WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 466,165: 95,897 137,698 80,544 256,780 198,068 433,221 416,310: 32,944 49,855 Old : 157,613: 58,275 81,335 5,378 78,829 55,099 142,482 141,812: 15,131 15,801 Other: 308,552: 64,983 83,724 47,805 177,951 142,969 290,739 274,498: 17,813 34,054 : : : : : Changes in Commitments from: March 27, 2012 : : 17,500: 3,012 6,699 -2,508 20,028 14,472 20,532 18,663: -3,032 -1,163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 29.5 17.3 55.1 42.5 92.9 89.3: 7.1 10.7 Old : 100.0: 37.0 51.6 3.4 50.0 35.0 90.4 90.0: 9.6 10.0 Other: 100.0: 21.1 27.1 15.5 57.7 46.3 94.2 89.0: 5.8 11.0 : : : :# Traders : Number of Traders in Each Category : All : 388: 110 148 142 76 105 279 316: Old : 311: 115 92 28 52 59 179 167: Other: 323: 77 124 86 60 98 203 251: :---------------------------------------------------------------------------------------------------- : 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 15.4 38.9 24.8 22.1 13.5 35.5 20.9 Old : 30.2 23.7 40.0 37.2 30.2 23.7 40.0 37.2 Other: 30.6 19.7 43.6 28.7 30.1 17.9 42.2 24.6 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,342,159: 354,311 108,445 242,003 614,542 739,801 1,210,856 1,090,249: 131,303 251,910 Old : 917,848: 295,842 118,401 136,293 396,659 504,651 828,794 759,345: 89,054 158,503 Other: 424,311: 149,946 81,521 14,233 217,883 235,150 382,062 330,904: 42,249 93,407 : : : : : Changes in Commitments from: March 27, 2012 : : 33,157: -10,590 12,677 7,480 35,170 6,927 32,060 27,084: 1,097 6,073 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 8.1 18.0 45.8 55.1 90.2 81.2: 9.8 18.8 Old : 100.0: 32.2 12.9 14.8 43.2 55.0 90.3 82.7: 9.7 17.3 Other: 100.0: 35.3 19.2 3.4 51.3 55.4 90.0 78.0: 10.0 22.0 : : : :# Traders : Number of Traders in Each Category : All : 719: 207 139 215 198 305 513 573: Old : 683: 197 138 174 162 288 440 529: Other: 549: 117 118 66 114 260 267 412: :---------------------------------------------------------------------------------------------------- : 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 : 12.8 12.0 22.5 18.1 12.6 8.0 20.1 13.3 Old : 15.5 11.9 26.0 17.6 15.1 9.9 23.8 14.5 Other: 20.7 19.7 33.1 25.8 17.6 14.1 28.1 20.2 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 10,573: 2,615 573 72 5,621 8,269 8,308 8,914: 2,265 1,659 Old : 4,771: 2,150 307 0 1,220 3,532 3,370 3,839: 1,401 932 Other: 5,802: 515 316 22 4,401 4,737 4,938 5,075: 864 727 : : : : : Changes in Commitments from: March 27, 2012 : : -75: 53 -394 -136 -213 303 -296 -227: 221 152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 5.4 0.7 53.2 78.2 78.6 84.3: 21.4 15.7 Old : 100.0: 45.1 6.4 0.0 25.6 74.0 70.6 80.5: 29.4 19.5 Other: 100.0: 8.9 5.4 0.4 75.9 81.6 85.1 87.5: 14.9 12.5 : : : :# Traders : Number of Traders in Each Category : All : 35: 12 5 4 14 14 28 21: Old : 31: 9 5 0 9 10 18 15: Other: 25: 5 3 3 13 11 20 15: :---------------------------------------------------------------------------------------------------- : 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 : 28.2 69.4 50.8 78.2 28.2 58.5 47.9 67.3 Old : 38.9 67.6 59.6 75.3 38.9 65.4 58.8 73.2 Other: 43.5 70.9 70.2 84.6 42.0 66.4 58.5 71.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 753,669: 275,924 40,067 117,421 299,352 498,507 692,697 655,995: 60,972 97,674 Old : 408,639: 205,549 49,313 27,305 144,363 285,642 377,217 362,260: 31,422 46,379 Other: 345,030: 108,270 28,649 52,221 154,989 212,865 315,480 293,735: 29,550 51,295 : : : : : Changes in Commitments from: March 27, 2012 : : 69,088: 25,307 1,877 10,706 31,626 49,041 67,639 61,624: 1,449 7,464 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 5.3 15.6 39.7 66.1 91.9 87.0: 8.1 13.0 Old : 100.0: 50.3 12.1 6.7 35.3 69.9 92.3 88.7: 7.7 11.3 Other: 100.0: 31.4 8.3 15.1 44.9 61.7 91.4 85.1: 8.6 14.9 : : : :# Traders : Number of Traders in Each Category : All : 578: 233 104 182 153 198 471 425: Old : 536: 204 115 102 97 182 349 358: Other: 426: 139 74 101 124 168 317 305: :---------------------------------------------------------------------------------------------------- : 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 : 12.6 22.2 20.1 31.7 9.3 16.8 15.5 25.7 Old : 15.6 22.4 25.5 34.9 14.5 21.7 24.4 34.0 Other: 17.8 27.4 27.7 35.6 14.7 21.6 23.3 27.9 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 19,332: 15,449 635 368 58 3,402 15,875 4,405: 3,457 14,927 Old : 7,005: 4,739 633 151 58 1,038 4,948 1,822: 2,057 5,183 Other: 12,327: 10,917 209 10 0 2,364 10,927 2,583: 1,400 9,744 : : : : : Changes in Commitments from: March 27, 2012 : : 1,454: 1,485 220 6 -26 234 1,465 460: -11 994 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 3.3 1.9 0.3 17.6 82.1 22.8: 17.9 77.2 Old : 100.0: 67.7 9.0 2.2 0.8 14.8 70.6 26.0: 29.4 74.0 Other: 100.0: 88.6 1.7 0.1 0.0 19.2 88.6 21.0: 11.4 79.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 15 3 7 1 7 16 17: Old : 23: 12 5 5 1 6 14 15: Other: 18: 9 2 3 0 7 9 12: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 13.0 71.8 19.1 53.7 13.0 70.8 18.8 Old : 45.2 13.6 60.5 22.2 45.2 13.6 59.5 22.2 Other: 66.7 14.4 87.4 20.1 66.7 14.4 87.3 20.1 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 362,335: 103,485 58,977 40,695 176,506 238,219 320,686 337,891: 41,649 24,444 Old : 273,617: 98,149 65,156 15,869 127,043 174,353 241,061 255,378: 32,556 18,239 Other: 88,718: 21,943 10,428 8,219 49,463 63,866 79,625 82,513: 9,093 6,205 : : : : : Changes in Commitments from: March 27, 2012 : : -3,460: 3,755 -4,567 -2,878 -7,120 5,207 -6,243 -2,238: 2,783 -1,222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 16.3 11.2 48.7 65.7 88.5 93.3: 11.5 6.7 Old : 100.0: 35.9 23.8 5.8 46.4 63.7 88.1 93.3: 11.9 6.7 Other: 100.0: 24.7 11.8 9.3 55.8 72.0 89.8 93.0: 10.2 7.0 : : : :# Traders : Number of Traders in Each Category : All : 277: 113 58 86 66 68 220 185: Old : 272: 108 67 60 63 65 200 169: Other: 133: 47 24 24 35 38 95 78: :---------------------------------------------------------------------------------------------------- : 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 : 13.8 28.0 23.4 39.6 11.8 25.2 19.3 34.9 Old : 14.5 29.8 23.2 39.6 12.9 29.2 20.7 38.1 Other: 19.2 42.1 34.9 57.5 18.9 39.6 32.8 53.6 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 573,636: 57,315 79,067 4,447 379,859 351,698 441,621 435,212: 132,015 138,424 Old : 573,636: 57,315 79,067 4,447 379,859 351,698 441,621 435,212: 132,015 138,424 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 2,296: 11,745 -6,129 2,455 -16,551 13,305 -2,351 9,631: 4,647 -7,335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 13.8 0.8 66.2 61.3 77.0 75.9: 23.0 24.1 Old : 100.0: 10.0 13.8 0.8 66.2 61.3 77.0 75.9: 23.0 24.1 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 : 158: 24 36 12 72 65 104 105: Old : 158: 24 36 12 72 65 104 105: 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 : 19.5 18.4 30.3 30.8 15.6 15.5 22.8 26.1 Old : 19.5 18.4 30.3 30.8 15.6 15.5 22.8 26.1 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 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 344,322: 38,111 26,266 296 251,527 271,705 289,934 298,267: 54,388 46,055 Old : 344,322: 38,111 26,266 296 251,527 271,705 289,934 298,267: 54,388 46,055 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -6,855: -3,105 164 -652 308 -6,165 -3,449 -6,653: -3,406 -202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 7.6 0.1 73.0 78.9 84.2 86.6: 15.8 13.4 Old : 100.0: 11.1 7.6 0.1 73.0 78.9 84.2 86.6: 15.8 13.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 70: 5 7 2 37 45 42 54: Old : 70: 5 7 2 37 45 42 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.0 43.3 46.4 55.1 25.5 43.3 41.0 53.9 Old : 27.0 43.3 46.4 55.1 25.5 43.3 41.0 53.9 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 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 12,249: 2,631 721 1,417 7,669 9,645 11,717 11,783: 532 466 Old : 12,249: 2,631 721 1,417 7,669 9,645 11,717 11,783: 532 466 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 816: 271 253 19 609 545 899 817: -83 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 5.9 11.6 62.6 78.7 95.7 96.2: 4.3 3.8 Old : 100.0: 21.5 5.9 11.6 62.6 78.7 95.7 96.2: 4.3 3.8 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 : 43: 11 5 5 21 22 35 30: Old : 43: 11 5 5 21 22 35 30: 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 : 43.7 45.2 62.5 66.8 19.6 18.2 27.1 26.0 Old : 43.7 45.2 62.5 66.8 19.6 18.2 27.1 26.0 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 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 256,098: 103,394 13,269 25,353 87,121 199,082 215,868 237,704: 40,230 18,394 Old : 194,445: 92,334 14,978 13,014 57,189 152,460 162,537 180,452: 31,908 13,993 Other: 61,653: 15,793 3,024 7,606 29,932 46,622 53,331 57,252: 8,322 4,401 : : : : : Changes in Commitments from: March 27, 2012 : : 14,885: 9,837 -2,364 282 6,154 18,056 16,273 15,974: -1,388 -1,089 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.4 5.2 9.9 34.0 77.7 84.3 92.8: 15.7 7.2 Old : 100.0: 47.5 7.7 6.7 29.4 78.4 83.6 92.8: 16.4 7.2 Other: 100.0: 25.6 4.9 12.3 48.5 75.6 86.5 92.9: 13.5 7.1 : : : :# Traders : Number of Traders in Each Category : All : 229: 103 27 54 66 71 195 137: Old : 217: 92 32 37 61 68 170 126: Other: 121: 39 14 23 43 40 95 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 : 11.7 35.9 20.2 47.8 9.8 30.7 17.3 39.7 Old : 11.8 37.7 20.6 51.4 11.8 32.9 20.6 45.5 Other: 29.9 41.5 42.7 60.6 27.1 36.4 35.2 50.6 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 16,337: 3,995 5,367 2,056 6,998 6,702 13,049 14,125: 3,288 2,212 Old : 14,740: 4,271 5,367 1,606 5,967 5,768 11,844 12,741: 2,896 1,999 Other: 1,597: 157 433 17 1,031 934 1,205 1,384: 392 213 : : : : : Changes in Commitments from: March 27, 2012 : : 498: -286 -285 862 -73 -234 503 343: -5 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 32.9 12.6 42.8 41.0 79.9 86.5: 20.1 13.5 Old : 100.0: 29.0 36.4 10.9 40.5 39.1 80.4 86.4: 19.6 13.6 Other: 100.0: 9.8 27.1 1.1 64.6 58.5 75.5 86.7: 24.5 13.3 : : : :# Traders : Number of Traders in Each Category : All : 75: 23 18 13 22 19 52 47: Old : 74: 25 18 11 19 15 48 41: Other: 30: 6 6 2 9 11 16 18: :---------------------------------------------------------------------------------------------------- : 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 : 25.5 29.1 41.1 45.3 23.9 23.5 35.3 37.5 Old : 26.2 30.3 43.4 46.9 24.5 26.3 38.2 41.6 Other: 53.2 63.4 67.6 80.2 51.6 63.4 66.1 80.2 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 785,415: 170,780 197,680 10,377 513,136 465,838 694,293 673,895: 91,122 111,520 Old : 785,415: 170,780 197,680 10,377 513,136 465,838 694,293 673,895: 91,122 111,520 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -31,309: 21,172 -14,617 -1,652 -60,303 -13,829 -40,783 -30,098: 9,474 -1,211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 25.2 1.3 65.3 59.3 88.4 85.8: 11.6 14.2 Old : 100.0: 21.7 25.2 1.3 65.3 59.3 88.4 85.8: 11.6 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 : 213: 39 44 17 93 85 140 139: Old : 213: 39 44 17 93 85 140 139: 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 : 20.3 28.1 33.7 38.0 20.1 27.0 30.9 34.4 Old : 20.3 28.1 33.7 38.0 20.1 27.0 30.9 34.4 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 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,735,420: 144,987 357,114 31,300 1,313,054 1,000,164 1,489,341 1,388,578: 246,079 346,842 Old : 1,735,420: 144,987 357,114 31,300 1,313,054 1,000,164 1,489,341 1,388,578: 246,079 346,842 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -22,125: -22,158 -5,748 6,146 -8,713 -18,955 -24,725 -18,557: 2,600 -3,568 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 20.6 1.8 75.7 57.6 85.8 80.0: 14.2 20.0 Old : 100.0: 8.4 20.6 1.8 75.7 57.6 85.8 80.0: 14.2 20.0 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 : 284: 29 72 29 113 147 160 230: Old : 284: 29 72 29 113 147 160 230: 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 : 32.3 19.1 41.6 26.2 30.5 15.4 37.3 20.3 Old : 32.3 19.1 41.6 26.2 30.5 15.4 37.3 20.3 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 - Futures Only, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,274,872: 258,560 131,180 15,394 830,122 883,127 1,104,076 1,029,701: 170,796 245,171 Old : 1,274,872: 258,560 131,180 15,394 830,122 883,127 1,104,076 1,029,701: 170,796 245,171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -105,813: -5,789 -38,335 -2,053 -111,484 -63,306 -119,326 -103,694: 13,513 -2,119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 10.3 1.2 65.1 69.3 86.6 80.8: 13.4 19.2 Old : 100.0: 20.3 10.3 1.2 65.1 69.3 86.6 80.8: 13.4 19.2 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 : 188: 31 31 12 77 97 115 133: Old : 188: 31 31 12 77 97 115 133: 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 : 30.5 27.4 41.8 37.1 26.8 26.1 37.2 34.6 Old : 30.5 27.4 41.8 37.1 26.8 26.1 37.2 34.6 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 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 519,960: 77,289 80,919 68,577 348,745 326,079 494,611 475,575: 25,349 44,385 Old : 519,960: 77,289 80,919 68,577 348,745 326,079 494,611 475,575: 25,349 44,385 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -51,479: -6,432 1,926 -2,864 -42,783 -50,596 -52,079 -51,534: 600 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 15.6 13.2 67.1 62.7 95.1 91.5: 4.9 8.5 Old : 100.0: 14.9 15.6 13.2 67.1 62.7 95.1 91.5: 4.9 8.5 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 : 80: 13 19 25 42 45 69 76: Old : 80: 13 19 25 42 45 69 76: 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 : 44.3 29.6 60.4 48.2 35.3 21.0 41.4 30.5 Old : 44.3 29.6 60.4 48.2 35.3 21.0 41.4 30.5 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 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 52,465: 19,811 7,193 158 24,994 39,876 44,963 47,227: 7,503 5,238 Old : 52,465: 19,811 7,193 158 24,994 39,876 44,963 47,227: 7,503 5,238 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -904: -1,254 816 -124 188 -2,344 -1,191 -1,652: 287 749 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 13.7 0.3 47.6 76.0 85.7 90.0: 14.3 10.0 Old : 100.0: 37.8 13.7 0.3 47.6 76.0 85.7 90.0: 14.3 10.0 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 : 101: 37 11 4 31 28 69 42: Old : 101: 37 11 4 31 28 69 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 : 28.2 40.9 43.7 57.0 28.2 40.8 43.7 56.3 Old : 28.2 40.9 43.7 57.0 28.2 40.8 43.7 56.3 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 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 104,930: 39,622 14,386 316 49,987 79,752 89,925 94,454: 15,005 10,476 Old : 104,930: 39,622 14,386 316 49,987 79,752 89,925 94,454: 15,005 10,476 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -1,807: -2,508 1,631 -248 375 -4,687 -2,381 -3,304: 574 1,497 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 13.7 0.3 47.6 76.0 85.7 90.0: 14.3 10.0 Old : 100.0: 37.8 13.7 0.3 47.6 76.0 85.7 90.0: 14.3 10.0 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 : 101: 37 11 4 31 28 69 42: Old : 101: 37 11 4 31 28 69 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 : 28.2 40.9 43.7 57.0 28.2 40.8 43.7 56.3 Old : 28.2 40.9 43.7 57.0 28.2 40.8 43.7 56.3 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 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 X INDEX) : : : : All : 7,345: 5,047 5,764 878 1,361 643 7,286 7,285: 59 60 Old : 7,345: 5,047 5,764 878 1,361 643 7,286 7,285: 59 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -190: 167 7 -330 -32 113 -195 -210: 5 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.7 78.5 12.0 18.5 8.8 99.2 99.2: 0.8 0.8 Old : 100.0: 68.7 78.5 12.0 18.5 8.8 99.2 99.2: 0.8 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 10 9 2 1 2 13 11: Old : 22: 10 9 2 1 2 13 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 : 63.1 66.6 92.0 93.5 63.1 59.4 85.3 81.6 Old : 63.1 66.6 92.0 93.5 63.1 59.4 85.3 81.6 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 - Futures Only, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 10,621: 4,992 507 24 5,471 9,948 10,487 10,479: 134 142 Old : 10,621: 4,992 507 24 5,471 9,948 10,487 10,479: 134 142 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 461: 988 155 0 -516 302 472 457: -11 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.0 4.8 0.2 51.5 93.7 98.7 98.7: 1.3 1.3 Old : 100.0: 47.0 4.8 0.2 51.5 93.7 98.7 98.7: 1.3 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 8 5 1 6 11 14 17: Old : 29: 8 5 1 6 11 14 17: 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 : 84.9 80.0 96.0 91.4 84.9 80.0 95.8 91.3 Old : 84.9 80.0 96.0 91.4 84.9 80.0 95.8 91.3 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 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 8,144: 825 1,079 0 7,166 6,982 7,991 8,061: 153 83 Old : 8,144: 825 1,079 0 7,166 6,982 7,991 8,061: 153 83 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 585: -1,021 253 0 1,576 346 555 599: 30 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 13.2 0.0 88.0 85.7 98.1 99.0: 1.9 1.0 Old : 100.0: 10.1 13.2 0.0 88.0 85.7 98.1 99.0: 1.9 1.0 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 : 30: 4 9 0 5 13 9 22: Old : 30: 4 9 0 5 13 9 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 93.0 61.2 97.8 78.1 93.0 61.2 97.6 78.1 Old : 93.0 61.2 97.8 78.1 93.0 61.2 97.6 78.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012