WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 581,365: 95,325 143,862 148,540 302,382 232,768 546,247 525,170: 35,118 56,195
Old : 166,347: 48,215 70,802 23,877 81,006 54,420 153,099 149,099: 13,249 17,248
Other: 415,018: 66,430 92,380 105,342 221,376 178,348 393,148 376,071: 21,870 38,947
: : :
: : Changes in Commitments from: April 3, 2012 :
: 1,070: -1,175 7,205 -13 3,243 -8,003 2,055 -811: -985 1,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 24.7 25.6 52.0 40.0 94.0 90.3: 6.0 9.7
Old : 100.0: 29.0 42.6 14.4 48.7 32.7 92.0 89.6: 8.0 10.4
Other: 100.0: 16.0 22.3 25.4 53.3 43.0 94.7 90.6: 5.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 121 152 167 93 115 309 351:
Old : 316: 112 100 87 73 66 217 221:
Other: 353: 89 135 132 77 108 254 295:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 11.2 32.7 18.7 18.1 9.4 28.4 15.3
Old : 22.9 21.6 33.8 33.5 22.7 21.6 33.2 32.3
Other: 24.9 14.0 35.9 22.4 22.7 12.6 33.0 18.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,837,252: 353,677 126,481 560,447 755,124 836,221 1,669,248 1,523,148: 168,004 314,103
Old : 1,240,865: 271,680 134,515 371,004 487,351 549,000 1,130,035 1,054,519: 110,830 186,346
Other: 596,386: 164,214 74,183 107,225 267,773 287,221 539,212 468,629: 57,174 127,758
: : :
: : Changes in Commitments from: April 3, 2012 :
: -19,054: -4,592 3,950 -4,971 -8,682 -24,814 -18,245 -25,834: -809 6,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 6.9 30.5 41.1 45.5 90.9 82.9: 9.1 17.1
Old : 100.0: 21.9 10.8 29.9 39.3 44.2 91.1 85.0: 8.9 15.0
Other: 100.0: 27.5 12.4 18.0 44.9 48.2 90.4 78.6: 9.6 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 765: 217 164 278 257 333 606 664:
Old : 724: 188 174 232 225 312 533 609:
Other: 587: 135 125 141 154 286 367 480:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 10.1 18.4 15.3 8.7 5.6 14.2 8.9
Old : 11.6 9.2 20.2 14.8 10.6 6.3 17.0 9.6
Other: 15.8 15.2 25.1 20.8 12.5 10.6 19.6 15.7
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 9,348: 3,752 1,523 3,930 1,032 3,443 8,715 8,896: 633 451
Old : 9,090: 3,759 1,549 3,693 1,032 3,443 8,484 8,684: 607 406
Other: 257: 213 194 18 0 0 231 212: 26 45
: : :
: : Changes in Commitments from: April 3, 2012 :
: -1,621: -1,362 -700 -52 -169 -733 -1,582 -1,484: -39 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 16.3 42.0 11.0 36.8 93.2 95.2: 6.8 4.8
Old : 100.0: 41.3 17.0 40.6 11.4 37.9 93.3 95.5: 6.7 4.5
Other: 100.0: 82.9 75.5 6.9 0.0 0.0 89.8 82.4: 10.2 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 2 9 5 7 16 17:
Old : 20: 9 3 9 5 7 16 17:
Other: 4: 1 3 3 0 0 4 3:
:----------------------------------------------------------------------------------------------------
: 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 : 51.8 50.0 75.1 75.3 22.3 35.8 36.4 43.8
Old : 53.2 49.8 76.6 75.3 24.8 36.8 39.6 45.0
Other: 89.8 82.4 89.8 82.4 82.9 75.5 82.9 75.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 12,100: 2,539 508 678 6,197 9,044 9,414 10,230: 2,686 1,870
Old : 5,261: 2,243 151 247 1,330 3,951 3,820 4,349: 1,441 912
Other: 6,839: 398 460 329 4,867 5,093 5,594 5,881: 1,245 958
: : :
: : Changes in Commitments from: April 3, 2012 :
: 534: 62 64 97 122 282 281 443: 253 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 4.2 5.6 51.2 74.7 77.8 84.5: 22.2 15.5
Old : 100.0: 42.6 2.9 4.7 25.3 75.1 72.6 82.7: 27.4 17.3
Other: 100.0: 5.8 6.7 4.8 71.2 74.5 81.8 86.0: 18.2 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 7 5 17 14 31 22:
Old : 31: 8 6 4 10 11 22 17:
Other: 29: 5 6 4 16 12 24 19:
:----------------------------------------------------------------------------------------------------
: 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 62.3 47.7 72.4 24.4 49.8 40.7 58.0
Old : 38.6 61.8 57.2 73.6 38.2 54.8 52.1 63.7
Other: 37.9 62.8 61.8 76.1 35.0 55.5 49.8 61.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,095,714: 284,383 41,542 359,314 382,466 584,291 1,026,163 985,147: 69,551 110,567
Old : 631,035: 203,243 31,449 209,076 182,731 339,106 595,050 579,631: 35,985 51,404
Other: 464,679: 108,596 37,549 122,783 199,735 245,184 431,113 405,516: 33,566 59,163
: : :
: : Changes in Commitments from: April 3, 2012 :
: 47,399: 7,894 9,861 26,572 10,024 9,197 44,491 45,630: 2,909 1,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 3.8 32.8 34.9 53.3 93.7 89.9: 6.3 10.1
Old : 100.0: 32.2 5.0 33.1 29.0 53.7 94.3 91.9: 5.7 8.1
Other: 100.0: 23.4 8.1 26.4 43.0 52.8 92.8 87.3: 7.2 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 624: 246 135 251 169 210 532 503:
Old : 578: 210 149 187 124 200 425 450:
Other: 467: 152 97 161 138 184 370 376:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 16.6 18.6 24.2 6.6 12.8 11.5 17.6
Old : 12.6 16.4 20.5 25.8 9.2 14.9 15.9 22.8
Other: 16.6 18.7 24.9 27.5 12.0 11.8 18.2 16.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 8,903: 966 1,040 4,907 2,733 2,820 8,605 8,767: 298 136
Old : 8,878: 966 1,062 4,883 2,733 2,820 8,582 8,765: 296 113
Other: 25: 22 0 2 0 0 23 2: 2 23
: : :
: : Changes in Commitments from: April 3, 2012 :
: 1,707: 161 34 1,072 457 701 1,690 1,807: 17 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.7 55.1 30.7 31.7 96.7 98.5: 3.3 1.5
Old : 100.0: 10.9 12.0 55.0 30.8 31.8 96.7 98.7: 3.3 1.3
Other: 100.0: 86.4 0.0 6.8 0.0 0.0 93.2 6.8: 6.8 93.2
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 9 7 11 17 20:
Old : 22: 5 5 9 7 11 17 20:
Other: 2: 2 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 66.4 65.9 83.5 82.7 11.7 15.3 17.4 20.6
Old : 66.3 66.1 83.5 82.9 11.7 15.4 17.4 20.7
Other: 93.2 6.8 93.2 6.8 86.4 0.0 86.4 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 451,506: 112,316 57,268 92,155 203,190 275,638 407,661 425,061: 43,846 26,445
Old : 341,911: 107,538 64,277 54,344 145,979 202,911 307,861 321,532: 34,051 20,379
Other: 109,595: 28,718 16,930 13,871 57,211 72,727 99,800 103,529: 9,795 6,066
: : :
: : Changes in Commitments from: April 3, 2012 :
: 36,252: 12,614 71 16,822 6,035 18,490 35,471 35,384: 781 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 12.7 20.4 45.0 61.0 90.3 94.1: 9.7 5.9
Old : 100.0: 31.5 18.8 15.9 42.7 59.3 90.0 94.0: 10.0 6.0
Other: 100.0: 26.2 15.4 12.7 52.2 66.4 91.1 94.5: 8.9 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 101 73 102 74 82 239 216:
Old : 286: 94 89 82 71 79 219 204:
Other: 149: 54 23 41 44 49 115 101:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 27.3 24.3 38.3 9.3 21.7 15.8 28.5
Old : 16.4 26.5 25.3 35.6 13.5 25.0 20.7 32.0
Other: 17.0 40.6 31.3 57.0 16.8 37.0 30.0 50.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 729,886: 65,774 78,696 64,146 443,963 432,859 573,884 575,701: 156,003 154,185
Old : 729,886: 65,774 78,696 64,146 443,963 432,859 573,884 575,701: 156,003 154,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 27,967: 10,258 2,423 2,103 8,078 24,813 20,439 29,339: 7,527 -1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.8 8.8 60.8 59.3 78.6 78.9: 21.4 21.1
Old : 100.0: 9.0 10.8 8.8 60.8 59.3 78.6 78.9: 21.4 21.1
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 : 174: 28 38 44 92 88 149 141:
Old : 174: 28 38 44 92 88 149 141:
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 : 15.9 14.3 24.0 25.6 12.0 13.7 17.9 22.6
Old : 15.9 14.3 24.0 25.6 12.0 13.7 17.9 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 357,290: 39,629 30,547 299 260,950 274,267 300,878 305,113: 56,412 52,177
Old : 357,290: 39,629 30,547 299 260,950 274,267 300,878 305,113: 56,412 52,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 12,074: 1,518 4,281 3 9,423 2,562 10,944 6,846: 1,130 5,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.5 0.1 73.0 76.8 84.2 85.4: 15.8 14.6
Old : 100.0: 11.1 8.5 0.1 73.0 76.8 84.2 85.4: 15.8 14.6
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 : 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 : 26.0 43.5 45.9 55.2 24.8 43.4 41.8 53.8
Old : 26.0 43.5 45.9 55.2 24.8 43.4 41.8 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 with Delta-adjusted Options and Futures Combined, 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 : 298,011: 106,113 13,184 53,522 93,587 206,953 253,222 273,659: 44,789 24,352
Old : 219,415: 91,126 12,611 33,830 59,916 154,667 184,872 201,108: 34,543 18,307
Other: 78,596: 19,566 5,152 15,113 33,671 52,286 68,350 72,551: 10,246 6,045
: : :
: : Changes in Commitments from: April 3, 2012 :
: 7,659: 2,897 1,147 3,284 -86 -331 6,095 4,100: 1,563 3,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 4.4 18.0 31.4 69.4 85.0 91.8: 15.0 8.2
Old : 100.0: 41.5 5.7 15.4 27.3 70.5 84.3 91.7: 15.7 8.3
Other: 100.0: 24.9 6.6 19.2 42.8 66.5 87.0 92.3: 13.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 94 33 57 74 79 202 146:
Old : 220: 89 32 50 68 75 180 141:
Other: 126: 36 19 30 45 48 99 82:
:----------------------------------------------------------------------------------------------------
: 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 33.2 19.0 43.8 8.3 27.5 14.9 35.3
Old : 10.5 34.5 18.8 45.1 10.5 29.7 17.6 39.5
Other: 25.4 38.1 38.4 53.6 21.8 29.3 30.7 42.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 17,176: 3,855 5,562 2,326 7,235 6,633 13,416 14,520: 3,760 2,656
Old : 15,056: 4,426 5,545 1,530 6,089 5,594 12,045 12,670: 3,012 2,387
Other: 2,120: 124 711 101 1,147 1,039 1,371 1,851: 748 269
: : :
: : Changes in Commitments from: April 3, 2012 :
: 205: 10 187 -80 -122 -295 -192 -189: 396 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 32.4 13.5 42.1 38.6 78.1 84.5: 21.9 15.5
Old : 100.0: 29.4 36.8 10.2 40.4 37.2 80.0 84.1: 20.0 15.9
Other: 100.0: 5.8 33.6 4.8 54.1 49.0 64.7 87.3: 35.3 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 21 25 15 22 18 54 51:
Old : 78: 25 22 14 22 14 53 46:
Other: 32: 5 9 6 8 13 17 24:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 28.5 40.1 42.4 22.6 22.2 33.5 35.5
Old : 26.1 29.1 43.1 45.0 23.2 26.3 36.8 40.9
Other: 46.3 50.5 57.9 70.6 44.9 50.5 56.0 69.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 857,742: 183,536 190,118 55,548 522,138 504,432 761,221 750,098: 96,520 107,644
Old : 857,742: 183,536 190,118 55,548 522,138 504,432 761,221 750,098: 96,520 107,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 3,390: 25,735 3,538 -6,276 -19,999 11,399 -539 8,661: 3,930 -5,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 22.2 6.5 60.9 58.8 88.7 87.5: 11.3 12.5
Old : 100.0: 21.4 22.2 6.5 60.9 58.8 88.7 87.5: 11.3 12.5
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 : 226: 43 49 31 99 99 154 167:
Old : 226: 43 49 31 99 99 154 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 21.6 33.7 30.7 19.1 19.8 30.0 27.6
Old : 21.7 21.6 33.7 30.7 19.1 19.8 30.0 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 2,260,659: 161,397 322,125 258,820 1,552,146 1,317,273 1,972,362 1,898,218: 288,297 362,441
Old : 2,260,659: 161,397 322,125 258,820 1,552,146 1,317,273 1,972,362 1,898,218: 288,297 362,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 30,067: 13,193 -16,745 -1,039 8,646 76,203 20,799 58,419: 9,267 -28,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 14.2 11.4 68.7 58.3 87.2 84.0: 12.8 16.0
Old : 100.0: 7.1 14.2 11.4 68.7 58.3 87.2 84.0: 12.8 16.0
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 : 293: 27 81 67 149 167 227 264:
Old : 293: 27 81 67 149 167 227 264:
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 : 24.6 14.1 32.7 21.8 22.6 9.5 29.5 15.1
Old : 24.6 14.1 32.7 21.8 22.6 9.5 29.5 15.1
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 with Delta-adjusted Options and Futures Combined, 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 : 1,525,987: 288,005 144,080 122,051 916,915 1,014,720 1,326,972 1,280,851: 199,015 245,136
Old : 1,525,987: 288,005 144,080 122,051 916,915 1,014,720 1,326,972 1,280,851: 199,015 245,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 63,414: 32,931 13,050 11,007 -372 48,867 43,566 72,924: 19,848 -9,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 9.4 8.0 60.1 66.5 87.0 83.9: 13.0 16.1
Old : 100.0: 18.9 9.4 8.0 60.1 66.5 87.0 83.9: 13.0 16.1
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 : 200: 33 36 35 94 113 143 168:
Old : 200: 33 36 35 94 113 143 168:
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 : 26.9 21.3 37.3 29.8 23.3 20.6 32.2 27.0
Old : 26.9 21.3 37.3 29.8 23.3 20.6 32.2 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 601,974: 71,369 74,194 135,190 369,840 344,128 576,400 553,511: 25,574 48,463
Old : 601,974: 71,369 74,194 135,190 369,840 344,128 576,400 553,511: 25,574 48,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 3,080: -4,843 -7,848 6,945 2,036 1,500 4,138 597: -1,057 2,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 12.3 22.5 61.4 57.2 95.8 91.9: 4.2 8.1
Old : 100.0: 11.9 12.3 22.5 61.4 57.2 95.8 91.9: 4.2 8.1
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 : 86: 13 19 29 46 52 76 84:
Old : 86: 13 19 29 46 52 76 84:
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 : 41.6 25.0 55.4 41.5 30.3 17.5 36.0 26.0
Old : 41.6 25.0 55.4 41.5 30.3 17.5 36.0 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 51,151: 18,077 8,197 656 24,242 37,606 42,975 46,458: 8,176 4,693
Old : 51,151: 18,077 8,197 656 24,242 37,606 42,975 46,458: 8,176 4,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -2,630: -1,667 1,282 -126 -1,401 -3,179 -3,194 -2,023: 564 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 16.0 1.3 47.4 73.5 84.0 90.8: 16.0 9.2
Old : 100.0: 35.3 16.0 1.3 47.4 73.5 84.0 90.8: 16.0 9.2
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 : 92: 32 12 8 28 27 64 43:
Old : 92: 32 12 8 28 27 64 43:
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 : 26.3 40.6 41.8 56.7 26.3 40.6 41.8 55.8
Old : 26.3 40.6 41.8 56.7 26.3 40.6 41.8 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 102,302: 36,155 16,394 1,311 48,485 75,211 85,951 92,916: 16,352 9,386
Old : 102,302: 36,155 16,394 1,311 48,485 75,211 85,951 92,916: 16,352 9,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -5,260: -3,333 2,564 -251 -2,803 -6,359 -6,387 -4,046: 1,127 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 16.0 1.3 47.4 73.5 84.0 90.8: 16.0 9.2
Old : 100.0: 35.3 16.0 1.3 47.4 73.5 84.0 90.8: 16.0 9.2
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 : 92: 32 12 8 28 27 64 43:
Old : 92: 32 12 8 28 27 64 43:
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 : 26.3 40.6 41.8 56.7 26.3 40.6 41.8 55.8
Old : 26.3 40.6 41.8 56.7 26.3 40.6 41.8 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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