WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 9, 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 : 440,638: 117,060 138,241 90,673 197,510 157,507 405,243 386,421: 35,395 54,217
Old : 127,762: 62,577 69,415 6,134 47,949 35,715 116,660 111,264: 11,102 16,498
Other: 312,876: 79,484 93,827 59,538 149,561 121,792 288,583 275,157: 24,293 37,719
: : :
: : Changes in Commitments from: April 2, 2013 :
: 2,543: -5,476 -6,581 3,257 6,325 6,217 4,106 2,893: -1,563 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 31.4 20.6 44.8 35.7 92.0 87.7: 8.0 12.3
Old : 100.0: 49.0 54.3 4.8 37.5 28.0 91.3 87.1: 8.7 12.9
Other: 100.0: 25.4 30.0 19.0 47.8 38.9 92.2 87.9: 7.8 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 97 138 121 88 107 270 300:
Old : 301: 105 86 18 55 59 167 156:
Other: 317: 74 119 88 70 101 212 249:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 13.9 27.8 21.7 14.9 10.8 24.7 17.4
Old : 19.0 20.2 32.1 32.7 17.7 20.2 30.9 32.7
Other: 21.3 17.0 34.7 25.6 18.6 12.6 29.1 18.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 9, 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 : 1,297,225: 345,864 197,179 227,378 578,975 639,106 1,152,217 1,063,663: 145,008 233,562
Old : 853,861: 247,792 145,901 120,990 386,826 443,772 755,608 710,663: 98,253 143,198
Other: 443,364: 191,360 144,566 13,100 192,149 195,334 396,609 353,000: 46,755 90,364
: : :
: : Changes in Commitments from: April 2, 2013 :
: -17,891: -37,823 13,788 10,509 10,570 -51,045 -16,744 -26,748: -1,147 8,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 15.2 17.5 44.6 49.3 88.8 82.0: 11.2 18.0
Old : 100.0: 29.0 17.1 14.2 45.3 52.0 88.5 83.2: 11.5 16.8
Other: 100.0: 43.2 32.6 3.0 43.3 44.1 89.5 79.6: 10.5 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 700: 175 166 210 218 286 515 560:
Old : 651: 163 154 152 173 264 420 495:
Other: 562: 123 123 57 161 240 318 393:
:----------------------------------------------------------------------------------------------------
: 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 14.7 20.8 20.7 10.3 10.7 19.0 15.9
Old : 14.7 14.1 24.9 20.7 13.4 12.1 22.9 17.7
Other: 22.8 24.0 34.1 30.8 22.8 23.5 33.6 29.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 9, 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 : 9,433: 2,650 670 249 3,978 7,446 6,877 8,365: 2,556 1,068
Old : 4,940: 2,134 150 0 1,084 4,218 3,218 4,368: 1,722 572
Other: 4,493: 758 762 7 2,894 3,228 3,659 3,997: 834 496
: : :
: : Changes in Commitments from: April 2, 2013 :
: -1,512: -1,649 -359 95 -93 -1,337 -1,647 -1,601: 135 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 7.1 2.6 42.2 78.9 72.9 88.7: 27.1 11.3
Old : 100.0: 43.2 3.0 0.0 21.9 85.4 65.1 88.4: 34.9 11.6
Other: 100.0: 16.9 17.0 0.2 64.4 71.8 81.4 89.0: 18.6 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 15 4 5 14 11 33 17:
Old : 31: 13 2 0 10 9 23 11:
Other: 31: 8 4 2 12 9 21 14:
:----------------------------------------------------------------------------------------------------
: 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 : 33.3 57.5 47.3 76.9 33.3 55.4 47.3 72.6
Old : 36.1 69.2 47.1 85.0 36.1 65.6 46.4 81.3
Other: 52.7 51.8 68.5 76.3 52.7 51.5 68.5 75.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 9, 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 : 576,118: 164,155 93,391 94,530 263,989 318,709 522,674 506,630: 53,444 69,488
Old : 403,398: 135,051 70,276 50,077 178,058 244,886 363,186 365,239: 40,212 38,159
Other: 172,720: 63,858 57,869 9,699 85,931 73,823 159,488 141,391: 13,232 31,329
: : :
: : Changes in Commitments from: April 2, 2013 :
: 11,318: -11,166 14,233 13,676 7,324 -21,368 9,834 6,541: 1,484 4,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 16.2 16.4 45.8 55.3 90.7 87.9: 9.3 12.1
Old : 100.0: 33.5 17.4 12.4 44.1 60.7 90.0 90.5: 10.0 9.5
Other: 100.0: 37.0 33.5 5.6 49.8 42.7 92.3 81.9: 7.7 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 154 130 177 117 126 372 365:
Old : 434: 172 107 132 97 105 324 303:
Other: 319: 77 111 59 76 93 198 227:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 14.7 24.5 23.4 15.2 13.9 22.8 19.6
Old : 21.7 18.3 29.8 28.7 21.6 17.2 29.6 26.5
Other: 21.0 16.1 33.4 28.8 20.2 15.6 31.6 27.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 9, 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 : 363,846: 66,986 117,387 61,450 202,445 147,517 330,881 326,354: 32,965 37,492
Old : 275,105: 59,911 118,153 29,087 165,238 97,219 254,236 244,459: 20,869 30,646
Other: 88,741: 27,228 19,387 12,210 37,207 50,298 76,645 81,895: 12,096 6,846
: : :
: : Changes in Commitments from: April 2, 2013 :
: 22,826: -555 10,648 8,094 14,523 3,376 22,062 22,118: 764 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 32.3 16.9 55.6 40.5 90.9 89.7: 9.1 10.3
Old : 100.0: 21.8 42.9 10.6 60.1 35.3 92.4 88.9: 7.6 11.1
Other: 100.0: 30.7 21.8 13.8 41.9 56.7 86.4 92.3: 13.6 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 69 91 85 68 63 186 205:
Old : 252: 70 91 71 64 56 166 190:
Other: 150: 51 32 28 46 33 116 81:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 18.5 30.9 27.6 12.2 15.4 20.4 22.1
Old : 26.0 18.2 36.4 28.3 24.6 17.9 34.7 26.6
Other: 17.5 42.6 29.8 58.1 15.0 38.1 26.2 50.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 9, 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 : 652,501: 66,447 78,538 8,582 426,430 418,419 501,459 505,539: 151,042 146,962
Old : 652,501: 66,447 78,538 8,582 426,430 418,419 501,459 505,539: 151,042 146,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 21,702: -2,263 1,412 2,799 8,233 18,535 8,769 22,746: 12,933 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.0 1.3 65.4 64.1 76.9 77.5: 23.1 22.5
Old : 100.0: 10.2 12.0 1.3 65.4 64.1 76.9 77.5: 23.1 22.5
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 : 166: 26 36 12 65 74 100 113:
Old : 166: 26 36 12 65 74 100 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 18.4 39.1 27.4 27.7 15.5 35.1 24.1
Old : 30.7 18.4 39.1 27.4 27.7 15.5 35.1 24.1
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 9, 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 : 382,711: 29,962 44,841 3,946 272,884 273,186 306,792 321,973: 75,919 60,738
Old : 382,711: 29,962 44,841 3,946 272,884 273,186 306,792 321,973: 75,919 60,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 12,575: 2,759 -4,931 671 8,225 18,305 11,655 14,045: 920 -1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 11.7 1.0 71.3 71.4 80.2 84.1: 19.8 15.9
Old : 100.0: 7.8 11.7 1.0 71.3 71.4 80.2 84.1: 19.8 15.9
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 : 70: 10 7 7 33 39 46 50:
Old : 70: 10 7 7 33 39 46 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 : 37.0 35.3 51.4 49.8 33.6 35.2 46.0 49.8
Old : 37.0 35.3 51.4 49.8 33.6 35.2 46.0 49.8
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 - Futures Only, April 9, 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 : 11,200: 1,022 1,611 409 9,108 8,756 10,539 10,776: 661 424
Old : 11,200: 1,022 1,611 409 9,108 8,756 10,539 10,776: 661 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -103: -60 -147 -63 27 -136 -96 -346: -7 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.4 3.7 81.3 78.2 94.1 96.2: 5.9 3.8
Old : 100.0: 9.1 14.4 3.7 81.3 78.2 94.1 96.2: 5.9 3.8
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 : 42: 8 4 4 21 27 33 32:
Old : 42: 8 4 4 21 27 33 32:
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 : 53.2 43.3 66.8 68.0 29.4 24.8 35.6 34.7
Old : 53.2 43.3 66.8 68.0 29.4 24.8 35.6 34.7
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 9, 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 : 263,859: 67,552 44,844 26,457 130,249 158,003 224,258 229,304: 39,601 34,555
Old : 199,682: 56,109 33,737 16,884 97,912 121,158 170,905 171,779: 28,777 27,903
Other: 64,177: 16,421 16,085 4,595 32,337 36,845 53,353 57,525: 10,824 6,652
: : :
: : Changes in Commitments from: April 2, 2013 :
: 212: -7,262 6,208 -1,508 7,179 -8,041 -1,591 -3,341: 1,803 3,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 17.0 10.0 49.4 59.9 85.0 86.9: 15.0 13.1
Old : 100.0: 28.1 16.9 8.5 49.0 60.7 85.6 86.0: 14.4 14.0
Other: 100.0: 25.6 25.1 7.2 50.4 57.4 83.1 89.6: 16.9 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 62 53 63 84 71 179 163:
Old : 215: 56 54 53 79 65 164 148:
Other: 131: 41 19 13 58 31 104 60:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 29.9 18.0 40.8 9.6 28.0 16.7 36.5
Old : 12.1 33.0 21.6 41.4 11.9 31.8 21.4 39.9
Other: 15.0 33.7 27.5 49.3 12.7 31.9 24.1 47.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 9, 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 : 13,936: 2,872 4,728 1,184 7,452 6,322 11,508 12,234: 2,428 1,702
Old : 13,093: 2,671 4,801 999 7,229 5,673 10,899 11,473: 2,194 1,620
Other: 843: 358 84 28 223 649 609 761: 234 82
: : :
: : Changes in Commitments from: April 2, 2013 :
: -929: -336 -1,231 227 -404 327 -513 -677: -416 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 33.9 8.5 53.5 45.4 82.6 87.8: 17.4 12.2
Old : 100.0: 20.4 36.7 7.6 55.2 43.3 83.2 87.6: 16.8 12.4
Other: 100.0: 42.5 10.0 3.3 26.5 77.0 72.2 90.3: 27.8 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 24 20 11 25 13 53 41:
Old : 72: 23 20 8 23 11 48 38:
Other: 25: 9 5 3 8 5 19 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 : 29.7 35.2 43.5 50.7 29.5 34.0 42.5 49.5
Old : 31.1 36.5 45.2 51.3 31.1 36.0 45.2 50.7
Other: 35.5 76.4 57.3 89.3 35.5 75.0 57.3 84.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 9, 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 : 916,035: 297,516 156,984 25,113 453,387 651,686 776,016 833,783: 140,019 82,252
Old : 916,035: 297,516 156,984 25,113 453,387 651,686 776,016 833,783: 140,019 82,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 4,613: 22,936 4,345 4,511 -23,735 -22,965 3,712 -14,109: 901 18,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 17.1 2.7 49.5 71.1 84.7 91.0: 15.3 9.0
Old : 100.0: 32.5 17.1 2.7 49.5 71.1 84.7 91.0: 15.3 9.0
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 : 198: 50 32 16 78 86 131 131:
Old : 198: 50 32 16 78 86 131 131:
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 : 16.4 25.7 28.1 39.0 15.8 24.6 25.3 37.0
Old : 16.4 25.7 28.1 39.0 15.8 24.6 25.3 37.0
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 9, 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 : 2,226,990: 468,754 347,975 81,523 1,348,317 1,452,440 1,898,594 1,881,938: 328,396 345,052
Old : 2,226,990: 468,754 347,975 81,523 1,348,317 1,452,440 1,898,594 1,881,938: 328,396 345,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 13,470: 31,565 21,478 5,184 -35,725 -13,234 1,024 13,428: 12,446 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 15.6 3.7 60.5 65.2 85.3 84.5: 14.7 15.5
Old : 100.0: 21.0 15.6 3.7 60.5 65.2 85.3 84.5: 14.7 15.5
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 : 329: 51 75 42 116 166 191 259:
Old : 329: 51 75 42 116 166 191 259:
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 : 24.1 17.5 37.0 24.9 22.2 13.4 33.4 19.8
Old : 24.1 17.5 37.0 24.9 22.2 13.4 33.4 19.8
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 9, 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 : 1,818,121: 376,957 226,431 27,240 1,153,884 1,314,796 1,558,081 1,568,467: 260,040 249,654
Old : 1,818,121: 376,957 226,431 27,240 1,153,884 1,314,796 1,558,081 1,568,467: 260,040 249,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 549: -12,399 -5,361 1,261 7,361 -2,454 -3,777 -6,554: 4,326 7,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 12.5 1.5 63.5 72.3 85.7 86.3: 14.3 13.7
Old : 100.0: 20.7 12.5 1.5 63.5 72.3 85.7 86.3: 14.3 13.7
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 : 231: 46 40 20 79 116 133 168:
Old : 231: 46 40 20 79 116 133 168:
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 : 35.3 27.0 48.3 38.0 35.0 26.7 46.2 37.3
Old : 35.3 27.0 48.3 38.0 35.0 26.7 46.2 37.3
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 - Futures Only, April 9, 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 : 338,550: 20,446 37,492 53,058 242,286 210,928 315,790 301,478: 22,760 37,072
Old : 338,550: 20,446 37,492 53,058 242,286 210,928 315,790 301,478: 22,760 37,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 8,046: -2,398 -348 -149 7,788 7,204 5,241 6,707: 2,805 1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.1 15.7 71.6 62.3 93.3 89.0: 6.7 11.0
Old : 100.0: 6.0 11.1 15.7 71.6 62.3 93.3 89.0: 6.7 11.0
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 : 63: 10 14 18 29 37 49 60:
Old : 63: 10 14 18 29 37 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 : 41.9 27.7 56.3 42.6 30.7 23.0 39.3 30.6
Old : 41.9 27.7 56.3 42.6 30.7 23.0 39.3 30.6
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 9, 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 : 55,463: 21,507 5,605 41 25,160 39,846 46,708 45,491: 8,756 9,972
Old : 55,463: 21,507 5,605 41 25,160 39,846 46,708 45,491: 8,756 9,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -1,240: -1,206 226 22 -544 -1,020 -1,728 -773: 488 -468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 10.1 0.1 45.4 71.8 84.2 82.0: 15.8 18.0
Old : 100.0: 38.8 10.1 0.1 45.4 71.8 84.2 82.0: 15.8 18.0
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 : 111: 32 24 2 32 29 65 54:
Old : 111: 32 24 2 32 29 65 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 : 28.5 34.1 44.3 58.1 28.3 33.7 44.2 57.7
Old : 28.5 34.1 44.3 58.1 28.3 33.7 44.2 57.7
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 9, 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 : 110,926: 43,014 11,210 81 50,320 79,691 93,415 90,982: 17,511 19,944
Old : 110,926: 43,014 11,210 81 50,320 79,691 93,415 90,982: 17,511 19,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -2,480: -2,411 451 44 -1,088 -2,040 -3,455 -1,545: 975 -935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 10.1 0.1 45.4 71.8 84.2 82.0: 15.8 18.0
Old : 100.0: 38.8 10.1 0.1 45.4 71.8 84.2 82.0: 15.8 18.0
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 : 111: 32 24 2 32 29 65 54:
Old : 111: 32 24 2 32 29 65 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 : 28.5 34.1 44.3 58.1 28.3 33.7 44.2 57.7
Old : 28.5 34.1 44.3 58.1 28.3 33.7 44.2 57.7
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 9, 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 : 9,513: 7,144 8,384 1,109 1,089 0 9,342 9,493: 171 20
Old : 9,513: 7,144 8,384 1,109 1,089 0 9,342 9,493: 171 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 398: 870 463 -79 49 0 840 384: -442 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 88.1 11.7 11.4 0.0 98.2 99.8: 1.8 0.2
Old : 100.0: 75.1 88.1 11.7 11.4 0.0 98.2 99.8: 1.8 0.2
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 : 21: 11 8 3 2 0 15 9:
Old : 21: 11 8 3 2 0 15 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 : 66.8 84.2 84.1 99.1 66.1 81.0 79.9 88.1
Old : 66.8 84.2 84.1 99.1 66.1 81.0 79.9 88.1
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 9, 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 : 8,625: 686 4,771 26 7,849 3,690 8,561 8,487: 64 138
Old : 8,625: 686 4,771 26 7,849 3,690 8,561 8,487: 64 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -742: -1,444 -565 5 693 -163 -746 -723: 4 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 55.3 0.3 91.0 42.8 99.3 98.4: 0.7 1.6
Old : 100.0: 8.0 55.3 0.3 91.0 42.8 99.3 98.4: 0.7 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 : 23: 5 6 2 4 8 11 14:
Old : 23: 5 6 2 4 8 11 14:
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 : 94.7 70.4 98.4 89.2 94.7 70.1 98.4 88.9
Old : 94.7 70.4 98.4 89.2 94.7 70.1 98.4 88.9
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 9, 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 : 18,598: 4,085 2,966 43 14,443 15,394 18,571 18,403: 27 195
Old : 18,598: 4,085 2,966 43 14,443 15,394 18,571 18,403: 27 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 936: -479 470 0 1,425 406 946 876: -10 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.9 0.2 77.7 82.8 99.9 99.0: 0.1 1.0
Old : 100.0: 22.0 15.9 0.2 77.7 82.8 99.9 99.0: 0.1 1.0
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 : 27: 3 6 2 5 13 9 20:
Old : 27: 3 6 2 5 13 9 20:
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 : 95.1 68.0 99.7 89.2 95.1 68.0 99.6 89.2
Old : 95.1 68.0 99.7 89.2 95.1 68.0 99.6 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, April 9, 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 : 12,889: 60 2,154 212 12,584 10,285 12,856 12,651: 33 238
Old : 12,889: 60 2,154 212 12,584 10,285 12,856 12,651: 33 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 16.7 1.6 97.6 79.8 99.7 98.2: 0.3 1.8
Old : 100.0: 0.5 16.7 1.6 97.6 79.8 99.7 98.2: 0.3 1.8
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 : 20: 1 4 1 3 12 5 16:
Old : 20: 1 4 1 3 12 5 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 : 99.3 60.8 99.7 84.8 98.1 60.8 98.1 84.8
Old : 99.3 60.8 99.7 84.8 98.1 60.8 98.1 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, April 9, 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 : 3,302: 367 1,016 0 2,806 2,225 3,173 3,241: 129 61
Old : 3,302: 367 1,016 0 2,806 2,225 3,173 3,241: 129 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 202: 43 386 0 106 -225 149 161: 53 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 30.8 0.0 85.0 67.4 96.1 98.2: 3.9 1.8
Old : 100.0: 11.1 30.8 0.0 85.0 67.4 96.1 98.2: 3.9 1.8
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 : 21: 3 5 0 6 8 9 13:
Old : 21: 3 5 0 6 8 9 13:
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 : 89.2 64.2 95.3 88.1 89.2 64.2 95.0 88.1
Old : 89.2 64.2 95.3 88.1 89.2 64.2 95.0 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2013