WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 17, 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 : 468,429: 95,612 154,786 80,146 260,372 181,412 436,130 416,344: 32,299 52,085
Old : 77,055: 30,555 35,442 2,383 34,272 28,599 67,210 66,424: 9,845 10,631
Other: 391,374: 78,083 132,370 64,737 226,100 152,813 368,920 349,920: 22,454 41,454
: : :
: : Changes in Commitments from: April 10, 2012 :
: -3,229: 1,140 8,889 -3,593 -1,269 -7,918 -3,722 -2,622: 493 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 33.0 17.1 55.6 38.7 93.1 88.9: 6.9 11.1
Old : 100.0: 39.7 46.0 3.1 44.5 37.1 87.2 86.2: 12.8 13.8
Other: 100.0: 20.0 33.8 16.5 57.8 39.0 94.3 89.4: 5.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 102 153 139 83 100 272 320:
Old : 227: 80 55 14 54 46 140 109:
Other: 362: 81 159 111 66 96 226 299:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 13.7 37.9 22.5 22.4 11.3 36.1 18.2
Old : 29.3 30.1 42.0 43.8 29.3 30.1 42.0 43.8
Other: 26.7 15.5 41.7 23.5 26.3 12.1 41.0 19.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 17, 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 : 1,355,022: 345,654 135,223 237,799 635,407 719,026 1,218,860 1,092,048: 136,162 262,974
Old : 884,629: 283,436 145,659 119,413 391,132 463,325 793,981 728,397: 90,648 156,232
Other: 470,393: 157,838 85,184 22,766 244,275 255,701 424,879 363,651: 45,514 106,742
: : :
: : Changes in Commitments from: April 10, 2012 :
: 5,429: -6,652 22,186 -12,999 21,976 -5,735 2,325 3,452: 3,104 1,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.0 17.5 46.9 53.1 90.0 80.6: 10.0 19.4
Old : 100.0: 32.0 16.5 13.5 44.2 52.4 89.8 82.3: 10.2 17.7
Other: 100.0: 33.6 18.1 4.8 51.9 54.4 90.3 77.3: 9.7 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 734: 183 159 228 222 317 532 607:
Old : 695: 177 158 175 187 294 456 547:
Other: 575: 129 123 68 127 263 294 420:
:----------------------------------------------------------------------------------------------------
: 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 11.9 23.0 17.8 12.2 7.3 19.9 12.6
Old : 14.6 11.9 25.8 17.9 14.6 10.6 24.7 15.5
Other: 18.7 19.7 31.2 25.5 16.5 14.8 27.3 20.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 17, 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 : 11,046: 2,557 574 96 6,075 8,656 8,728 9,326: 2,318 1,720
Old : 2,626: 592 152 0 1,196 1,864 1,788 2,016: 838 610
Other: 8,420: 2,041 498 20 4,879 6,792 6,940 7,310: 1,480 1,110
: : :
: : Changes in Commitments from: April 10, 2012 :
: -62: -126 -58 -73 340 90 141 -41: -203 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 5.2 0.9 55.0 78.4 79.0 84.4: 21.0 15.6
Old : 100.0: 22.5 5.8 0.0 45.5 71.0 68.1 76.8: 31.9 23.2
Other: 100.0: 24.2 5.9 0.2 57.9 80.7 82.4 86.8: 17.6 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 5 4 17 12 31 19:
Old : 25: 7 3 0 8 9 15 12:
Other: 32: 10 4 3 16 10 27 16:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 67.6 51.5 76.9 27.3 54.9 45.2 62.6
Old : 41.2 57.6 58.3 69.9 31.7 42.5 45.3 54.8
Other: 34.2 70.7 59.7 82.3 33.5 60.8 53.2 69.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 17, 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 : 811,832: 286,169 52,764 145,861 312,993 511,217 745,023 709,842: 66,809 101,990
Old : 420,288: 213,053 58,893 31,027 141,463 283,559 385,543 373,479: 34,745 46,809
Other: 391,544: 124,768 45,523 63,182 171,530 227,658 359,480 336,363: 32,064 55,181
: : :
: : Changes in Commitments from: April 10, 2012 :
: 24,856: 3,338 1,114 12,927 5,576 7,591 21,841 21,632: 3,015 3,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 6.5 18.0 38.6 63.0 91.8 87.4: 8.2 12.6
Old : 100.0: 50.7 14.0 7.4 33.7 67.5 91.7 88.9: 8.3 11.1
Other: 100.0: 31.9 11.6 16.1 43.8 58.1 91.8 85.9: 8.2 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 620: 243 116 209 165 207 514 461:
Old : 568: 214 124 121 108 190 381 387:
Other: 468: 152 92 124 131 179 354 340:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 19.6 19.5 27.9 8.8 17.1 14.7 24.3
Old : 15.6 24.0 25.6 34.7 15.5 23.3 25.3 33.4
Other: 16.2 20.2 25.2 30.1 12.6 14.4 20.6 20.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 17, 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 : 388,560: 118,164 56,256 55,013 173,358 252,773 346,535 364,042: 42,025 24,518
Old : 276,175: 111,614 61,271 22,049 111,432 175,069 245,095 258,389: 31,080 17,786
Other: 112,385: 28,760 17,195 10,754 61,926 77,704 101,440 105,653: 10,945 6,732
: : :
: : Changes in Commitments from: April 10, 2012 :
: -760: 463 -2,245 3,360 -4,379 -1,338 -556 -223: -204 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 14.5 14.2 44.6 65.1 89.2 93.7: 10.8 6.3
Old : 100.0: 40.4 22.2 8.0 40.3 63.4 88.7 93.6: 11.3 6.4
Other: 100.0: 25.6 15.3 9.6 55.1 69.1 90.3 94.0: 9.7 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 112 57 90 61 73 221 195:
Old : 274: 113 69 66 58 70 202 179:
Other: 153: 58 27 25 40 43 108 89:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 29.2 23.6 39.4 11.0 23.4 18.4 33.0
Old : 15.4 28.8 23.5 37.9 13.1 27.8 20.8 36.1
Other: 19.9 40.8 34.1 56.4 19.5 36.3 32.6 51.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 17, 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 : 565,563: 65,455 69,126 3,746 354,085 359,574 423,286 432,446: 142,277 133,117
Old : 565,563: 65,455 69,126 3,746 354,085 359,574 423,286 432,446: 142,277 133,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -31,240: 312 -13,457 -998 -30,967 -18,825 -31,653 -33,280: 413 2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 12.2 0.7 62.6 63.6 74.8 76.5: 25.2 23.5
Old : 100.0: 11.6 12.2 0.7 62.6 63.6 74.8 76.5: 25.2 23.5
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 : 165: 28 35 12 75 72 112 110:
Old : 165: 28 35 12 75 72 112 110:
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 : 19.8 17.3 28.9 29.2 14.7 16.7 22.0 26.3
Old : 19.8 17.3 28.9 29.2 14.7 16.7 22.0 26.3
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 17, 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 : 366,445: 43,796 27,342 249 268,719 287,970 312,764 315,561: 53,681 50,884
Old : 366,445: 43,796 27,342 249 268,719 287,970 312,764 315,561: 53,681 50,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 10,011: 4,167 -3,205 -50 7,769 13,703 11,886 10,448: -1,875 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 7.5 0.1 73.3 78.6 85.4 86.1: 14.6 13.9
Old : 100.0: 12.0 7.5 0.1 73.3 78.6 85.4 86.1: 14.6 13.9
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 : 73: 6 7 2 38 44 44 53:
Old : 73: 6 7 2 38 44 44 53:
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 : 26.2 45.0 46.0 56.0 25.4 45.0 42.4 55.3
Old : 26.2 45.0 46.0 56.0 25.4 45.0 42.4 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, April 17, 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 : 11,631: 1,779 339 1,631 7,717 9,142 11,127 11,112: 504 519
Old : 11,631: 1,779 339 1,631 7,717 9,142 11,127 11,112: 504 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -244: -715 -164 23 443 -105 -249 -246: 5 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 2.9 14.0 66.3 78.6 95.7 95.5: 4.3 4.5
Old : 100.0: 15.3 2.9 14.0 66.3 78.6 95.7 95.5: 4.3 4.5
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 : 41: 8 5 6 21 22 33 31:
Old : 41: 8 5 6 21 22 33 31:
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 : 42.7 48.9 62.0 69.0 14.6 18.9 23.8 24.7
Old : 42.7 48.9 62.0 69.0 14.6 18.9 23.8 24.7
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 17, 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 : 266,125: 110,843 11,047 25,638 86,067 206,777 222,548 243,462: 43,577 22,663
Old : 188,606: 92,206 12,907 12,147 50,958 146,366 155,311 171,420: 33,295 17,186
Other: 77,519: 23,266 2,769 8,862 35,109 60,411 67,237 72,042: 10,282 5,477
: : :
: : Changes in Commitments from: April 10, 2012 :
: 5,543: 4,774 -2,942 -1,649 548 9,396 3,673 4,805: 1,870 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 4.2 9.6 32.3 77.7 83.6 91.5: 16.4 8.5
Old : 100.0: 48.9 6.8 6.4 27.0 77.6 82.3 90.9: 17.7 9.1
Other: 100.0: 30.0 3.6 11.4 45.3 77.9 86.7 92.9: 13.3 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 105 24 55 66 69 199 133:
Old : 215: 93 28 40 60 65 170 124:
Other: 136: 48 14 22 41 46 100 77:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 35.4 19.9 46.9 9.3 32.1 16.7 41.1
Old : 12.1 38.2 21.3 49.2 12.1 35.2 20.3 45.4
Other: 26.3 41.1 39.2 57.2 22.9 38.0 33.4 51.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 17, 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 : 15,348: 4,169 4,587 1,209 6,701 7,762 12,079 13,558: 3,269 1,790
Old : 13,046: 3,929 4,589 680 5,541 6,240 10,150 11,509: 2,896 1,537
Other: 2,302: 742 500 27 1,160 1,522 1,929 2,049: 373 253
: : :
: : Changes in Commitments from: April 10, 2012 :
: -1,201: 163 -962 -738 -189 1,356 -764 -344: -437 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 29.9 7.9 43.7 50.6 78.7 88.3: 21.3 11.7
Old : 100.0: 30.1 35.2 5.2 42.5 47.8 77.8 88.2: 22.2 11.8
Other: 100.0: 32.2 21.7 1.2 50.4 66.1 83.8 89.0: 16.2 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 24 22 13 20 17 54 47:
Old : 77: 27 20 10 18 14 50 42:
Other: 31: 8 6 3 8 12 18 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 : 23.7 37.7 38.4 52.9 22.8 32.8 34.4 47.0
Old : 24.2 38.0 37.2 55.9 23.4 37.2 34.3 53.9
Other: 62.9 56.6 76.0 80.0 62.0 54.4 74.2 77.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 17, 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 : 829,439: 208,666 181,963 7,197 500,067 540,800 715,930 729,960: 113,509 99,479
Old : 829,439: 208,666 181,963 7,197 500,067 540,800 715,930 729,960: 113,509 99,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 39,175: 21,233 -16,715 -1,123 736 63,698 20,846 45,860: 18,329 -6,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 21.9 0.9 60.3 65.2 86.3 88.0: 13.7 12.0
Old : 100.0: 25.2 21.9 0.9 60.3 65.2 86.3 88.0: 13.7 12.0
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 : 219: 36 48 19 93 96 138 154:
Old : 219: 36 48 19 93 96 138 154:
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 : 23.1 22.5 34.1 32.5 20.7 21.4 30.9 31.0
Old : 23.1 22.5 34.1 32.5 20.7 21.4 30.9 31.0
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 17, 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 : 1,813,480: 200,815 377,097 25,756 1,316,727 1,079,297 1,543,298 1,482,150: 270,182 331,330
Old : 1,813,480: 200,815 377,097 25,756 1,316,727 1,079,297 1,543,298 1,482,150: 270,182 331,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 39,625: 35,257 4,950 -4,167 4,054 44,662 35,144 45,445: 4,481 -5,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 20.8 1.4 72.6 59.5 85.1 81.7: 14.9 18.3
Old : 100.0: 11.1 20.8 1.4 72.6 59.5 85.1 81.7: 14.9 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 : 294: 34 76 34 117 146 172 235:
Old : 294: 34 76 34 117 146 172 235:
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 : 30.3 16.2 40.5 23.2 28.2 12.9 37.3 18.0
Old : 30.3 16.2 40.5 23.2 28.2 12.9 37.3 18.0
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 17, 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 : 1,307,932: 339,020 178,837 20,950 720,919 865,571 1,080,889 1,065,358: 227,043 242,574
Old : 1,307,932: 339,020 178,837 20,950 720,919 865,571 1,080,889 1,065,358: 227,043 242,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 93: 43,654 28,529 6,500 -84,614 -38,669 -34,460 -3,640: 34,553 3,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 13.7 1.6 55.1 66.2 82.6 81.5: 17.4 18.5
Old : 100.0: 25.9 13.7 1.6 55.1 66.2 82.6 81.5: 17.4 18.5
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 : 202: 35 36 18 72 107 116 152:
Old : 202: 35 36 18 72 107 116 152:
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 : 29.3 21.5 38.7 31.4 25.3 20.8 34.5 28.5
Old : 29.3 21.5 38.7 31.4 25.3 20.8 34.5 28.5
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 17, 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 : 518,082: 51,119 83,710 69,668 370,495 315,101 491,282 468,479: 26,800 49,603
Old : 518,082: 51,119 83,710 69,668 370,495 315,101 491,282 468,479: 26,800 49,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -2,239: -22,935 10,778 -2,109 20,295 -13,504 -4,749 -4,835: 2,510 2,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 16.2 13.4 71.5 60.8 94.8 90.4: 5.2 9.6
Old : 100.0: 9.9 16.2 13.4 71.5 60.8 94.8 90.4: 5.2 9.6
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 : 83: 14 17 26 45 48 72 79:
Old : 83: 14 17 26 45 48 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 : 42.1 28.1 55.2 44.9 31.4 19.6 37.9 27.7
Old : 42.1 28.1 55.2 44.9 31.4 19.6 37.9 27.7
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 17, 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 : 51,736: 20,087 7,083 88 24,882 39,611 45,056 46,782: 6,680 4,954
Old : 51,736: 20,087 7,083 88 24,882 39,611 45,056 46,782: 6,680 4,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 1,869: 1,946 -1,360 61 1,171 2,844 3,177 1,545: -1,308 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 13.7 0.2 48.1 76.6 87.1 90.4: 12.9 9.6
Old : 100.0: 38.8 13.7 0.2 48.1 76.6 87.1 90.4: 12.9 9.6
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 : 106: 38 14 3 28 32 68 47:
Old : 106: 38 14 3 28 32 68 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 : 26.5 41.5 41.2 58.8 26.5 41.5 41.2 58.1
Old : 26.5 41.5 41.2 58.8 26.5 41.5 41.2 58.1
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 17, 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 : 103,471: 40,174 14,166 175 49,763 79,222 90,112 93,563: 13,359 9,908
Old : 103,471: 40,174 14,166 175 49,763 79,222 90,112 93,563: 13,359 9,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 3,738: 3,891 -2,719 121 2,341 5,688 6,353 3,090: -2,615 648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 13.7 0.2 48.1 76.6 87.1 90.4: 12.9 9.6
Old : 100.0: 38.8 13.7 0.2 48.1 76.6 87.1 90.4: 12.9 9.6
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 : 106: 38 14 3 28 32 68 47:
Old : 106: 38 14 3 28 32 68 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 : 26.5 41.5 41.2 58.8 26.5 41.5 41.2 58.1
Old : 26.5 41.5 41.2 58.8 26.5 41.5 41.2 58.1
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 17, 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 : 7,412: 5,104 5,909 880 1,361 598 7,345 7,387: 67 25
Old : 7,412: 5,104 5,909 880 1,361 598 7,345 7,387: 67 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 64: 58 132 0 0 -40 58 92: 6 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 79.7 11.9 18.4 8.1 99.1 99.7: 0.9 0.3
Old : 100.0: 68.9 79.7 11.9 18.4 8.1 99.1 99.7: 0.9 0.3
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 : 23: 11 9 2 1 2 14 11:
Old : 23: 11 9 2 1 2 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 : 62.5 67.6 91.2 96.3 62.5 62.4 84.7 84.4
Old : 62.5 67.6 91.2 96.3 62.5 62.4 84.7 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, April 17, 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 : 9,756: 3,977 411 21 5,593 9,193 9,591 9,625: 165 131
Old : 9,756: 3,977 411 21 5,593 9,193 9,591 9,625: 165 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -345: -308 -20 0 -51 -315 -359 -335: 14 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 4.2 0.2 57.3 94.2 98.3 98.7: 1.7 1.3
Old : 100.0: 40.8 4.2 0.2 57.3 94.2 98.3 98.7: 1.7 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 : 28: 8 4 1 5 12 13 17:
Old : 28: 8 4 1 5 12 13 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 : 80.4 78.0 94.5 91.2 80.2 78.0 94.3 91.2
Old : 80.4 78.0 94.5 91.2 80.2 78.0 94.3 91.2
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 17, 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 : 8,600: 2,262 1,513 0 6,136 7,035 8,398 8,548: 202 52
Old : 8,600: 2,262 1,513 0 6,136 7,035 8,398 8,548: 202 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 678: 746 452 0 -71 271 675 723: 3 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 17.6 0.0 71.3 81.8 97.7 99.4: 2.3 0.6
Old : 100.0: 26.3 17.6 0.0 71.3 81.8 97.7 99.4: 2.3 0.6
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 : 35: 8 10 0 5 13 13 23:
Old : 35: 8 10 0 5 13 13 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 : 84.6 57.9 95.3 77.6 84.6 57.9 95.3 77.6
Old : 84.6 57.9 95.3 77.6 84.6 57.9 95.3 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2012