WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 438,095: 122,536 144,822 87,416 191,185 151,290 401,137 383,528: 36,958 54,567
Old : 171,289: 84,301 89,051 7,367 65,586 52,724 157,254 149,142: 14,035 22,147
Other: 266,806: 61,885 79,421 56,399 125,599 98,566 243,883 234,386: 22,923 32,420
: : :
: : Changes in Commitments from: March 26, 2013 :
: -15,147: -3,789 1,440 -388 -11,425 -19,727 -15,602 -18,675: 455 3,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 33.1 20.0 43.6 34.5 91.6 87.5: 8.4 12.5
Old : 100.0: 49.2 52.0 4.3 38.3 30.8 91.8 87.1: 8.2 12.9
Other: 100.0: 23.2 29.8 21.1 47.1 36.9 91.4 87.8: 8.6 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 110 134 116 90 103 272 292:
Old : 313: 102 100 27 57 60 173 173:
Other: 295: 72 104 76 73 96 200 228:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 12.7 27.0 22.0 14.5 10.2 25.0 16.8
Old : 16.6 20.3 29.4 33.4 16.1 20.3 28.5 33.4
Other: 21.8 17.2 33.6 25.1 18.5 11.2 27.6 17.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,315,116: 383,687 183,391 216,869 568,405 690,151 1,168,961 1,090,411: 146,155 224,705
Old : 883,396: 279,309 133,582 112,823 390,044 497,297 782,176 743,702: 101,220 139,694
Other: 431,720: 195,615 141,046 12,809 178,361 192,854 386,785 346,709: 44,935 85,011
: : :
: : Changes in Commitments from: March 26, 2013 :
: -15,370: -57,167 16,035 20,684 15,509 -51,183 -20,974 -14,464: 5,604 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 13.9 16.5 43.2 52.5 88.9 82.9: 11.1 17.1
Old : 100.0: 31.6 15.1 12.8 44.2 56.3 88.5 84.2: 11.5 15.8
Other: 100.0: 45.3 32.7 3.0 41.3 44.7 89.6 80.3: 10.4 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 712: 177 159 201 220 307 509 572:
Old : 671: 166 148 151 178 286 419 520:
Other: 578: 123 122 59 161 254 320 408:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 15.5 20.6 21.6 9.9 12.0 18.3 17.1
Old : 14.1 14.8 24.2 23.4 12.9 12.9 21.9 19.1
Other: 23.4 24.7 33.8 31.9 23.4 23.8 33.5 30.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,945: 4,299 1,029 154 4,071 8,783 8,524 9,966: 2,421 979
Old : 7,340: 3,911 564 0 1,426 6,208 5,337 6,772: 2,003 568
Other: 3,605: 540 617 2 2,645 2,575 3,187 3,194: 418 411
: : :
: : Changes in Commitments from: March 26, 2013 :
: -258: -370 -41 -144 138 182 -376 -3: 118 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 9.4 1.4 37.2 80.2 77.9 91.1: 22.1 8.9
Old : 100.0: 53.3 7.7 0.0 19.4 84.6 72.7 92.3: 27.3 7.7
Other: 100.0: 15.0 17.1 0.1 73.4 71.4 88.4 88.6: 11.6 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 16 7 3 13 12 31 21:
Old : 42: 14 8 0 9 12 23 20:
Other: 31: 5 7 1 12 10 18 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 : 40.6 57.8 56.1 75.3 40.6 56.5 56.1 73.7
Old : 43.1 65.0 56.6 78.4 43.1 63.2 56.6 76.6
Other: 61.7 56.8 76.0 78.4 61.7 56.7 75.1 78.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 564,800: 175,321 79,158 80,854 256,665 340,077 512,840 500,089: 51,960 64,711
Old : 401,937: 148,116 57,204 37,018 178,378 272,659 363,512 366,881: 38,425 35,056
Other: 162,863: 61,913 56,662 9,128 78,287 67,418 149,328 133,208: 13,535 29,655
: : :
: : Changes in Commitments from: March 26, 2013 :
: -13,089: -7,360 7,102 4,130 -5,617 -27,487 -8,847 -16,255: -4,242 3,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 14.0 14.3 45.4 60.2 90.8 88.5: 9.2 11.5
Old : 100.0: 36.9 14.2 9.2 44.4 67.8 90.4 91.3: 9.6 8.7
Other: 100.0: 38.0 34.8 5.6 48.1 41.4 91.7 81.8: 8.3 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 157 128 165 114 124 363 350:
Old : 426: 162 111 128 95 102 320 291:
Other: 307: 74 108 56 70 88 190 214:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 17.1 25.0 27.3 15.5 15.2 23.2 23.4
Old : 22.5 22.6 31.2 34.4 22.5 21.4 31.1 32.7
Other: 21.7 16.0 33.6 28.6 21.0 15.2 32.0 26.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 341,020: 67,541 106,739 53,356 187,922 144,141 308,819 304,236: 32,201 36,784
Old : 263,956: 60,850 107,148 24,839 156,875 101,082 242,564 233,069: 21,392 30,887
Other: 77,064: 23,163 16,063 12,045 31,047 43,059 66,255 71,167: 10,809 5,897
: : :
: : Changes in Commitments from: March 26, 2013 :
: 5,442: -1,737 1,818 6,060 5,400 -4,118 9,723 3,760: -4,281 1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 31.3 15.6 55.1 42.3 90.6 89.2: 9.4 10.8
Old : 100.0: 23.1 40.6 9.4 59.4 38.3 91.9 88.3: 8.1 11.7
Other: 100.0: 30.1 20.8 15.6 40.3 55.9 86.0 92.3: 14.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 66 89 84 71 63 186 199:
Old : 247: 63 91 70 61 58 163 186:
Other: 139: 46 25 25 51 30 113 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 18.6 31.8 27.9 13.0 17.3 21.8 24.4
Old : 25.4 20.2 37.4 30.3 24.1 20.0 35.7 28.9
Other: 19.2 41.1 32.6 57.3 16.2 37.2 28.3 50.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 630,799: 68,710 77,126 5,783 418,197 399,884 492,690 482,793: 138,109 148,006
Old : 630,799: 68,710 77,126 5,783 418,197 399,884 492,690 482,793: 138,109 148,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 10,452: 11,331 8,509 -1,359 -9,168 13,975 804 21,125: 9,648 -10,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.2 0.9 66.3 63.4 78.1 76.5: 21.9 23.5
Old : 100.0: 10.9 12.2 0.9 66.3 63.4 78.1 76.5: 21.9 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 27 34 11 61 70 96 107:
Old : 158: 27 34 11 61 70 96 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 20.1 40.3 29.1 28.2 17.5 35.8 25.7
Old : 31.5 20.1 40.3 29.1 28.2 17.5 35.8 25.7
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 370,136: 27,203 49,772 3,275 264,659 254,881 295,137 307,928: 74,999 62,208
Old : 370,136: 27,203 49,772 3,275 264,659 254,881 295,137 307,928: 74,999 62,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -7,400: 1,553 -1,344 101 -10,817 -6,009 -9,163 -7,252: 1,763 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.4 0.9 71.5 68.9 79.7 83.2: 20.3 16.8
Old : 100.0: 7.3 13.4 0.9 71.5 68.9 79.7 83.2: 20.3 16.8
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 : 68: 8 8 6 30 39 41 50:
Old : 68: 8 8 6 30 39 41 50:
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 : 37.7 34.8 52.6 49.4 34.3 34.7 47.0 49.2
Old : 37.7 34.8 52.6 49.4 34.3 34.7 47.0 49.2
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,303: 1,082 1,758 472 9,081 8,892 10,635 11,122: 668 181
Old : 11,303: 1,082 1,758 472 9,081 8,892 10,635 11,122: 668 181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 404: 37 209 -76 570 400 531 533: -127 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 15.6 4.2 80.3 78.7 94.1 98.4: 5.9 1.6
Old : 100.0: 9.6 15.6 4.2 80.3 78.7 94.1 98.4: 5.9 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 : 49: 7 6 8 23 30 38 39:
Old : 49: 7 6 8 23 30 38 39:
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 : 47.8 45.2 63.7 66.3 26.8 26.1 33.8 35.7
Old : 47.8 45.2 63.7 66.3 26.8 26.1 33.8 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 263,647: 74,814 38,636 27,965 123,070 166,044 225,849 232,645: 37,798 31,002
Old : 207,020: 63,003 29,811 20,409 95,218 131,965 178,630 182,185: 28,390 24,835
Other: 56,627: 14,858 11,872 4,509 27,852 34,079 47,219 50,460: 9,408 6,167
: : :
: : Changes in Commitments from: March 26, 2013 :
: -14,832: -8,420 3,156 -6,240 3,424 -17,165 -11,236 -20,249: -3,596 5,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 14.7 10.6 46.7 63.0 85.7 88.2: 14.3 11.8
Old : 100.0: 30.4 14.4 9.9 46.0 63.7 86.3 88.0: 13.7 12.0
Other: 100.0: 26.2 21.0 8.0 49.2 60.2 83.4 89.1: 16.6 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 67 55 55 83 71 181 156:
Old : 219: 62 53 47 77 68 165 149:
Other: 126: 37 22 13 58 30 102 58:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 30.9 18.1 41.5 9.6 29.7 16.9 37.6
Old : 11.7 33.0 21.1 41.2 11.4 32.8 20.2 40.1
Other: 14.4 32.1 27.4 47.6 14.1 30.3 26.2 45.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,865: 3,208 5,959 957 7,856 5,995 12,021 12,911: 2,844 1,954
Old : 14,167: 3,022 5,958 921 7,672 5,505 11,615 12,384: 2,552 1,783
Other: 698: 198 13 24 184 490 406 527: 292 171
: : :
: : Changes in Commitments from: March 26, 2013 :
: -441: -673 -980 490 -161 266 -344 -224: -97 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 40.1 6.4 52.8 40.3 80.9 86.9: 19.1 13.1
Old : 100.0: 21.3 42.1 6.5 54.2 38.9 82.0 87.4: 18.0 12.6
Other: 100.0: 28.4 1.9 3.4 26.4 70.2 58.2 75.5: 41.8 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 22 21 9 23 12 48 40:
Old : 71: 22 21 7 22 11 47 37:
Other: 21: 7 4 3 8 4 17 9:
:----------------------------------------------------------------------------------------------------
: 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 : 28.8 35.1 42.8 51.7 28.8 34.4 42.2 50.5
Old : 30.1 36.8 44.6 52.4 30.1 36.3 44.0 51.6
Other: 39.1 71.8 50.0 75.4 39.1 68.8 49.4 69.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 911,422: 274,580 152,639 20,602 477,122 674,651 772,304 847,892: 139,118 63,530
Old : 911,422: 274,580 152,639 20,602 477,122 674,651 772,304 847,892: 139,118 63,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -31,439: -36,631 -6,966 1,395 -3,660 -12,221 -38,896 -17,792: 7,457 -13,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 16.7 2.3 52.3 74.0 84.7 93.0: 15.3 7.0
Old : 100.0: 30.1 16.7 2.3 52.3 74.0 84.7 93.0: 15.3 7.0
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 : 202: 49 33 14 81 82 133 126:
Old : 202: 49 33 14 81 82 133 126:
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 : 17.5 27.4 28.6 39.8 17.0 26.9 27.1 38.0
Old : 17.5 27.4 28.6 39.8 17.0 26.9 27.1 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,213,520: 437,189 326,497 76,339 1,384,042 1,465,674 1,897,570 1,868,510: 315,950 345,010
Old : 2,213,520: 437,189 326,497 76,339 1,384,042 1,465,674 1,897,570 1,868,510: 315,950 345,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 36,875: 41,346 28,844 12,745 -47,004 578 7,087 42,167: 29,788 -5,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 14.8 3.4 62.5 66.2 85.7 84.4: 14.3 15.6
Old : 100.0: 19.8 14.8 3.4 62.5 66.2 85.7 84.4: 14.3 15.6
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 : 311: 45 72 38 111 157 176 247:
Old : 311: 45 72 38 111 157 176 247:
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 16.9 39.4 25.1 24.7 12.9 35.8 20.4
Old : 26.3 16.9 39.4 25.1 24.7 12.9 35.8 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,817,572: 389,356 231,792 25,979 1,146,523 1,317,250 1,561,858 1,575,021: 255,714 242,551
Old : 1,817,572: 389,356 231,792 25,979 1,146,523 1,317,250 1,561,858 1,575,021: 255,714 242,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 35,964: 55,094 24,781 -4,323 -41,458 22,683 9,313 43,141: 26,651 -7,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.8 1.4 63.1 72.5 85.9 86.7: 14.1 13.3
Old : 100.0: 21.4 12.8 1.4 63.1 72.5 85.9 86.7: 14.1 13.3
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 : 217: 40 43 16 77 103 124 155:
Old : 217: 40 43 16 77 103 124 155:
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 : 33.2 28.4 47.3 39.6 32.9 28.0 45.6 39.2
Old : 33.2 28.4 47.3 39.6 32.9 28.0 45.6 39.2
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 330,504: 22,844 37,840 53,207 234,498 203,724 310,549 294,771: 19,955 35,733
Old : 330,504: 22,844 37,840 53,207 234,498 203,724 310,549 294,771: 19,955 35,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -43,567: -20,453 520 -5,503 -16,908 -41,671 -42,864 -46,654: -703 3,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.4 16.1 71.0 61.6 94.0 89.2: 6.0 10.8
Old : 100.0: 6.9 11.4 16.1 71.0 61.6 94.0 89.2: 6.0 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 : 63: 12 14 19 28 35 49 60:
Old : 63: 12 14 19 28 35 49 60:
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 : 42.2 28.2 56.6 42.3 30.3 22.4 38.9 30.4
Old : 42.2 28.2 56.6 42.3 30.3 22.4 38.9 30.4
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,703: 22,713 5,380 19 25,704 40,866 48,435 46,264: 8,268 10,440
Old : 56,703: 22,713 5,380 19 25,704 40,866 48,435 46,264: 8,268 10,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 845: 517 820 -186 1,223 -1,761 1,553 -1,128: -709 1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 9.5 0.0 45.3 72.1 85.4 81.6: 14.6 18.4
Old : 100.0: 40.1 9.5 0.0 45.3 72.1 85.4 81.6: 14.6 18.4
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 : 110: 36 18 2 31 30 68 49:
Old : 110: 36 18 2 31 30 68 49:
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 : 27.8 31.7 43.4 55.6 27.5 31.3 43.2 55.2
Old : 27.8 31.7 43.4 55.6 27.5 31.3 43.2 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 113,406: 45,425 10,759 37 51,408 81,731 96,870 92,527: 16,536 20,879
Old : 113,406: 45,425 10,759 37 51,408 81,731 96,870 92,527: 16,536 20,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 1,689: 1,033 1,639 -372 2,445 -3,522 3,106 -2,255: -1,417 3,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 9.5 0.0 45.3 72.1 85.4 81.6: 14.6 18.4
Old : 100.0: 40.1 9.5 0.0 45.3 72.1 85.4 81.6: 14.6 18.4
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 : 110: 36 18 2 31 30 68 49:
Old : 110: 36 18 2 31 30 68 49:
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 : 27.8 31.7 43.4 55.6 27.5 31.3 43.2 55.2
Old : 27.8 31.7 43.4 55.6 27.5 31.3 43.2 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 9,115: 6,274 7,921 1,188 1,040 0 8,502 9,109: 613 6
Old : 9,115: 6,274 7,921 1,188 1,040 0 8,502 9,109: 613 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 2,426: 2,278 2,894 47 86 -517 2,411 2,424: 15 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 86.9 13.0 11.4 0.0 93.3 99.9: 6.7 0.1
Old : 100.0: 68.8 86.9 13.0 11.4 0.0 93.3 99.9: 6.7 0.1
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 : 22: 10 8 3 4 0 16 9:
Old : 22: 10 8 3 4 0 16 9:
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 : 64.1 86.6 81.8 99.2 63.3 80.6 75.5 86.9
Old : 64.1 86.6 81.8 99.2 63.3 80.6 75.5 86.9
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 9,367: 2,130 5,336 21 7,156 3,853 9,307 9,210: 60 157
Old : 9,367: 2,130 5,336 21 7,156 3,853 9,307 9,210: 60 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 753: 665 0 0 59 757 724 757: 29 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 57.0 0.2 76.4 41.1 99.4 98.3: 0.6 1.7
Old : 100.0: 22.7 57.0 0.2 76.4 41.1 99.4 98.3: 0.6 1.7
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 : 23: 5 6 2 3 9 10 15:
Old : 23: 5 6 2 3 9 10 15:
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 : 96.9 73.7 99.1 91.1 96.9 73.5 99.1 90.9
Old : 96.9 73.7 99.1 91.1 96.9 73.5 99.1 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 17,662: 4,564 2,496 43 13,018 14,988 17,625 17,527: 37 135
Old : 17,662: 4,564 2,496 43 13,018 14,988 17,625 17,527: 37 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 1,209: -118 16 -43 1,381 1,132 1,220 1,105: -11 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 14.1 0.2 73.7 84.9 99.8 99.2: 0.2 0.8
Old : 100.0: 25.8 14.1 0.2 73.7 84.9 99.8 99.2: 0.2 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 : 26: 3 6 2 6 11 10 18:
Old : 26: 3 6 2 6 11 10 18:
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 : 94.2 68.2 99.3 90.4 94.2 68.2 99.2 90.4
Old : 94.2 68.2 99.3 90.4 94.2 68.2 99.2 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 5, 2013