WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 24, 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 : 456,752: 100,754 154,525 68,174 256,911 180,622 425,839 403,321: 30,913 53,431
Old : 35,497: 12,176 7,277 56 16,763 23,360 28,995 30,693: 6,502 4,804
Other: 421,255: 94,686 153,356 62,010 240,148 157,262 396,844 372,628: 24,411 48,627
: : :
: : Changes in Commitments from: April 17, 2012 :
: -11,677: 5,142 -261 -11,972 -3,461 -790 -10,291 -13,023: -1,386 1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 33.8 14.9 56.2 39.5 93.2 88.3: 6.8 11.7
Old : 100.0: 34.3 20.5 0.2 47.2 65.8 81.7 86.5: 18.3 13.5
Other: 100.0: 22.5 36.4 14.7 57.0 37.3 94.2 88.5: 5.8 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 99 154 127 80 97 262 310:
Old : 133: 35 21 3 40 40 76 64:
Other: 371: 97 159 115 70 95 239 305:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 13.9 39.3 22.8 22.9 11.9 36.5 19.1
Old : 40.9 40.3 54.6 59.5 40.9 40.3 54.6 59.5
Other: 26.2 14.3 41.7 23.4 24.8 12.0 38.9 20.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 24, 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 : 1,309,733: 313,627 166,553 223,918 637,005 659,288 1,174,550 1,049,759: 135,183 259,974
Old : 826,713: 252,119 167,821 107,108 377,622 405,746 736,849 680,675: 89,864 146,038
Other: 483,020: 153,231 90,455 25,087 259,383 253,542 437,701 369,084: 45,319 113,936
: : :
: : Changes in Commitments from: April 17, 2012 :
: -45,289: -32,027 31,330 -13,881 1,598 -59,738 -44,310 -42,289: -979 -3,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 12.7 17.1 48.6 50.3 89.7 80.2: 10.3 19.8
Old : 100.0: 30.5 20.3 13.0 45.7 49.1 89.1 82.3: 10.9 17.7
Other: 100.0: 31.7 18.7 5.2 53.7 52.5 90.6 76.4: 9.4 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 714: 177 162 217 220 303 516 587:
Old : 670: 168 154 163 186 276 439 520:
Other: 568: 132 112 68 133 258 302 410:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 10.8 23.3 16.3 12.6 6.5 20.6 11.5
Old : 15.5 10.7 25.5 18.1 15.5 8.9 25.4 14.5
Other: 19.1 18.7 31.9 24.5 18.0 14.0 28.4 19.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 24, 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 : 10,908: 2,647 530 88 5,993 8,732 8,728 9,350: 2,180 1,558
Old : 947: 140 0 0 426 753 566 753: 381 194
Other: 9,961: 2,570 593 25 5,567 7,979 8,162 8,597: 1,799 1,364
: : :
: : Changes in Commitments from: April 17, 2012 :
: -138: 90 -44 -8 -82 76 0 24: -138 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 4.9 0.8 54.9 80.1 80.0 85.7: 20.0 14.3
Old : 100.0: 14.8 0.0 0.0 45.0 79.5 59.8 79.5: 40.2 20.5
Other: 100.0: 25.8 6.0 0.3 55.9 80.1 81.9 86.3: 18.1 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 5 3 16 13 29 19:
Old : 12: 3 0 0 3 7 6 7:
Other: 34: 10 5 2 15 11 27 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 : 29.6 69.6 52.1 79.2 28.0 57.6 46.4 65.2
Old : 55.9 73.4 59.8 79.5 42.3 56.2 42.6 62.3
Other: 32.4 71.1 55.9 81.6 30.7 59.5 51.4 67.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 24, 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 : 815,826: 297,462 48,120 138,332 312,360 527,619 748,154 714,071: 67,672 101,755
Old : 402,078: 217,696 45,798 24,343 126,376 286,333 368,415 356,474: 33,663 45,604
Other: 413,748: 129,548 52,104 64,207 185,984 241,286 379,739 357,597: 34,009 56,151
: : :
: : Changes in Commitments from: April 17, 2012 :
: 3,994: 11,293 -4,644 -7,529 -633 16,402 3,131 4,229: 863 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 5.9 17.0 38.3 64.7 91.7 87.5: 8.3 12.5
Old : 100.0: 54.1 11.4 6.1 31.4 71.2 91.6 88.7: 8.4 11.3
Other: 100.0: 31.3 12.6 15.5 45.0 58.3 91.8 86.4: 8.2 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 240 100 203 154 209 489 455:
Old : 549: 201 122 104 96 193 355 373:
Other: 475: 150 96 124 131 180 352 346:
:----------------------------------------------------------------------------------------------------
: 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 20.4 18.4 29.4 8.1 17.0 14.1 25.1
Old : 13.9 26.3 24.7 37.9 13.8 24.2 24.6 35.5
Other: 16.1 22.0 25.1 30.5 12.8 15.1 20.6 21.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 24, 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 : 15,628: 12,240 310 238 25 3,051 12,503 3,599: 3,125 12,029
Old : 4,517: 2,584 402 27 25 963 2,636 1,392: 1,881 3,125
Other: 11,111: 9,848 100 19 0 2,088 9,867 2,207: 1,244 8,904
: : :
: : Changes in Commitments from: April 17, 2012 :
: -3,589: -3,232 -1,060 -254 -23 303 -3,509 -1,011: -80 -2,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 2.0 1.5 0.2 19.5 80.0 23.0: 20.0 77.0
Old : 100.0: 57.2 8.9 0.6 0.6 21.3 58.4 30.8: 41.6 69.2
Other: 100.0: 88.6 0.9 0.2 0.0 18.8 88.8 19.9: 11.2 80.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 2 6 2 7 13 15:
Old : 18: 7 5 2 2 5 10 11:
Other: 16: 9 1 3 0 6 9 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 15.9 76.0 20.5 58.8 15.8 74.8 20.4
Old : 53.4 21.8 58.1 30.4 53.4 21.8 57.7 30.1
Other: 69.0 15.4 87.5 19.8 69.0 15.4 87.4 19.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 24, 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 : 377,931: 111,373 56,971 53,785 170,421 241,775 335,579 352,531: 42,352 25,400
Old : 262,832: 104,383 64,501 19,414 108,278 161,704 232,075 245,619: 30,757 17,213
Other: 115,099: 30,065 15,545 11,296 62,143 80,071 103,504 106,912: 11,595 8,187
: : :
: : Changes in Commitments from: April 17, 2012 :
: -10,629: -6,791 715 -1,228 -2,937 -10,998 -10,956 -11,511: 327 882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 15.1 14.2 45.1 64.0 88.8 93.3: 11.2 6.7
Old : 100.0: 39.7 24.5 7.4 41.2 61.5 88.3 93.5: 11.7 6.5
Other: 100.0: 26.1 13.5 9.8 54.0 69.6 89.9 92.9: 10.1 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 111 60 87 67 71 228 194:
Old : 284: 113 67 65 63 67 209 179:
Other: 146: 49 26 29 42 42 108 88:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 28.9 24.7 39.1 10.6 23.9 17.9 32.5
Old : 17.4 28.8 26.2 38.8 17.0 28.3 25.5 37.8
Other: 21.3 39.4 35.9 55.8 20.4 33.7 33.5 48.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 24, 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 : 578,534: 70,318 75,605 2,234 360,517 356,082 433,069 433,921: 145,465 144,613
Old : 578,534: 70,318 75,605 2,234 360,517 356,082 433,069 433,921: 145,465 144,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 12,971: 4,863 6,479 -1,512 6,432 -3,492 9,783 1,475: 3,188 11,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 13.1 0.4 62.3 61.5 74.9 75.0: 25.1 25.0
Old : 100.0: 12.2 13.1 0.4 62.3 61.5 74.9 75.0: 25.1 25.0
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 : 170: 26 37 13 73 77 107 119:
Old : 170: 26 37 13 73 77 107 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 16.3 30.3 27.4 16.9 15.8 24.3 25.5
Old : 20.0 16.3 30.3 27.4 16.9 15.8 24.3 25.5
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 24, 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 : 364,099: 46,371 26,526 173 262,412 286,762 308,956 313,461: 55,143 50,638
Old : 364,099: 46,371 26,526 173 262,412 286,762 308,956 313,461: 55,143 50,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -2,346: 2,575 -816 -76 -6,307 -1,208 -3,808 -2,100: 1,462 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 7.3 0.0 72.1 78.8 84.9 86.1: 15.1 13.9
Old : 100.0: 12.7 7.3 0.0 72.1 78.8 84.9 86.1: 15.1 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 : 75: 7 7 2 40 44 47 53:
Old : 75: 7 7 2 40 44 47 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 : 26.7 45.7 45.2 55.9 25.5 45.7 41.2 55.2
Old : 26.7 45.7 45.2 55.9 25.5 45.7 41.2 55.2
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 24, 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 : 11,379: 1,702 189 1,189 7,646 9,311 10,537 10,689: 842 690
Old : 11,379: 1,702 189 1,189 7,646 9,311 10,537 10,689: 842 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -252: -77 -150 -442 -71 169 -590 -423: 338 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 1.7 10.4 67.2 81.8 92.6 93.9: 7.4 6.1
Old : 100.0: 15.0 1.7 10.4 67.2 81.8 92.6 93.9: 7.4 6.1
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 : 37: 8 2 5 20 23 30 29:
Old : 37: 8 2 5 20 23 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 51.2 64.9 68.1 13.8 16.3 24.3 22.8
Old : 44.9 51.2 64.9 68.1 13.8 16.3 24.3 22.8
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 24, 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 : 268,419: 116,521 9,269 23,763 83,968 212,454 224,252 245,486: 44,167 22,933
Old : 192,251: 97,403 10,826 11,546 49,522 153,332 158,471 175,704: 33,780 16,547
Other: 76,168: 22,417 1,742 8,918 34,446 59,122 65,781 69,782: 10,387 6,386
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,294: 5,678 -1,778 -1,875 -2,099 5,677 1,704 2,024: 590 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 3.5 8.9 31.3 79.2 83.5 91.5: 16.5 8.5
Old : 100.0: 50.7 5.6 6.0 25.8 79.8 82.4 91.4: 17.6 8.6
Other: 100.0: 29.4 2.3 11.7 45.2 77.6 86.4 91.6: 13.6 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 114 21 53 68 75 209 136:
Old : 227: 102 26 39 62 70 183 125:
Other: 134: 46 13 25 43 47 102 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 : 11.0 38.2 19.3 50.5 9.1 34.0 16.7 43.6
Old : 11.9 41.0 20.1 52.0 11.9 37.5 20.0 47.3
Other: 24.0 41.5 36.2 56.1 20.9 38.1 31.9 51.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 24, 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 : 15,360: 4,086 4,064 1,122 6,574 8,617 11,782 13,803: 3,578 1,557
Old : 12,774: 3,853 4,073 608 5,211 6,839 9,672 11,520: 3,102 1,254
Other: 2,586: 718 476 29 1,363 1,778 2,110 2,283: 476 303
: : :
: : Changes in Commitments from: April 17, 2012 :
: 12: -83 -523 -87 -127 855 -297 245: 309 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 26.5 7.3 42.8 56.1 76.7 89.9: 23.3 10.1
Old : 100.0: 30.2 31.9 4.8 40.8 53.5 75.7 90.2: 24.3 9.8
Other: 100.0: 27.8 18.4 1.1 52.7 68.8 81.6 88.3: 18.4 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 22 19 11 22 17 55 40:
Old : 71: 25 18 7 18 14 49 34:
Other: 32: 8 5 3 10 14 19 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 41.8 37.4 57.3 21.8 36.6 33.1 50.7
Old : 23.0 42.9 36.4 61.5 22.2 42.1 33.2 59.1
Other: 58.9 54.1 72.2 75.1 57.3 51.8 70.0 72.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 24, 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 : 917,755: 281,955 182,042 9,149 512,098 622,986 803,202 814,177: 114,553 103,578
Old : 917,755: 281,955 182,042 9,149 512,098 622,986 803,202 814,177: 114,553 103,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 88,316: 73,289 79 1,952 12,031 82,186 87,272 84,217: 1,044 4,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 19.8 1.0 55.8 67.9 87.5 88.7: 12.5 11.3
Old : 100.0: 30.7 19.8 1.0 55.8 67.9 87.5 88.7: 12.5 11.3
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 : 228: 41 48 16 95 97 143 154:
Old : 228: 41 48 16 95 97 143 154:
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 : 22.2 26.2 32.8 37.0 19.1 25.6 29.1 35.9
Old : 22.2 26.2 32.8 37.0 19.1 25.6 29.1 35.9
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 24, 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 : 1,819,927: 202,564 359,654 22,737 1,319,299 1,089,187 1,544,600 1,471,578: 275,327 348,349
Old : 1,819,927: 202,564 359,654 22,737 1,319,299 1,089,187 1,544,600 1,471,578: 275,327 348,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 6,447: 1,749 -17,443 -3,019 2,572 9,890 1,302 -10,572: 5,145 17,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.8 1.2 72.5 59.8 84.9 80.9: 15.1 19.1
Old : 100.0: 11.1 19.8 1.2 72.5 59.8 84.9 80.9: 15.1 19.1
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 : 285: 34 72 31 111 148 162 234:
Old : 285: 34 72 31 111 148 162 234:
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 : 32.0 15.0 42.1 22.8 29.6 11.7 39.6 18.1
Old : 32.0 15.0 42.1 22.8 29.6 11.7 39.6 18.1
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 24, 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 : 1,321,289: 390,818 172,437 18,303 657,915 880,575 1,067,036 1,071,315: 254,253 249,974
Old : 1,321,289: 390,818 172,437 18,303 657,915 880,575 1,067,036 1,071,315: 254,253 249,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 13,357: 51,798 -6,400 -2,647 -63,004 15,004 -13,853 5,957: 27,210 7,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 13.1 1.4 49.8 66.6 80.8 81.1: 19.2 18.9
Old : 100.0: 29.6 13.1 1.4 49.8 66.6 80.8 81.1: 19.2 18.9
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 : 192: 35 34 18 73 99 119 140:
Old : 192: 35 34 18 73 99 119 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 20.0 36.2 29.5 22.2 18.6 31.7 25.4
Old : 25.3 20.0 36.2 29.5 22.2 18.6 31.7 25.4
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 24, 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 : 523,564: 49,103 76,238 71,873 373,282 325,104 494,258 473,215: 29,306 50,349
Old : 523,564: 49,103 76,238 71,873 373,282 325,104 494,258 473,215: 29,306 50,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 5,482: -2,016 -7,472 2,205 2,787 10,003 2,976 4,736: 2,506 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 14.6 13.7 71.3 62.1 94.4 90.4: 5.6 9.6
Old : 100.0: 9.4 14.6 13.7 71.3 62.1 94.4 90.4: 5.6 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: 13 18 25 45 49 71 80:
Old : 83: 13 18 25 45 49 71 80:
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 : 41.2 28.1 54.0 44.5 30.4 18.4 37.9 28.7
Old : 41.2 28.1 54.0 44.5 30.4 18.4 37.9 28.7
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 24, 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 : 50,342: 19,659 6,055 30 23,115 39,770 42,803 45,855: 7,539 4,487
Old : 50,342: 19,659 6,055 30 23,115 39,770 42,803 45,855: 7,539 4,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,394: -429 -1,028 -58 -1,767 159 -2,253 -927: 859 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 12.0 0.1 45.9 79.0 85.0 91.1: 15.0 8.9
Old : 100.0: 39.1 12.0 0.1 45.9 79.0 85.0 91.1: 15.0 8.9
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 : 99: 35 13 4 26 30 63 45:
Old : 99: 35 13 4 26 30 63 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 42.2 43.2 59.1 27.4 42.2 43.2 58.4
Old : 27.4 42.2 43.2 59.1 27.4 42.2 43.2 58.4
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 24, 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 : 100,683: 39,317 12,110 59 46,230 79,540 85,606 91,709: 15,077 8,974
Old : 100,683: 39,317 12,110 59 46,230 79,540 85,606 91,709: 15,077 8,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -2,788: -857 -2,056 -116 -3,533 318 -4,506 -1,854: 1,718 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 12.0 0.1 45.9 79.0 85.0 91.1: 15.0 8.9
Old : 100.0: 39.1 12.0 0.1 45.9 79.0 85.0 91.1: 15.0 8.9
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 : 99: 35 13 4 26 30 63 45:
Old : 99: 35 13 4 26 30 63 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 42.2 43.2 59.1 27.4 42.2 43.2 58.4
Old : 27.4 42.2 43.2 59.1 27.4 42.2 43.2 58.4
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 24, 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 : 7,433: 5,104 5,951 885 1,361 577 7,350 7,413: 83 20
Old : 7,433: 5,104 5,951 885 1,361 577 7,350 7,413: 83 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 21: 0 42 5 0 -21 5 26: 16 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 80.1 11.9 18.3 7.8 98.9 99.7: 1.1 0.3
Old : 100.0: 68.7 80.1 11.9 18.3 7.8 98.9 99.7: 1.1 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 : 62.3 68.0 91.0 95.8 62.3 61.9 84.5 83.9
Old : 62.3 68.0 91.0 95.8 62.3 61.9 84.5 83.9
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 24, 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 : 7,931: 2,181 502 14 5,544 7,287 7,739 7,803: 192 128
Old : 7,931: 2,181 502 14 5,544 7,287 7,739 7,803: 192 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,825: -1,796 91 -7 -49 -1,906 -1,852 -1,822: 27 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 6.3 0.2 69.9 91.9 97.6 98.4: 2.4 1.6
Old : 100.0: 27.5 6.3 0.2 69.9 91.9 97.6 98.4: 2.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 70.8 80.3 90.6 89.9 70.6 80.2 90.4 89.8
Old : 70.8 80.3 90.6 89.9 70.6 80.2 90.4 89.8
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 24, 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 : 8,662: 1,656 1,468 0 6,747 7,124 8,403 8,592: 259 70
Old : 8,662: 1,656 1,468 0 6,747 7,124 8,403 8,592: 259 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 62: -606 -45 0 611 89 5 44: 57 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 16.9 0.0 77.9 82.2 97.0 99.2: 3.0 0.8
Old : 100.0: 19.1 16.9 0.0 77.9 82.2 97.0 99.2: 3.0 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 : 32: 7 8 0 5 13 12 21:
Old : 32: 7 8 0 5 13 12 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 : 84.1 56.2 95.2 75.5 84.1 56.2 95.2 75.5
Old : 84.1 56.2 95.2 75.5 84.1 56.2 95.2 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2012