347 91,986 851,098 938,508 1,235,668 2,265,952 2,178,752: 221,563 308,763
Old : 1,625,590: 305,500 104,008 584,721 591,330 761,490 1,481,550 1,450,219: 144,040 175,372
Other: 861,925: 232,085 49,216 205,139 347,178 474,179 784,402 728,533: 77,522 133,391
: : :
: : Changes in Commitments from: April 5, 2011 :
: 32,348: 25,273 -9,056 32,540 -22,357 9,732 35,456 33,216: -3,107 -867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 3.7 34.2 37.7 49.7 91.1 87.6: 8.9 12.4
Old : 100.0: 18.8 6.4 36.0 36.4 46.8 91.1 89.2: 8.9 10.8
Other: 100.0: 26.9 5.7 23.8 40.3 55.0 91.0 84.5: 9.0 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 956: 297 159 345 304 434 754 826:
Old : 915: 261 184 305 262 412 670 773:
Other: 765: 210 121 173 209 380 490 610:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 10.8 18.1 16.6 8.3 6.1 12.0 9.3
Old : 11.6 13.2 18.9 18.4 10.1 9.6 15.1 12.9
Other: 15.9 13.0 25.1 19.4 12.2 9.7 19.4 14.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 15,598: 3,010 122 1,250 8,145 12,905 12,405 14,278: 3,192 1,320
Old : 4,395: 1,002 86 183 1,889 3,830 3,074 4,098: 1,321 297
Other: 11,203: 2,098 126 978 6,256 9,076 9,331 10,179: 1,871 1,023
: : :
: : Changes in Commitments from: April 5, 2011 :
: -199: 377 -236 -288 -74 517 15 -7: -214 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 0.8 8.0 52.2 82.7 79.5 91.5: 20.5 8.5
Old : 100.0: 22.8 2.0 4.2 43.0 87.1 69.9 93.2: 30.1 6.8
Other: 100.0: 18.7 1.1 8.7 55.8 81.0 83.3 90.9: 16.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 16 5 8 21 15 42 23:
Old : 29: 10 2 4 14 8 25 13:
Other: 39: 12 4 6 18 14 33 21:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 58.4 41.8 76.7 23.5 47.4 36.6 60.9
Old : 34.4 83.1 50.7 91.3 34.4 77.8 45.6 78.9
Other: 32.5 51.3 50.7 74.5 29.4 42.1 44.0 61.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 919,879: 150,952 45,525 333,138 367,874 442,589 851,964 821,252: 67,914 98,626
Old : 534,037: 118,553 44,381 168,581 205,473 273,540 492,607 486,502: 41,430 47,535
Other: 385,841: 80,556 49,301 116,401 162,401 169,048 359,357 334,750: 26,484 51,091
: : :
: : Changes in Commitments from: April 5, 2011 :
: 21,046: -14,852 8,069 28,058 10,912 -19,408 24,118 16,718: -3,073 4,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 4.9 36.2 40.0 48.1 92.6 89.3: 7.4 10.7
Old : 100.0: 22.2 8.3 31.6 38.5 51.2 92.2 91.1: 7.8 8.9
Other: 100.0: 20.9 12.8 30.2 42.1 43.8 93.1 86.8: 6.9 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 593: 209 130 251 147 210 484 497:
Old : 550: 202 122 206 120 196 410 450:
Other: 455: 127 118 138 103 181 310 365:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 16.2 25.5 24.6 10.1 9.1 14.5 13.0
Old : 16.5 21.9 26.5 30.2 13.3 15.1 18.6 21.0
Other: 19.3 14.7 28.7 23.6 15.0 8.8 21.2 13.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 25,402: 22,030 1,982 411 17 5,801 22,458 8,194: 2,944 17,208
Old : 5,134: 2,637 320 375 17 821 3,029 1,516: 2,105 3,618
Other: 20,268: 19,417 1,686 12 0 4,980 19,429 6,678: 839 13,590
: : :
: : Changes in Commitments from: April 5, 2011 :
: -684: -680 -652 -182 0 216 -862 -618: 178 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 7.8 1.6 0.1 22.8 88.4 32.3: 11.6 67.7
Old : 100.0: 51.4 6.2 7.3 0.3 16.0 59.0 29.5: 41.0 70.5
Other: 100.0: 95.8 8.3 0.1 0.0 24.6 95.9 32.9: 4.1 67.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 5 10 1 16 22 29:
Old : 37: 16 5 9 1 16 20 27:
Other: 38: 17 5 3 0 16 17 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 12.4 74.5 19.0 55.7 12.1 73.4 18.8
Old : 29.7 18.1 47.1 23.9 27.9 14.5 42.5 19.2
Other: 65.2 12.3 84.9 19.0 65.1 12.3 84.9 19.0
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 12,099: 912 9,894 1,501 9,057 392 11,470 11,787: 629 312
Old : 11,450: 912 9,861 904 9,057 392 10,873 11,157: 577 293
Other: 649: 598 631 0 0 0 598 631: 52 19
: : :
: : Changes in Commitments from: April 5, 2011 :
: 110: -76 305 -81 255 -126 98 98: 12 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 81.8 12.4 74.9 3.2 94.8 97.4: 5.2 2.6
Old : 100.0: 8.0 86.1 7.9 79.1 3.4 95.0 97.4: 5.0 2.6
Other: 100.0: 92.1 97.1 0.0 0.0 0.0 92.1 97.1: 7.9 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 6 7 13 7 26 15:
Old : 27: 8 5 7 13 7 26 14:
Other: 4: 1 3 0 0 0 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 88.4 81.1 97.0 64.9 77.4 73.6 81.8
Old : 71.6 88.5 81.9 97.1 68.5 82.1 77.7 86.2
Other: 92.1 97.1 92.1 97.1 92.1 97.1 92.1 97.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 460,522: 97,120 37,129 110,465 208,272 281,702 415,857 429,297: 44,665 31,225
Old : 340,082: 78,078 42,650 70,999 154,843 200,425 303,920 314,074: 36,161 26,007
Other: 120,440: 35,788 11,226 22,720 53,429 81,277 111,937 115,223: 8,503 5,217
: : :
: : Changes in Commitments from: April 5, 2011 :
: -10,321: -7,503 -810 -4,338 -5,128 -11,153 -16,970 -16,301: 6,649 5,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 8.1 24.0 45.2 61.2 90.3 93.2: 9.7 6.8
Old : 100.0: 23.0 12.5 20.9 45.5 58.9 89.4 92.4: 10.6 7.6
Other: 100.0: 29.7 9.3 18.9 44.4 67.5 92.9 95.7: 7.1 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 101 63 105 74 78 238 207:
Old : 274: 109 71 91 70 73 223 195:
Other: 146: 50 33 33 48 44 115 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 26.0 20.5 40.6 8.2 18.9 14.0 26.6
Old : 12.7 23.8 21.7 37.2 10.3 17.3 16.3 24.4
Other: 20.1 43.4 34.0 58.0 17.5 33.6 28.5 44.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 630,234: 34,369 109,886 40,372 395,180 303,734 469,921 453,992: 160,312 176,242
Old : 630,234: 34,369 109,886 40,372 395,180 303,734 469,921 453,992: 160,312 176,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -23,682: -37,609 -10,116 6,937 -13,959 -21,816 -44,631 -24,995: 20,948 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.4 6.4 62.7 48.2 74.6 72.0: 25.4 28.0
Old : 100.0: 5.5 17.4 6.4 62.7 48.2 74.6 72.0: 25.4 28.0
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 : 149: 19 40 36 74 64 117 116:
Old : 149: 19 40 36 74 64 117 116:
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 : 17.4 15.8 27.9 24.7 16.9 14.2 24.9 22.0
Old : 17.4 15.8 27.9 24.7 16.9 14.2 24.9 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 327,301: 44,460 57,116 1,274 214,027 228,154 259,760 286,544: 67,540 40,757
Old : 327,301: 44,460 57,116 1,274 214,027 228,154 259,760 286,544: 67,540 40,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -1,749: 1,933 -2,359 -36 -4,783 1,241 -2,886 -1,154: 1,137 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 17.5 0.4 65.4 69.7 79.4 87.5: 20.6 12.5
Old : 100.0: 13.6 17.5 0.4 65.4 69.7 79.4 87.5: 20.6 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: 6 10 3 33 32 40 44:
Old : 64: 6 10 3 33 32 40 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 : 27.4 49.9 46.0 62.9 24.4 49.7 42.2 61.7
Old : 27.4 49.9 46.0 62.9 24.4 49.7 42.2 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 7,590: 578 275 959 5,673 5,999 7,210 7,233: 380 357
Old : 7,590: 578 275 959 5,673 5,999 7,210 7,233: 380 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 174: -22 -94 184 156 99 318 189: -144 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.6 12.6 74.7 79.0 95.0 95.3: 5.0 4.7
Old : 100.0: 7.6 3.6 12.6 74.7 79.0 95.0 95.3: 5.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 8 4 8 20 21 32 29:
Old : 36: 8 4 8 20 21 32 29:
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 44.6 69.9 63.0 25.7 25.2 33.4 33.2
Old : 51.9 44.6 69.9 63.0 25.7 25.2 33.4 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 259,923: 46,518 33,547 49,723 120,998 148,035 217,239 231,305: 42,685 28,619
Old : 180,520: 39,945 32,085 24,760 82,867 102,296 147,572 159,141: 32,948 21,379
Other: 79,403: 12,980 7,869 18,556 38,131 45,739 69,666 72,164: 9,737 7,240
: : :
: : Changes in Commitments from: April 5, 2011 :
: 3,313: -2,953 5,661 284 7,328 -5,906 4,659 38: -1,346 3,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 12.9 19.1 46.6 57.0 83.6 89.0: 16.4 11.0
Old : 100.0: 22.1 17.8 13.7 45.9 56.7 81.7 88.2: 18.3 11.8
Other: 100.0: 16.3 9.9 23.4 48.0 57.6 87.7 90.9: 12.3 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 57 43 67 73 62 171 147:
Old : 192: 64 40 55 71 56 160 132:
Other: 123: 23 29 32 47 42 94 87:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 29.7 21.2 41.9 8.3 23.4 14.8 30.0
Old : 11.4 30.6 20.4 42.7 9.5 28.4 16.7 37.4
Other: 24.6 33.2 39.0 53.0 19.6 28.9 31.9 39.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 26,356: 7,397 3,825 2,501 9,264 18,123 19,162 24,449: 7,194 1,907
Old : 20,697: 6,875 3,449 1,645 6,676 14,275 15,196 19,369: 5,501 1,328
Other: 5,659: 777 631 601 2,589 3,848 3,966 5,079: 1,693 579
: : :
: : Changes in Commitments from: April 5, 2011 :
: -178: -237 481 -121 139 -819 -219 -459: 42 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 14.5 9.5 35.2 68.8 72.7 92.8: 27.3 7.2
Old : 100.0: 33.2 16.7 8.0 32.3 69.0 73.4 93.6: 26.6 6.4
Other: 100.0: 13.7 11.1 10.6 45.7 68.0 70.1 89.8: 29.9 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 54 20 21 29 22 94 58:
Old : 108: 52 20 17 23 22 82 55:
Other: 51: 15 10 11 16 15 37 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 : 17.2 46.9 27.5 59.2 16.4 41.3 24.7 52.4
Old : 18.3 50.2 28.3 64.3 18.3 48.3 27.4 61.1
Other: 38.5 47.7 48.1 62.6 38.3 46.7 47.0 61.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 1,103,354: 254,312 173,007 60,134 701,926 704,979 1,016,371 938,121: 86,982 165,233
Old : 1,103,354: 254,312 173,007 60,134 701,926 704,979 1,016,371 938,121: 86,982 165,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 46,205: 70,046 1,002 -10,599 -2,490 54,359 56,957 44,762: -10,751 1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 15.7 5.5 63.6 63.9 92.1 85.0: 7.9 15.0
Old : 100.0: 23.0 15.7 5.5 63.6 63.9 92.1 85.0: 7.9 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 35 59 37 105 133 160 209:
Old : 262: 35 59 37 105 133 160 209:
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 : 29.4 18.1 42.5 25.2 29.4 15.5 40.4 22.1
Old : 29.4 18.1 42.5 25.2 29.4 15.5 40.4 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 2,022,882: 198,413 278,653 211,261 1,319,649 1,111,422 1,729,323 1,601,335: 293,559 421,547
Old : 2,022,882: 198,413 278,653 211,261 1,319,649 1,111,422 1,729,323 1,601,335: 293,559 421,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 29,424: -5,466 7,209 -19,012 45,885 34,396 21,406 22,592: 8,018 6,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.8 10.4 65.2 54.9 85.5 79.2: 14.5 20.8
Old : 100.0: 9.8 13.8 10.4 65.2 54.9 85.5 79.2: 14.5 20.8
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 : 281: 40 75 72 134 153 222 252:
Old : 281: 40 75 72 134 153 222 252:
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 12.8 27.6 19.9 18.7 9.7 25.7 14.3
Old : 19.1 12.8 27.6 19.9 18.7 9.7 25.7 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 1,454,378: 285,057 122,228 99,836 868,967 931,191 1,253,860 1,153,255: 200,519 301,123
Old : 1,454,378: 285,057 122,228 99,836 868,967 931,191 1,253,860 1,153,255: 200,519 301,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 22,354: 35,177 -1,068 14,881 -30,060 23,244 19,998 37,057: 2,356 -14,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 8.4 6.9 59.7 64.0 86.2 79.3: 13.8 20.7
Old : 100.0: 19.6 8.4 6.9 59.7 64.0 86.2 79.3: 13.8 20.7
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 : 208: 30 43 37 103 113 152 174:
Old : 208: 30 43 37 103 113 152 174:
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 : 22.0 17.9 33.8 27.0 20.4 15.9 30.0 23.7
Old : 22.0 17.9 33.8 27.0 20.4 15.9 30.0 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 983,838: 95,901 58,794 334,978 496,810 519,660 927,689 913,432: 56,149 70,406
Old : 983,838: 95,901 58,794 334,978 496,810 519,660 927,689 913,432: 56,149 70,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 26,755: -7,488 -9,345 12,003 18,648 18,231 23,162 20,889: 3,592 5,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 6.0 34.0 50.5 52.8 94.3 92.8: 5.7 7.2
Old : 100.0: 9.7 6.0 34.0 50.5 52.8 94.3 92.8: 5.7 7.2
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 : 134: 28 29 42 60 64 110 119:
Old : 134: 28 29 42 60 64 110 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 22.9 48.0 40.0 15.6 9.8 20.4 15.8
Old : 33.2 22.9 48.0 40.0 15.6 9.8 20.4 15.8
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 with Delta-adjusted Options and Futures Combined, April 12, 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 : 60,811: 25,856 4,369 975 26,958 47,831 53,788 53,174: 7,022 7,637
Old : 60,811: 25,856 4,369 975 26,958 47,831 53,788 53,174: 7,022 7,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 478: -592 -632 102 807 1,673 317 1,144: 161 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 7.2 1.6 44.3 78.7 88.5 87.4: 11.5 12.6
Old : 100.0: 42.5 7.2 1.6 44.3 78.7 88.5 87.4: 11.5 12.6
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 : 95: 37 7 6 29 31 67 43:
Old : 95: 37 7 6 29 31 67 43:
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 : 36.8 44.2 49.9 60.9 36.5 44.2 48.4 59.9
Old : 36.8 44.2 49.9 60.9 36.5 44.2 48.4 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 121,621: 51,711 8,737 1,949 53,916 95,662 107,577 106,348: 14,045 15,273
Old : 121,621: 51,711 8,737 1,949 53,916 95,662 107,577 106,348: 14,045 15,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 956: -1,184 -1,264 204 1,614 3,347 635 2,287: 321 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 7.2 1.6 44.3 78.7 88.5 87.4: 11.5 12.6
Old : 100.0: 42.5 7.2 1.6 44.3 78.7 88.5 87.4: 11.5 12.6
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 : 95: 37 7 6 29 31 67 43:
Old : 95: 37 7 6 29 31 67 43:
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 : 36.8 44.2 49.9 60.9 36.5 44.2 48.4 59.9
Old : 36.8 44.2 49.9 60.9 36.5 44.2 48.4 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 8,424: 4,556 1,669 37 1,704 5,798 6,297 7,504: 2,127 920
Old : 8,424: 4,556 1,669 37 1,704 5,798 6,297 7,504: 2,127 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -462: -1,038 0 0 30 118 -1,008 118: 546 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 19.8 0.4 20.2 68.8 74.8 89.1: 25.2 10.9
Old : 100.0: 54.1 19.8 0.4 20.2 68.8 74.8 89.1: 25.2 10.9
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 : 45.2 81.7 67.5 88.6 45.2 81.7 67.5 88.6
Old : 45.2 81.7 67.5 88.6 45.2 81.7 67.5 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 11,229: 482 1,323 26 10,609 9,599 11,117 10,948: 112 281
Old : 11,229: 482 1,323 26 10,609 9,599 11,117 10,948: 112 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 4: -168 -30 19 169 -7 20 -18: -16 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 11.8 0.2 94.5 85.5 99.0 97.5: 1.0 2.5
Old : 100.0: 4.3 11.8 0.2 94.5 85.5 99.0 97.5: 1.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 10 1 6 13 8 24:
Old : 30: 2 10 1 6 13 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 : 93.6 67.1 99.0 82.3 93.6 67.1 98.6 82.1
Old : 93.6 67.1 99.0 82.3 93.6 67.1 98.6 82.1
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 with Delta-adjusted Options and Futures Combined, April 12, 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 : 28,609: 1,317 1,871 0 27,171 26,147 28,488 28,018: 121 591
Old : 28,609: 1,317 1,871 0 27,171 26,147 28,488 28,018: 121 591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 144: 112 335 0 196 -550 308 -215: -164 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.5 0.0 95.0 91.4 99.6 97.9: 0.4 2.1
Old : 100.0: 4.6 6.5 0.0 95.0 91.4 99.6 97.9: 0.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 6 0 8 14 10 20:
Old : 28: 2 6 0 8 14 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 : 98.5 75.1 99.4 89.3 98.5 75.1 99.4 89.3
Old : 98.5 75.1 99.4 89.3 98.5 75.1 99.4 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2011