WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 592,679: 102,399 72,744 148,208 298,817 314,090 549,424 535,042: 43,255 57,637
Old : 22,053: 9,143 8,654 0 7,452 11,143 16,595 19,797: 5,458 2,256
Other: 570,626: 103,570 74,403 137,894 291,365 302,947 532,829 515,245: 37,797 55,381
: : :
: : Changes in Commitments from: April 19, 2011 :
: -36,140: 3,672 44 -23,212 -16,402 -12,179 -35,942 -35,348: -198 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 12.3 25.0 50.4 53.0 92.7 90.3: 7.3 9.7
Old : 100.0: 41.5 39.2 0.0 33.8 50.5 75.3 89.8: 24.7 10.2
Other: 100.0: 18.2 13.0 24.2 51.1 53.1 93.4 90.3: 6.6 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 464: 144 139 193 110 143 371 385:
Old : 151: 37 28 0 40 47 77 75:
Other: 457: 145 148 178 103 141 350 378:
:----------------------------------------------------------------------------------------------------
: 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 17.1 32.3 24.0 16.1 13.6 27.4 18.2
Old : 20.4 33.8 31.0 50.1 20.4 33.8 31.0 50.1
Other: 20.1 17.2 33.3 24.2 16.5 14.3 28.3 18.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,297,491: 496,337 93,563 728,482 839,755 1,179,934 2,064,574 2,001,980: 232,917 295,511
Old : 1,367,170: 288,822 112,444 431,655 506,727 671,123 1,227,204 1,215,222: 139,967 151,948
Other: 930,320: 272,083 45,687 232,259 333,028 508,811 837,370 786,758: 92,950 143,563
: : :
: : Changes in Commitments from: April 19, 2011 :
: -183,828: 1,794 353 -123,752 -64,599 -54,927 -186,558 -178,327: 2,729 -5,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 4.1 31.7 36.6 51.4 89.9 87.1: 10.1 12.9
Old : 100.0: 21.1 8.2 31.6 37.1 49.1 89.8 88.9: 10.2 11.1
Other: 100.0: 29.2 4.9 25.0 35.8 54.7 90.0 84.6: 10.0 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 958: 296 152 333 316 437 761 813:
Old : 907: 240 185 290 273 413 667 757:
Other: 790: 213 131 189 214 394 508 641:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 10.6 18.0 16.9 8.8 6.8 12.9 10.3
Old : 12.4 13.0 20.3 18.8 11.4 10.1 16.9 14.4
Other: 13.7 12.6 21.7 18.5 9.8 9.0 15.8 13.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,105: 3,898 184 1,096 7,144 12,916 12,138 14,197: 2,967 908
Old : 1,008: 8 0 0 658 940 666 940: 342 68
Other: 14,097: 3,892 186 1,094 6,486 11,976 11,472 13,257: 2,625 840
: : :
: : Changes in Commitments from: April 19, 2011 :
: -339: 671 40 -76 -539 39 56 3: -395 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 1.2 7.3 47.3 85.5 80.4 94.0: 19.6 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: 27.6 1.3 7.8 46.0 85.0 81.4 94.0: 18.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 20 3 8 22 15 43 25:
Old : 16: 2 0 0 11 3 13 3:
Other: 46: 20 3 8 18 15 39 25:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 61.4 43.0 80.6 23.3 53.6 38.7 69.0
Old : 42.3 93.3 62.8 93.3 42.3 93.3 62.8 93.3
Other: 26.7 59.1 46.0 79.7 24.8 51.3 41.1 68.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 818,174: 152,353 41,686 271,105 332,202 414,195 755,659 726,986: 62,515 91,188
Old : 416,876: 110,939 31,625 106,077 162,745 239,378 379,761 377,080: 37,115 39,796
Other: 401,298: 81,257 49,904 125,184 169,457 174,817 375,898 349,905: 25,400 51,392
: : :
: : Changes in Commitments from: April 19, 2011 :
: -93,828: 8,167 -9,371 -64,295 -35,019 -16,427 -91,148 -90,093: -2,680 -3,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 5.1 33.1 40.6 50.6 92.4 88.9: 7.6 11.1
Old : 100.0: 26.6 7.6 25.4 39.0 57.4 91.1 90.5: 8.9 9.5
Other: 100.0: 20.2 12.4 31.2 42.2 43.6 93.7 87.2: 6.3 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 206 116 234 147 205 469 474:
Old : 527: 193 109 175 115 188 380 417:
Other: 462: 120 133 141 102 182 303 383:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 16.7 26.6 25.1 11.7 11.1 17.1 16.1
Old : 17.5 24.1 27.1 33.8 16.4 19.3 22.9 28.7
Other: 20.5 15.2 29.8 24.6 15.2 9.0 21.0 14.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 12,150: 966 8,906 2,452 7,931 495 11,349 11,853: 800 296
Old : 11,057: 966 8,796 1,483 7,931 495 10,380 10,775: 677 282
Other: 1,093: 548 658 421 0 0 969 1,079: 124 14
: : :
: : Changes in Commitments from: April 19, 2011 :
: 132: -95 -277 314 -107 112 111 149: 21 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 73.3 20.2 65.3 4.1 93.4 97.6: 6.6 2.4
Old : 100.0: 8.7 79.6 13.4 71.7 4.5 93.9 97.4: 6.1 2.6
Other: 100.0: 50.1 60.2 38.5 0.0 0.0 88.7 98.7: 11.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 6 8 13 7 27 16:
Old : 28: 9 5 8 13 7 27 15:
Other: 4: 2 2 3 0 0 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 59.9 88.2 76.3 96.6 53.3 69.7 61.1 73.4
Old : 64.0 87.9 75.6 96.7 58.6 76.3 67.1 79.6
Other: 88.7 98.7 88.7 98.7 50.1 60.2 50.1 60.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 409,262: 96,311 35,358 89,691 183,969 258,807 369,972 383,857: 39,290 25,405
Old : 282,828: 75,159 41,160 50,493 126,566 170,198 252,218 261,851: 30,609 20,977
Other: 126,434: 36,138 9,184 24,213 57,403 88,609 117,753 122,006: 8,681 4,428
: : :
: : Changes in Commitments from: April 19, 2011 :
: -33,186: -4,786 -344 -10,835 -14,879 -20,107 -30,501 -31,286: -2,685 -1,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 8.6 21.9 45.0 63.2 90.4 93.8: 9.6 6.2
Old : 100.0: 26.6 14.6 17.9 44.8 60.2 89.2 92.6: 10.8 7.4
Other: 100.0: 28.6 7.3 19.2 45.4 70.1 93.1 96.5: 6.9 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 100 55 101 70 76 229 203:
Old : 268: 99 72 86 65 71 213 191:
Other: 147: 55 27 38 47 45 117 96:
:----------------------------------------------------------------------------------------------------
: 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 28.7 21.3 42.6 9.4 22.5 15.8 31.0
Old : 14.6 24.9 23.7 37.0 12.3 20.0 19.0 27.7
Other: 18.9 45.1 32.3 60.4 16.3 39.6 27.8 49.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 634,517: 65,323 105,264 27,838 386,355 342,183 479,516 475,285: 155,001 159,231
Old : 634,517: 65,323 105,264 27,838 386,355 342,183 479,516 475,285: 155,001 159,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 1,539: 10,538 2,620 -11,956 -11,406 19,211 -12,825 9,875: 14,363 -8,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 16.6 4.4 60.9 53.9 75.6 74.9: 24.4 25.1
Old : 100.0: 10.3 16.6 4.4 60.9 53.9 75.6 74.9: 24.4 25.1
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 : 147: 19 37 27 69 69 108 113:
Old : 147: 19 37 27 69 69 108 113:
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 : 17.6 17.3 28.5 26.6 17.0 16.0 26.2 24.2
Old : 17.6 17.3 28.5 26.6 17.0 16.0 26.2 24.2
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 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 : 321,384: 43,359 56,835 1,737 205,740 216,876 250,836 275,448: 70,548 45,937
Old : 321,384: 43,359 56,835 1,737 205,740 216,876 250,836 275,448: 70,548 45,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -3,978: 956 -1,810 108 -14,355 -7,430 -13,291 -9,132: 9,313 5,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 17.7 0.5 64.0 67.5 78.0 85.7: 22.0 14.3
Old : 100.0: 13.5 17.7 0.5 64.0 67.5 78.0 85.7: 22.0 14.3
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 : 63: 5 10 3 33 32 39 44:
Old : 63: 5 10 3 33 32 39 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 : 28.1 48.4 47.8 60.8 25.7 48.0 44.0 60.0
Old : 28.1 48.4 47.8 60.8 25.7 48.0 44.0 60.0
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 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 with Delta-adjusted Options and Futures Combined, 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 : 260,056: 48,224 27,532 51,817 117,523 154,159 217,564 233,509: 42,491 26,547
Old : 172,137: 44,206 27,012 21,360 73,987 105,129 139,553 153,501: 32,583 18,636
Other: 87,919: 13,349 9,851 21,126 43,536 49,031 78,011 80,008: 9,908 7,911
: : :
: : Changes in Commitments from: April 19, 2011 :
: -10,744: 3,522 -8,280 -2,784 -11,732 4,235 -10,994 -6,829: 251 -3,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.6 19.9 45.2 59.3 83.7 89.8: 16.3 10.2
Old : 100.0: 25.7 15.7 12.4 43.0 61.1 81.1 89.2: 18.9 10.8
Other: 100.0: 15.2 11.2 24.0 49.5 55.8 88.7 91.0: 11.3 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 61 37 70 73 70 176 157:
Old : 199: 68 38 51 71 67 164 138:
Other: 129: 24 31 30 54 45 97 91:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 32.5 22.3 42.4 8.0 24.0 14.3 29.3
Old : 10.8 35.5 19.3 44.8 10.0 32.8 16.7 40.3
Other: 29.0 30.3 42.1 50.2 20.8 25.3 32.6 34.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 26,056: 7,573 3,606 1,891 9,251 18,907 18,715 24,403: 7,341 1,653
Old : 19,608: 6,987 3,037 1,047 6,264 14,602 14,297 18,686: 5,311 922
Other: 6,448: 817 800 613 2,988 4,305 4,417 5,717: 2,031 731
: : :
: : Changes in Commitments from: April 19, 2011 :
: 79: 330 143 -560 123 620 -108 203: 187 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 13.8 7.3 35.5 72.6 71.8 93.7: 28.2 6.3
Old : 100.0: 35.6 15.5 5.3 31.9 74.5 72.9 95.3: 27.1 4.7
Other: 100.0: 12.7 12.4 9.5 46.3 66.8 68.5 88.7: 31.5 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 51 18 19 28 22 90 52:
Old : 98: 48 17 14 21 21 75 47:
Other: 53: 16 11 10 15 16 36 33:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 47.9 27.9 59.4 16.6 42.2 25.3 53.0
Old : 19.4 52.4 29.6 65.9 19.0 50.6 28.8 62.6
Other: 41.4 45.4 50.1 59.7 41.2 44.2 48.9 58.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,100,756: 338,658 151,497 46,863 604,435 746,131 989,956 944,491: 110,800 156,265
Old : 1,100,756: 338,658 151,497 46,863 604,435 746,131 989,956 944,491: 110,800 156,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -642: 32,100 -9,880 -1,135 -42,743 18,066 -11,778 7,052: 11,135 -7,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 13.8 4.3 54.9 67.8 89.9 85.8: 10.1 14.2
Old : 100.0: 30.8 13.8 4.3 54.9 67.8 89.9 85.8: 10.1 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 : 275: 51 59 33 105 133 176 205:
Old : 275: 51 59 33 105 133 176 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 20.5 37.6 28.3 25.4 17.4 36.1 24.6
Old : 25.4 20.5 37.6 28.3 25.4 17.4 36.1 24.6
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 with Delta-adjusted Options and Futures Combined, 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 : 1,941,127: 208,390 207,453 165,128 1,274,398 1,155,733 1,647,916 1,528,313: 293,210 412,813
Old : 1,941,127: 208,390 207,453 165,128 1,274,398 1,155,733 1,647,916 1,528,313: 293,210 412,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -58,799: 20,279 -6,602 -64,950 -45,384 -18,630 -90,055 -90,183: 31,256 31,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.7 8.5 65.7 59.5 84.9 78.7: 15.1 21.3
Old : 100.0: 10.7 10.7 8.5 65.7 59.5 84.9 78.7: 15.1 21.3
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 : 272: 45 59 61 134 148 214 233:
Old : 272: 45 59 61 134 148 214 233:
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 : 20.4 15.0 28.8 23.3 20.0 12.6 26.9 17.6
Old : 20.4 15.0 28.8 23.3 20.0 12.6 26.9 17.6
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 with Delta-adjusted Options and Futures Combined, 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 : 1,523,010: 359,682 111,289 85,629 868,062 1,032,491 1,313,373 1,229,409: 209,636 293,601
Old : 1,523,010: 359,682 111,289 85,629 868,062 1,032,491 1,313,373 1,229,409: 209,636 293,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 37,385: 56,103 -2,512 -20,154 -11,170 54,344 24,778 31,677: 12,606 5,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.3 5.6 57.0 67.8 86.2 80.7: 13.8 19.3
Old : 100.0: 23.6 7.3 5.6 57.0 67.8 86.2 80.7: 13.8 19.3
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 : 207: 37 31 34 104 110 150 166:
Old : 207: 37 31 34 104 110 150 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 19.8 32.5 28.6 19.6 17.8 30.3 25.3
Old : 21.0 19.8 32.5 28.6 19.6 17.8 30.3 25.3
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 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 : 1,010,102: 101,737 66,001 344,090 525,022 545,778 970,849 955,869: 39,253 54,233
Old : 1,010,102: 101,737 66,001 344,090 525,022 545,778 970,849 955,869: 39,253 54,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 11,410: -672 2,903 3,579 9,344 7,138 12,251 13,620: -841 -2,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 6.5 34.1 52.0 54.0 96.1 94.6: 3.9 5.4
Old : 100.0: 10.1 6.5 34.1 52.0 54.0 96.1 94.6: 3.9 5.4
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 : 148: 31 37 47 65 70 120 135:
Old : 148: 31 37 47 65 70 120 135:
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 : 33.9 22.1 49.2 39.4 16.7 9.1 21.3 14.9
Old : 33.9 22.1 49.2 39.4 16.7 9.1 21.3 14.9
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 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 : 59,102: 20,827 4,824 1,020 29,893 44,139 51,740 49,983: 7,362 9,119
Old : 59,102: 20,827 4,824 1,020 29,893 44,139 51,740 49,983: 7,362 9,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 4,600: 592 286 239 3,688 2,970 4,519 3,495: 82 1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.2 1.7 50.6 74.7 87.5 84.6: 12.5 15.4
Old : 100.0: 35.2 8.2 1.7 50.6 74.7 87.5 84.6: 12.5 15.4
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 : 103: 38 9 7 35 32 74 47:
Old : 103: 38 9 7 35 32 74 47:
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 : 29.1 39.2 41.8 54.0 28.8 38.6 40.1 52.8
Old : 29.1 39.2 41.8 54.0 28.8 38.6 40.1 52.8
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 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 : 118,204: 41,653 9,648 2,040 59,787 88,278 103,480 99,966: 14,724 18,238
Old : 118,204: 41,653 9,648 2,040 59,787 88,278 103,480 99,966: 14,724 18,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 9,201: 1,183 572 479 7,375 5,940 9,037 6,990: 163 2,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.2 1.7 50.6 74.7 87.5 84.6: 12.5 15.4
Old : 100.0: 35.2 8.2 1.7 50.6 74.7 87.5 84.6: 12.5 15.4
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 : 103: 38 9 7 35 32 74 47:
Old : 103: 38 9 7 35 32 74 47:
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 : 29.1 39.2 41.8 54.0 28.8 38.6 40.1 52.8
Old : 29.1 39.2 41.8 54.0 28.8 38.6 40.1 52.8
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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