WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, April 10, 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 : 471,658: 94,472 145,897 83,739 261,641 189,330 439,852 418,966: 31,806 52,692 Old : 138,887: 53,489 71,156 3,801 69,792 47,361 127,082 122,318: 11,805 16,569 Other: 332,771: 64,056 97,814 56,865 191,849 141,969 312,770 296,648: 20,001 36,123 : : : : : Changes in Commitments from: April 3, 2012 : : 5,493: -1,425 8,199 3,195 4,861 -8,738 6,631 2,656: -1,138 2,837 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 30.9 17.8 55.5 40.1 93.3 88.8: 6.7 11.2 Old : 100.0: 38.5 51.2 2.7 50.3 34.1 91.5 88.1: 8.5 11.9 Other: 100.0: 19.2 29.4 17.1 57.7 42.7 94.0 89.1: 6.0 10.9 : : : :# Traders : Number of Traders in Each Category : All : 383: 101 151 138 84 104 276 317: Old : 296: 105 91 28 60 48 175 157: Other: 328: 78 128 97 63 98 208 265: :---------------------------------------------------------------------------------------------------- : 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 : 24.5 13.7 38.3 22.8 21.8 11.6 35.0 18.6 Old : 27.3 25.5 38.8 38.9 27.3 25.5 38.7 38.9 Other: 29.6 17.2 42.9 26.4 29.1 15.5 41.8 22.8 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, April 10, 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 : 1,349,593: 352,306 113,037 250,798 613,431 724,761 1,216,535 1,088,596: 133,058 260,997 Old : 903,821: 290,912 120,556 138,877 383,976 481,929 813,765 741,362: 90,056 162,459 Other: 445,772: 155,708 86,795 17,607 229,455 242,832 402,770 347,234: 43,002 98,538 : : : : : Changes in Commitments from: April 3, 2012 : : 7,434: -2,005 4,592 8,795 -1,111 -15,040 5,679 -1,653: 1,755 9,087 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 8.4 18.6 45.5 53.7 90.1 80.7: 9.9 19.3 Old : 100.0: 32.2 13.3 15.4 42.5 53.3 90.0 82.0: 10.0 18.0 Other: 100.0: 34.9 19.5 3.9 51.5 54.5 90.4 77.9: 9.6 22.1 : : : :# Traders : Number of Traders in Each Category : All : 733: 193 153 222 207 307 523 591: Old : 691: 180 156 171 173 285 445 535: Other: 555: 118 121 64 117 259 273 412: :---------------------------------------------------------------------------------------------------- : 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 11.7 22.2 17.7 12.2 7.5 19.6 12.9 Old : 14.5 11.4 24.7 17.4 14.5 9.9 23.6 14.5 Other: 19.8 18.8 31.7 24.9 17.1 13.6 27.1 19.6 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, April 10, 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 : 11,108: 2,683 632 169 5,735 8,566 8,587 9,367: 2,521 1,741 Old : 4,846: 2,248 293 0 1,232 3,718 3,480 4,011: 1,366 835 Other: 6,262: 581 485 23 4,503 4,848 5,107 5,356: 1,155 906 : : : : : Changes in Commitments from: April 3, 2012 : : 535: 68 59 97 114 297 279 453: 256 82 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 5.7 1.5 51.6 77.1 77.3 84.3: 22.7 15.7 Old : 100.0: 46.4 6.0 0.0 25.4 76.7 71.8 82.8: 28.2 17.2 Other: 100.0: 9.3 7.7 0.4 71.9 77.4 81.6 85.5: 18.4 14.5 : : : :# Traders : Number of Traders in Each Category : All : 35: 12 5 5 17 14 31 22: Old : 31: 9 5 0 8 11 17 16: Other: 29: 6 5 3 16 11 24 17: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.3 67.3 50.2 76.3 26.3 55.0 45.8 63.7 Old : 41.5 66.8 61.1 75.5 41.5 60.3 56.5 69.0 Other: 40.8 67.6 64.8 80.3 38.6 60.3 54.4 67.9 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, April 10, 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 : 786,976: 282,831 51,650 132,934 307,417 503,626 723,182 688,210: 63,794 98,766 Old : 420,261: 210,382 52,414 33,120 144,303 288,689 387,805 374,223: 32,456 46,038 Other: 366,715: 114,000 40,787 58,263 163,114 214,937 335,377 313,987: 31,338 52,728 : : : : : Changes in Commitments from: April 3, 2012 : : 33,307: 6,907 11,583 15,513 8,065 5,119 30,485 32,215: 2,822 1,092 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 6.6 16.9 39.1 64.0 91.9 87.4: 8.1 12.6 Old : 100.0: 50.1 12.5 7.9 34.3 68.7 92.3 89.0: 7.7 11.0 Other: 100.0: 31.1 11.1 15.9 44.5 58.6 91.5 85.6: 8.5 14.4 : : : :# Traders : Number of Traders in Each Category : All : 594: 232 112 195 155 202 481 447: Old : 547: 203 125 116 97 182 356 373: Other: 445: 145 85 106 123 172 328 319: :---------------------------------------------------------------------------------------------------- : 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 19.7 20.2 28.6 8.8 17.2 15.0 24.5 Old : 17.0 22.4 26.7 34.3 15.4 21.7 25.0 33.5 Other: 17.4 20.5 27.0 30.4 14.0 14.9 21.7 21.0 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, April 10, 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 : 19,217: 15,472 1,370 492 48 2,748 16,012 4,610: 3,205 14,607 Old : 6,638: 4,333 1,628 114 48 707 4,495 2,449: 2,143 4,189 Other: 12,579: 11,497 100 20 0 2,041 11,517 2,161: 1,062 10,418 : : : : : Changes in Commitments from: April 3, 2012 : : -115: 23 735 124 -10 -654 137 205: -252 -320 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 7.1 2.6 0.2 14.3 83.3 24.0: 16.7 76.0 Old : 100.0: 65.3 24.5 1.7 0.7 10.7 67.7 36.9: 32.3 63.1 Other: 100.0: 91.4 0.8 0.2 0.0 16.2 91.6 17.2: 8.4 82.8 : : : :# Traders : Number of Traders in Each Category : All : 25: 15 4 10 2 6 18 19: Old : 24: 12 7 5 2 4 15 15: Other: 18: 11 1 4 0 6 11 11: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 13.2 73.4 19.8 55.4 13.1 72.2 19.4 Old : 46.2 24.3 60.7 33.9 46.2 24.3 59.8 33.9 Other: 67.5 13.2 88.0 17.1 67.5 13.2 87.9 17.0 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, April 10, 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 : 389,320: 117,701 58,501 51,653 177,737 254,111 347,091 364,265: 42,229 25,055 Old : 285,672: 112,926 65,350 18,349 121,760 182,766 253,035 266,465: 32,637 19,207 Other: 103,648: 27,793 16,169 10,286 55,977 71,345 94,056 97,800: 9,592 5,848 : : : : : Changes in Commitments from: April 3, 2012 : : 26,985: 14,216 -476 10,958 1,231 15,892 26,405 26,374: 580 611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 15.0 13.3 45.7 65.3 89.2 93.6: 10.8 6.4 Old : 100.0: 39.5 22.9 6.4 42.6 64.0 88.6 93.3: 11.4 6.7 Other: 100.0: 26.8 15.6 9.9 54.0 68.8 90.7 94.4: 9.3 5.6 : : : :# Traders : Number of Traders in Each Category : All : 288: 114 57 95 68 74 230 201: Old : 280: 108 71 69 65 71 209 183: Other: 145: 52 24 29 40 43 106 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 : 13.8 29.2 23.2 39.6 11.2 24.6 18.5 34.3 Old : 14.4 30.2 23.0 39.4 12.8 29.5 20.9 37.9 Other: 18.0 42.5 32.7 58.1 17.7 38.7 31.7 53.1 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, April 10, 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 : 596,803: 65,143 82,583 4,744 385,052 378,399 454,939 465,726: 141,864 131,077 Old : 596,803: 65,143 82,583 4,744 385,052 378,399 454,939 465,726: 141,864 131,077 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : 23,167: 7,828 3,516 297 5,193 26,701 13,318 30,514: 9,849 -7,347 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 13.8 0.8 64.5 63.4 76.2 78.0: 23.8 22.0 Old : 100.0: 10.9 13.8 0.8 64.5 63.4 76.2 78.0: 23.8 22.0 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 : 167: 24 38 12 78 69 110 111: Old : 167: 24 38 12 78 69 110 111: 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 17.5 29.0 30.6 15.3 16.5 22.2 27.4 Old : 19.1 17.5 29.0 30.6 15.3 16.5 22.2 27.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 Commitments of Traders - Futures Only, April 10, 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 : 356,434: 39,629 30,547 299 260,950 274,267 300,878 305,113: 55,556 51,321 Old : 356,434: 39,629 30,547 299 260,950 274,267 300,878 305,113: 55,556 51,321 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : 12,112: 1,518 4,281 3 9,423 2,562 10,944 6,846: 1,168 5,266 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 8.6 0.1 73.2 76.9 84.4 85.6: 15.6 14.4 Old : 100.0: 11.1 8.6 0.1 73.2 76.9 84.4 85.6: 15.6 14.4 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 : 69: 6 6 2 36 43 42 51: Old : 69: 6 6 2 36 43 42 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.1 43.6 46.0 55.4 24.8 43.5 41.9 53.9 Old : 26.1 43.6 46.0 55.4 24.8 43.5 41.9 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 10, 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 : 11,875: 2,494 503 1,608 7,274 9,247 11,376 11,358: 499 517 Old : 11,875: 2,494 503 1,608 7,274 9,247 11,376 11,358: 499 517 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : -374: -137 -218 191 -395 -398 -341 -425: -33 51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 4.2 13.5 61.3 77.9 95.8 95.6: 4.2 4.4 Old : 100.0: 21.0 4.2 13.5 61.3 77.9 95.8 95.6: 4.2 4.4 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 : 41: 9 5 5 20 22 32 30: Old : 41: 9 5 5 20 22 32 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 : 42.6 45.7 62.1 67.8 18.3 18.7 26.5 25.4 Old : 42.6 45.7 62.1 67.8 18.3 18.7 26.5 25.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Commitments of Traders - Futures Only, April 10, 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 : 260,582: 106,069 13,989 27,287 85,519 197,381 218,875 238,657: 41,707 21,925 Old : 194,010: 92,899 15,652 13,880 55,106 148,023 161,885 177,555: 32,125 16,455 Other: 66,572: 18,627 3,794 7,950 30,413 49,358 56,990 61,102: 9,582 5,470 : : : : : Changes in Commitments from: April 3, 2012 : : 4,484: 2,675 720 1,934 -1,602 -1,701 3,007 953: 1,477 3,531 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.7 5.4 10.5 32.8 75.7 84.0 91.6: 16.0 8.4 Old : 100.0: 47.9 8.1 7.2 28.4 76.3 83.4 91.5: 16.6 8.5 Other: 100.0: 28.0 5.7 11.9 45.7 74.1 85.6 91.8: 14.4 8.2 : : : :# Traders : Number of Traders in Each Category : All : 225: 94 30 54 69 69 194 134: Old : 212: 83 34 43 62 65 167 127: Other: 124: 43 10 21 44 45 96 71: :---------------------------------------------------------------------------------------------------- : 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 : 11.0 35.6 19.7 46.0 9.5 31.2 17.0 40.1 Old : 11.8 37.7 20.6 49.6 11.8 33.3 19.9 44.4 Other: 26.2 38.2 39.0 56.5 24.3 34.0 31.9 46.8 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, April 10, 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 : 16,549: 4,006 5,549 1,947 6,890 6,406 12,843 13,902: 3,706 2,647 Old : 14,622: 4,525 5,543 1,271 5,857 5,426 11,653 12,240: 2,969 2,382 Other: 1,927: 145 670 12 1,033 980 1,190 1,662: 737 265 : : : : : Changes in Commitments from: April 3, 2012 : : 212: 11 182 -109 -108 -296 -206 -223: 418 435 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 33.5 11.8 41.6 38.7 77.6 84.0: 22.4 16.0 Old : 100.0: 30.9 37.9 8.7 40.1 37.1 79.7 83.7: 20.3 16.3 Other: 100.0: 7.5 34.8 0.6 53.6 50.9 61.8 86.2: 38.2 13.8 : : : :# Traders : Number of Traders in Each Category : All : 79: 24 21 14 21 18 53 50: Old : 78: 26 21 12 19 14 50 44: Other: 31: 6 8 3 8 11 16 20: :---------------------------------------------------------------------------------------------------- : 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 : 25.3 29.4 40.6 43.9 23.0 23.3 34.0 37.1 Old : 26.6 29.8 43.7 46.2 23.9 27.2 37.5 42.2 Other: 45.5 55.5 57.1 75.9 44.3 55.5 56.0 75.6 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, April 10, 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 : 790,264: 187,433 198,678 8,320 499,331 477,102 695,084 684,100: 95,180 106,164 Old : 790,264: 187,433 198,678 8,320 499,331 477,102 695,084 684,100: 95,180 106,164 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : 4,849: 16,653 998 -2,057 -13,805 11,264 791 10,205: 4,058 -5,356 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 25.1 1.1 63.2 60.4 88.0 86.6: 12.0 13.4 Old : 100.0: 23.7 25.1 1.1 63.2 60.4 88.0 86.6: 12.0 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 : 224: 38 53 18 93 90 139 153: Old : 224: 38 53 18 93 90 139 153: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.6 23.4 36.5 33.2 21.1 21.6 33.1 29.9 Old : 23.6 23.4 36.5 33.2 21.1 21.6 33.1 29.9 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 10, 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 : 1,773,855: 165,558 372,147 29,923 1,312,673 1,034,635 1,508,154 1,436,705: 265,701 337,150 Old : 1,773,855: 165,558 372,147 29,923 1,312,673 1,034,635 1,508,154 1,436,705: 265,701 337,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : 38,435: 20,571 15,033 -1,377 -381 34,471 18,813 48,127: 19,622 -9,692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 21.0 1.7 74.0 58.3 85.0 81.0: 15.0 19.0 Old : 100.0: 9.3 21.0 1.7 74.0 58.3 85.0 81.0: 15.0 19.0 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 : 279: 28 71 28 112 146 158 227: Old : 279: 28 71 28 112 146 158 227: 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 : 31.2 16.5 41.1 23.6 29.1 13.2 37.9 18.4 Old : 31.2 16.5 41.1 23.6 29.1 13.2 37.9 18.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 Commitments of Traders - Futures Only, April 10, 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 : 1,307,839: 295,366 150,308 14,450 805,533 904,240 1,115,349 1,068,998: 192,490 238,841 Old : 1,307,839: 295,366 150,308 14,450 805,533 904,240 1,115,349 1,068,998: 192,490 238,841 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : 32,967: 36,806 19,128 -944 -24,589 21,113 11,273 39,297: 21,694 -6,330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 11.5 1.1 61.6 69.1 85.3 81.7: 14.7 18.3 Old : 100.0: 22.6 11.5 1.1 61.6 69.1 85.3 81.7: 14.7 18.3 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 : 190: 32 33 12 73 100 112 138: Old : 190: 32 33 12 73 100 112 138: 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 : 31.2 24.8 42.4 34.5 27.6 24.0 38.7 31.6 Old : 31.2 24.8 42.4 34.5 27.6 24.0 38.7 31.6 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 10, 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 : 520,321: 74,054 72,932 71,777 350,200 328,605 496,031 473,314: 24,290 47,007 Old : 520,321: 74,054 72,932 71,777 350,200 328,605 496,031 473,314: 24,290 47,007 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : 361: -3,235 -7,987 3,200 1,455 2,526 1,420 -2,261: -1,059 2,622 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 14.0 13.8 67.3 63.2 95.3 91.0: 4.7 9.0 Old : 100.0: 14.2 14.0 13.8 67.3 63.2 95.3 91.0: 4.7 9.0 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 : 82: 14 16 25 45 50 72 79: Old : 82: 14 16 25 45 50 72 79: 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 : 43.2 28.8 58.3 47.9 33.8 20.2 40.4 29.9 Old : 43.2 28.8 58.3 47.9 33.8 20.2 40.4 29.9 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 - Futures Only, April 10, 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 : 49,867: 18,142 8,443 27 23,711 36,767 41,880 45,237: 7,987 4,630 Old : 49,867: 18,142 8,443 27 23,711 36,767 41,880 45,237: 7,987 4,630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : -2,599: -1,670 1,250 -131 -1,283 -3,109 -3,083 -1,991: 485 -608 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 16.9 0.1 47.5 73.7 84.0 90.7: 16.0 9.3 Old : 100.0: 36.4 16.9 0.1 47.5 73.7 84.0 90.7: 16.0 9.3 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 : 92: 31 13 2 26 27 57 42: Old : 92: 31 13 2 26 27 57 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 : 27.0 41.6 42.9 58.1 27.0 41.6 42.9 57.2 Old : 27.0 41.6 42.9 58.1 27.0 41.6 42.9 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 Commitments of Traders - Futures Only, April 10, 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 : 99,733: 36,283 16,885 54 47,422 73,534 83,759 90,473: 15,974 9,260 Old : 99,733: 36,283 16,885 54 47,422 73,534 83,759 90,473: 15,974 9,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : -5,197: -3,339 2,499 -262 -2,565 -6,218 -6,166 -3,981: 969 -1,216 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 16.9 0.1 47.5 73.7 84.0 90.7: 16.0 9.3 Old : 100.0: 36.4 16.9 0.1 47.5 73.7 84.0 90.7: 16.0 9.3 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 : 92: 31 13 2 26 27 57 42: Old : 92: 31 13 2 26 27 57 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 : 27.0 41.6 42.9 58.1 27.0 41.6 42.9 57.2 Old : 27.0 41.6 42.9 58.1 27.0 41.6 42.9 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 Commitments of Traders - Futures Only, April 10, 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 : 7,348: 5,046 5,777 880 1,361 638 7,287 7,295: 61 53 Old : 7,348: 5,046 5,777 880 1,361 638 7,287 7,295: 61 53 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : 3: -1 13 2 0 -5 1 10: 2 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.7 78.6 12.0 18.5 8.7 99.2 99.3: 0.8 0.7 Old : 100.0: 68.7 78.6 12.0 18.5 8.7 99.2 99.3: 0.8 0.7 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 : 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 : 63.0 66.6 92.0 93.3 63.0 59.7 85.3 81.3 Old : 63.0 66.6 92.0 93.3 63.0 59.7 85.3 81.3 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 10, 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 : 10,101: 4,285 431 21 5,644 9,508 9,950 9,960: 151 141 Old : 10,101: 4,285 431 21 5,644 9,508 9,950 9,960: 151 141 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : -520: -707 -76 -3 173 -440 -537 -519: 17 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.4 4.3 0.2 55.9 94.1 98.5 98.6: 1.5 1.4 Old : 100.0: 42.4 4.3 0.2 55.9 94.1 98.5 98.6: 1.5 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 : 28: 8 4 1 6 11 14 16: Old : 28: 8 4 1 6 11 14 16: 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 : 81.2 78.8 94.7 91.7 81.2 78.8 94.5 91.7 Old : 81.2 78.8 94.7 91.7 81.2 78.8 94.5 91.7 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 10, 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 : 7,922: 1,516 1,061 0 6,207 6,764 7,723 7,825: 199 97 Old : 7,922: 1,516 1,061 0 6,207 6,764 7,723 7,825: 199 97 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2012 : : -222: 691 -18 0 -959 -218 -268 -236: 46 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 13.4 0.0 78.4 85.4 97.5 98.8: 2.5 1.2 Old : 100.0: 19.1 13.4 0.0 78.4 85.4 97.5 98.8: 2.5 1.2 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 : 33: 8 8 0 5 13 13 21: Old : 33: 8 8 0 5 13 13 21: 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 : 82.9 60.4 94.3 77.1 82.9 60.4 94.3 77.1 Old : 82.9 60.4 94.3 77.1 82.9 60.4 94.3 77.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2012