WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 552,704: 104,859 149,057 124,867 289,556 221,616 519,282 495,540: 33,422 57,164
Old : 35,497: 12,176 7,277 56 16,763 23,360 28,995 30,693: 6,502 4,804
Other: 517,207: 98,849 147,946 118,645 272,793 198,256 490,287 464,847: 26,920 52,360
: : :
: : Changes in Commitments from: April 17, 2012 :
: -32,127: 9,651 -1,701 -26,414 -13,284 -5,649 -30,047 -33,764: -2,080 1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 27.0 22.6 52.4 40.1 94.0 89.7: 6.0 10.3
Old : 100.0: 34.3 20.5 0.2 47.2 65.8 81.7 86.5: 18.3 13.5
Other: 100.0: 19.1 28.6 22.9 52.7 38.3 94.8 89.9: 5.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 110 161 155 89 111 294 344:
Old : 133: 35 21 3 40 40 76 64:
Other: 398: 108 167 144 82 109 277 339:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 11.6 33.8 19.1 18.9 9.9 29.8 16.4
Old : 40.9 40.3 54.6 59.5 40.9 40.3 54.6 59.5
Other: 21.6 11.8 35.4 19.5 20.2 9.9 31.3 16.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,739,626: 319,639 173,494 496,751 756,898 758,095 1,573,288 1,428,340: 166,338 311,286
Old : 1,095,660: 234,119 174,066 299,114 456,126 456,504 989,359 929,683: 106,301 165,976
Other: 643,966: 165,992 79,900 117,165 300,772 301,591 583,929 498,656: 60,037 145,310
: : :
: : Changes in Commitments from: April 17, 2012 :
: -125,488: -18,436 28,290 -73,453 -29,333 -73,448 -121,223 -118,612: -4,265 -6,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 10.0 28.6 43.5 43.6 90.4 82.1: 9.6 17.9
Old : 100.0: 21.4 15.9 27.3 41.6 41.7 90.3 84.9: 9.7 15.1
Other: 100.0: 25.8 12.4 18.2 46.7 46.8 90.7 77.4: 9.3 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 742: 195 176 267 260 327 581 657:
Old : 700: 167 178 222 225 304 506 600:
Other: 600: 154 113 142 170 283 389 481:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 9.3 19.2 14.5 9.3 5.0 15.3 8.5
Old : 12.4 8.4 20.8 14.7 11.8 5.6 18.9 9.6
Other: 15.2 15.0 25.8 20.4 13.3 10.8 20.7 15.7
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 7,989: 2,461 1,087 4,017 1,012 2,340 7,491 7,444: 498 545
Old : 7,749: 2,605 1,259 3,639 1,012 2,340 7,256 7,237: 492 511
Other: 240: 222 194 13 0 0 235 207: 5 33
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,359: -1,291 -436 88 -20 -1,103 -1,224 -1,452: -135 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 13.6 50.3 12.7 29.3 93.8 93.2: 6.2 6.8
Old : 100.0: 33.6 16.2 47.0 13.1 30.2 93.6 93.4: 6.4 6.6
Other: 100.0: 92.3 80.7 5.4 0.0 0.0 97.8 86.1: 2.2 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 3 9 5 7 16 18:
Old : 20: 9 4 8 5 7 15 18:
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 : 51.6 49.2 73.8 75.1 19.4 31.0 29.9 33.4
Old : 53.0 48.3 75.9 75.0 21.9 32.0 32.8 36.7
Other: 97.8 86.1 97.8 86.1 92.3 80.7 92.3 80.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 11,578: 2,479 525 403 6,389 9,022 9,272 9,951: 2,306 1,628
Old : 947: 140 0 0 426 753 566 753: 381 194
Other: 10,631: 2,404 590 338 5,963 8,269 8,706 9,198: 1,925 1,434
: : :
: : Changes in Commitments from: April 17, 2012 :
: -407: 189 25 -218 -232 22 -261 -170: -146 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.5 3.5 55.2 77.9 80.1 85.9: 19.9 14.1
Old : 100.0: 14.8 0.0 0.0 45.0 79.5 59.8 79.5: 40.2 20.5
Other: 100.0: 22.6 5.5 3.2 56.1 77.8 81.9 86.5: 18.1 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 6 5 16 13 29 21:
Old : 12: 3 0 0 3 7 6 7:
Other: 34: 10 6 4 15 11 27 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 : 28.2 66.1 50.3 75.5 26.7 54.0 43.5 61.3
Old : 55.9 73.4 59.8 79.5 42.3 56.2 42.6 62.3
Other: 30.8 67.1 53.2 77.3 29.2 55.5 47.8 63.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,077,314: 292,910 44,978 324,161 384,889 591,646 1,001,960 960,785: 75,355 116,529
Old : 549,127: 212,925 36,685 142,936 154,565 316,733 510,426 496,354: 38,701 52,773
Other: 528,187: 121,706 50,015 139,504 230,324 274,913 491,534 464,432: 36,653 63,755
: : :
: : Changes in Commitments from: April 17, 2012 :
: -60,034: 5,734 1,961 -57,890 -8,984 -5,284 -61,140 -61,212: 1,106 1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 4.2 30.1 35.7 54.9 93.0 89.2: 7.0 10.8
Old : 100.0: 38.8 6.7 26.0 28.1 57.7 93.0 90.4: 7.0 9.6
Other: 100.0: 23.0 9.5 26.4 43.6 52.0 93.1 87.9: 6.9 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 626: 242 127 256 166 216 529 510:
Old : 575: 196 148 182 116 204 412 446:
Other: 499: 163 106 181 144 192 395 405:
:----------------------------------------------------------------------------------------------------
: 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 16.8 17.7 24.6 7.0 13.0 11.8 18.7
Old : 11.1 19.8 19.9 28.5 10.3 17.2 18.2 25.6
Other: 15.9 20.0 23.5 27.6 11.1 12.1 17.3 17.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 12,993: 2,061 1,466 6,947 3,479 4,241 12,487 12,655: 506 338
Old : 12,950: 2,024 1,468 6,943 3,479 4,241 12,447 12,652: 503 298
Other: 42: 38 0 2 0 0 40 2: 2 40
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,034: 156 -590 1,439 360 1,007 1,956 1,856: 78 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 11.3 53.5 26.8 32.6 96.1 97.4: 3.9 2.6
Old : 100.0: 15.6 11.3 53.6 26.9 32.8 96.1 97.7: 3.9 2.3
Other: 100.0: 89.4 0.0 5.3 0.0 0.0 94.7 5.3: 5.3 94.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 7 11 7 10 18 23:
Old : 25: 6 7 11 7 10 18 23:
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 : 66.9 64.9 84.0 80.8 15.6 15.4 21.6 22.8
Old : 66.8 65.1 84.0 81.0 15.4 15.5 21.3 22.9
Other: 94.7 5.3 94.7 5.3 89.4 0.0 89.4 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 417,438: 106,387 57,411 79,314 188,843 254,915 374,544 391,640: 42,894 25,798
Old : 295,697: 99,238 64,327 40,567 124,769 173,398 264,574 278,292: 31,123 17,406
Other: 121,741: 30,551 16,485 15,345 64,074 81,518 109,970 113,348: 11,771 8,393
: : :
: : Changes in Commitments from: April 17, 2012 :
: -29,310: -2,934 2,573 -15,952 -10,050 -16,476 -28,936 -29,854: -375 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 13.8 19.0 45.2 61.1 89.7 93.8: 10.3 6.2
Old : 100.0: 33.6 21.8 13.7 42.2 58.6 89.5 94.1: 10.5 5.9
Other: 100.0: 25.1 13.5 12.6 52.6 67.0 90.3 93.1: 9.7 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 99 79 101 71 77 237 215:
Old : 289: 102 84 82 67 74 218 203:
Other: 153: 43 35 46 47 49 119 109:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 27.8 23.6 38.0 9.6 21.2 16.3 28.5
Old : 17.1 26.1 25.1 35.1 14.9 24.2 22.7 32.3
Other: 20.1 37.4 34.6 54.6 19.3 31.9 31.7 46.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 681,867: 70,037 72,527 41,566 409,943 407,159 521,546 521,252: 160,321 160,614
Old : 681,867: 70,037 72,527 41,566 409,943 407,159 521,546 521,252: 160,321 160,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -18,038: 8,585 5,495 -20,621 -8,080 -7,474 -20,115 -22,600: 2,077 4,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 10.6 6.1 60.1 59.7 76.5 76.4: 23.5 23.6
Old : 100.0: 10.3 10.6 6.1 60.1 59.7 76.5 76.4: 23.5 23.6
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 : 173: 30 34 41 89 89 142 141:
Old : 173: 30 34 41 89 89 142 141:
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 : 17.3 13.9 26.0 24.0 14.3 13.4 20.9 22.0
Old : 17.3 13.9 26.0 24.0 14.3 13.4 20.9 22.0
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 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 : 365,116: 46,371 26,526 173 262,578 287,356 309,122 314,055: 55,994 51,062
Old : 365,116: 46,371 26,526 173 262,578 287,356 309,122 314,055: 55,994 51,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -2,419: 2,575 -816 -76 -6,150 -614 -3,651 -1,506: 1,231 -913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 7.3 0.0 71.9 78.7 84.7 86.0: 15.3 14.0
Old : 100.0: 12.7 7.3 0.0 71.9 78.7 84.7 86.0: 15.3 14.0
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 : 75: 7 7 2 40 45 47 54:
Old : 75: 7 7 2 40 45 47 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 45.6 45.0 55.8 25.5 45.6 41.1 55.0
Old : 26.6 45.6 45.0 55.8 25.5 45.6 41.1 55.0
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 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 with Delta-adjusted Options and Futures Combined, 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 : 302,754: 116,297 9,072 45,937 94,357 222,948 256,591 277,956: 46,163 24,797
Old : 212,976: 95,491 8,832 26,431 55,870 159,726 177,792 194,989: 35,184 17,986
Other: 89,778: 23,162 2,596 17,149 38,487 63,222 78,799 82,967: 10,980 6,811
: : :
: : Changes in Commitments from: April 17, 2012 :
: -2,654: 5,556 -1,837 -6,338 -1,642 5,249 -2,425 -2,927: -229 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 3.0 15.2 31.2 73.6 84.8 91.8: 15.2 8.2
Old : 100.0: 44.8 4.1 12.4 26.2 75.0 83.5 91.6: 16.5 8.4
Other: 100.0: 25.8 2.9 19.1 42.9 70.4 87.8 92.4: 12.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 114 23 59 74 79 218 145:
Old : 232: 106 24 52 70 74 199 136:
Other: 136: 39 21 34 43 50 104 87:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 35.0 18.9 48.4 8.1 30.5 14.6 38.8
Old : 10.8 38.2 18.8 49.5 10.7 34.0 17.8 43.1
Other: 23.3 40.3 35.1 53.9 19.4 34.3 29.6 45.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,955: 4,142 3,959 1,416 6,740 8,992 12,298 14,367: 3,657 1,589
Old : 13,077: 3,900 3,963 772 5,245 7,072 9,918 11,807: 3,159 1,269
Other: 2,879: 740 494 145 1,495 1,920 2,380 2,560: 498 319
: : :
: : Changes in Commitments from: April 17, 2012 :
: -211: -128 -516 -207 -191 719 -526 -5: 315 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 24.8 8.9 42.2 56.4 77.1 90.0: 22.9 10.0
Old : 100.0: 29.8 30.3 5.9 40.1 54.1 75.8 90.3: 24.2 9.7
Other: 100.0: 25.7 17.1 5.1 51.9 66.7 82.7 88.9: 17.3 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 25 16 13 24 17 58 41:
Old : 71: 27 16 10 20 14 53 35:
Other: 32: 8 5 4 11 14 20 22:
:----------------------------------------------------------------------------------------------------
: 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 40.2 36.8 55.1 21.0 35.1 32.1 48.7
Old : 22.6 41.9 35.6 60.1 21.5 41.1 32.2 57.7
Other: 56.7 48.6 68.9 69.4 53.8 46.4 65.6 67.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 973,011: 279,403 174,357 50,127 525,503 643,226 855,033 867,710: 117,977 105,300
Old : 973,011: 279,403 174,357 50,127 525,503 643,226 855,033 867,710: 117,977 105,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 75,085: 73,036 786 -3,842 3,484 73,911 72,678 70,855: 2,408 4,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 17.9 5.2 54.0 66.1 87.9 89.2: 12.1 10.8
Old : 100.0: 28.7 17.9 5.2 54.0 66.1 87.9 89.2: 12.1 10.8
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 : 230: 45 45 26 103 103 160 162:
Old : 230: 45 45 26 103 103 160 162:
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 : 21.0 25.0 31.0 35.2 17.8 24.4 27.2 34.2
Old : 21.0 25.0 31.0 35.2 17.8 24.4 27.2 34.2
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 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 : 2,221,340: 201,201 325,606 224,554 1,496,473 1,295,608 1,922,228 1,845,768: 299,112 375,572
Old : 2,221,340: 201,201 325,606 224,554 1,496,473 1,295,608 1,922,228 1,845,768: 299,112 375,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -109,111: 14,484 8,845 -54,471 -76,705 -80,314 -116,692 -125,941: 7,581 16,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.7 10.1 67.4 58.3 86.5 83.1: 13.5 16.9
Old : 100.0: 9.1 14.7 10.1 67.4 58.3 86.5 83.1: 13.5 16.9
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 : 291: 34 75 67 147 165 225 263:
Old : 291: 34 75 67 147 165 225 263:
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 13.1 34.7 21.1 24.2 9.9 32.4 14.9
Old : 26.3 13.1 34.7 21.1 24.2 9.9 32.4 14.9
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 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 : 1,506,376: 375,429 148,451 118,149 749,313 979,422 1,242,890 1,246,022: 263,485 260,354
Old : 1,506,376: 375,429 148,451 118,149 749,313 979,422 1,242,890 1,246,022: 263,485 260,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -49,346: 47,752 -9,100 -31,024 -95,852 -20,632 -79,124 -60,756: 29,778 11,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 9.9 7.8 49.7 65.0 82.5 82.7: 17.5 17.3
Old : 100.0: 24.9 9.9 7.8 49.7 65.0 82.5 82.7: 17.5 17.3
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 : 195: 37 33 31 85 107 138 155:
Old : 195: 37 33 31 85 107 138 155:
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 : 22.4 17.6 32.3 26.0 18.9 16.3 28.0 22.3
Old : 22.4 17.6 32.3 26.0 18.9 16.3 28.0 22.3
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 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 : 609,589: 38,346 69,634 148,402 391,436 339,996 578,184 558,032: 31,404 51,557
Old : 609,589: 38,346 69,634 148,402 391,436 339,996 578,184 558,032: 31,404 51,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,901: -5,372 -8,775 -561 1,737 7,140 -4,196 -2,196: 2,295 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.4 24.3 64.2 55.8 94.8 91.5: 5.2 8.5
Old : 100.0: 6.3 11.4 24.3 64.2 55.8 94.8 91.5: 5.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 12 22 29 46 52 76 86:
Old : 88: 12 22 29 46 52 76 86:
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 : 39.3 24.2 51.4 39.2 24.7 15.8 31.8 24.7
Old : 39.3 24.2 51.4 39.2 24.7 15.8 31.8 24.7
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 with Delta-adjusted Options and Futures Combined, 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 : 51,621: 19,620 5,675 671 23,708 40,710 43,999 47,056: 7,623 4,565
Old : 51,621: 19,620 5,675 671 23,708 40,710 43,999 47,056: 7,623 4,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,513: -401 -1,061 -104 -1,858 134 -2,363 -1,031: 850 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 11.0 1.3 45.9 78.9 85.2 91.2: 14.8 8.8
Old : 100.0: 38.0 11.0 1.3 45.9 78.9 85.2 91.2: 14.8 8.8
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 : 99: 35 13 10 29 30 71 46:
Old : 99: 35 13 10 29 30 71 46:
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 41.1 42.1 57.7 26.7 41.1 42.1 57.0
Old : 26.7 41.1 42.1 57.7 26.7 41.1 42.1 57.0
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 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 : 103,243: 39,240 11,351 1,341 47,416 81,420 87,998 94,112: 15,245 9,131
Old : 103,243: 39,240 11,351 1,341 47,416 81,420 87,998 94,112: 15,245 9,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -3,026: -802 -2,122 -208 -3,716 267 -4,726 -2,062: 1,700 -963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 11.0 1.3 45.9 78.9 85.2 91.2: 14.8 8.8
Old : 100.0: 38.0 11.0 1.3 45.9 78.9 85.2 91.2: 14.8 8.8
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 : 99: 35 13 10 29 30 71 46:
Old : 99: 35 13 10 29 30 71 46:
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 41.1 42.1 57.7 26.7 41.1 42.1 57.0
Old : 26.7 41.1 42.1 57.7 26.7 41.1 42.1 57.0
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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