WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 16, 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 : 441,110: 114,601 141,960 84,736 208,870 159,765 408,207 386,461: 32,903 54,649
Old : 83,845: 34,258 43,393 5,022 37,574 24,043 76,854 72,458: 6,991 11,387
Other: 357,265: 95,747 113,971 64,310 171,296 135,722 331,353 314,003: 25,912 43,262
: : :
: : Changes in Commitments from: April 9, 2013 :
: 472: -2,459 3,719 -5,937 11,360 2,258 2,964 40: -2,492 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 32.2 19.2 47.4 36.2 92.5 87.6: 7.5 12.4
Old : 100.0: 40.9 51.8 6.0 44.8 28.7 91.7 86.4: 8.3 13.6
Other: 100.0: 26.8 31.9 18.0 47.9 38.0 92.7 87.9: 7.3 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 102 138 118 88 108 268 303:
Old : 257: 87 66 17 53 54 149 128:
Other: 345: 81 138 94 70 104 218 278:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 13.3 29.2 21.3 14.6 10.3 24.5 17.3
Old : 27.1 25.7 43.0 38.9 25.2 25.7 40.6 37.7
Other: 20.5 15.3 33.9 24.3 18.1 11.7 29.3 18.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 16, 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 : 1,280,221: 346,076 201,495 224,919 566,663 620,682 1,137,658 1,047,096: 142,563 233,125
Old : 823,385: 246,739 148,722 112,885 371,884 421,728 731,508 683,335: 91,877 140,050
Other: 456,836: 195,898 149,334 15,473 194,779 198,954 406,150 363,761: 50,686 93,075
: : :
: : Changes in Commitments from: April 9, 2013 :
: -17,004: 212 4,316 -2,459 -12,312 -18,424 -14,559 -16,567: -2,445 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 15.7 17.6 44.3 48.5 88.9 81.8: 11.1 18.2
Old : 100.0: 30.0 18.1 13.7 45.2 51.2 88.8 83.0: 11.2 17.0
Other: 100.0: 42.9 32.7 3.4 42.6 43.6 88.9 79.6: 11.1 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 703: 174 165 217 224 290 529 566:
Old : 652: 171 147 154 175 269 427 501:
Other: 566: 131 121 65 157 237 327 391:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 13.7 20.3 19.3 10.2 10.6 19.1 15.2
Old : 13.7 13.0 24.1 19.7 13.7 11.0 23.2 16.6
Other: 22.0 22.9 33.5 29.2 22.0 22.4 33.1 28.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 16, 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 : 9,092: 2,295 665 278 4,164 7,032 6,737 7,975: 2,355 1,117
Old : 3,904: 1,646 146 0 955 3,243 2,601 3,389: 1,303 515
Other: 5,188: 919 789 8 3,209 3,789 4,136 4,586: 1,052 602
: : :
: : Changes in Commitments from: April 9, 2013 :
: -341: -355 -5 29 186 -414 -140 -390: -201 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 7.3 3.1 45.8 77.3 74.1 87.7: 25.9 12.3
Old : 100.0: 42.2 3.7 0.0 24.5 83.1 66.6 86.8: 33.4 13.2
Other: 100.0: 17.7 15.2 0.2 61.9 73.0 79.7 88.4: 20.3 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 4 4 14 12 33 17:
Old : 31: 13 2 0 10 9 23 11:
Other: 32: 9 3 2 12 11 22 15:
:----------------------------------------------------------------------------------------------------
: 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 56.7 45.3 76.7 31.5 53.3 44.2 71.4
Old : 28.3 69.1 43.4 82.7 26.8 61.3 39.2 75.0
Other: 50.6 50.2 66.0 76.2 50.6 49.9 66.0 75.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 16, 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 : 558,530: 173,040 91,494 80,108 255,052 320,951 508,200 492,553: 50,330 65,977
Old : 371,875: 140,907 67,652 33,907 160,176 236,437 334,990 337,996: 36,885 33,879
Other: 186,655: 67,513 59,222 10,821 94,876 84,514 173,210 154,557: 13,445 32,098
: : :
: : Changes in Commitments from: April 9, 2013 :
: -17,588: 8,885 -1,897 -14,422 -8,937 2,242 -14,474 -14,077: -3,114 -3,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 16.4 14.3 45.7 57.5 91.0 88.2: 9.0 11.8
Old : 100.0: 37.9 18.2 9.1 43.1 63.6 90.1 90.9: 9.9 9.1
Other: 100.0: 36.2 31.7 5.8 50.8 45.3 92.8 82.8: 7.2 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 161 133 184 121 131 380 376:
Old : 436: 161 123 122 92 105 311 301:
Other: 325: 82 114 67 80 91 215 227:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 15.9 24.9 25.5 15.3 15.0 23.2 21.3
Old : 22.6 20.3 32.0 31.7 22.6 20.2 31.1 29.8
Other: 19.5 16.7 31.6 28.5 18.9 16.3 30.3 26.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 16, 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 : 361,509: 68,784 119,451 54,048 206,452 147,193 329,284 320,692: 32,225 40,817
Old : 268,424: 61,724 120,193 22,425 164,339 92,064 248,488 234,682: 19,936 33,742
Other: 93,085: 27,461 19,659 11,222 42,113 55,129 80,796 86,010: 12,289 7,075
: : :
: : Changes in Commitments from: April 9, 2013 :
: -2,337: 1,798 2,064 -7,402 4,007 -324 -1,597 -5,662: -740 3,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 33.0 15.0 57.1 40.7 91.1 88.7: 8.9 11.3
Old : 100.0: 23.0 44.8 8.4 61.2 34.3 92.6 87.4: 7.4 12.6
Other: 100.0: 29.5 21.1 12.1 45.2 59.2 86.8 92.4: 13.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 68 91 85 72 71 189 214:
Old : 252: 72 88 65 66 63 161 197:
Other: 160: 53 36 32 51 33 127 85:
:----------------------------------------------------------------------------------------------------
: 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 18.6 32.3 26.7 13.6 13.8 21.5 20.4
Old : 28.4 17.5 38.9 27.2 27.8 16.4 37.1 25.2
Other: 16.0 43.4 27.9 56.8 14.9 39.6 26.3 50.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 16, 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 : 674,700: 82,058 91,026 6,221 433,939 428,496 522,218 525,743: 152,482 148,957
Old : 674,700: 82,058 91,026 6,221 433,939 428,496 522,218 525,743: 152,482 148,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 22,199: 15,611 12,488 -2,361 7,509 10,077 20,759 20,204: 1,440 1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 13.5 0.9 64.3 63.5 77.4 77.9: 22.6 22.1
Old : 100.0: 12.2 13.5 0.9 64.3 63.5 77.4 77.9: 22.6 22.1
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 : 179: 25 42 12 69 82 103 127:
Old : 179: 25 42 12 69 82 103 127:
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 : 30.9 16.7 39.5 25.8 28.1 14.3 35.6 22.7
Old : 30.9 16.7 39.5 25.8 28.1 14.3 35.6 22.7
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 16, 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 : 384,772: 30,900 48,185 4,104 272,505 277,698 307,509 329,987: 77,263 54,785
Old : 384,772: 30,900 48,185 4,104 272,505 277,698 307,509 329,987: 77,263 54,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 2,061: 938 3,344 158 -379 4,512 717 8,014: 1,344 -5,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 12.5 1.1 70.8 72.2 79.9 85.8: 20.1 14.2
Old : 100.0: 8.0 12.5 1.1 70.8 72.2 79.9 85.8: 20.1 14.2
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 : 71: 10 7 6 33 40 45 51:
Old : 71: 10 7 6 33 40 45 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 35.4 51.1 50.5 33.1 35.4 45.5 50.5
Old : 36.7 35.4 51.1 50.5 33.1 35.4 45.5 50.5
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 16, 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 : 11,372: 1,159 1,883 369 9,275 8,728 10,803 10,980: 569 392
Old : 11,372: 1,159 1,883 369 9,275 8,728 10,803 10,980: 569 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 172: 137 272 -40 167 -28 264 204: -92 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 16.6 3.2 81.6 76.7 95.0 96.6: 5.0 3.4
Old : 100.0: 10.2 16.6 3.2 81.6 76.7 95.0 96.6: 5.0 3.4
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 : 44: 9 4 6 21 26 35 33:
Old : 44: 9 4 6 21 26 35 33:
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 : 53.0 45.0 67.6 70.8 32.9 29.3 38.8 36.7
Old : 53.0 45.0 67.6 70.8 32.9 29.3 38.8 36.7
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 16, 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 : 260,889: 73,949 41,167 21,889 126,138 162,824 221,976 225,880: 38,913 35,009
Old : 190,749: 61,879 33,886 11,063 90,417 118,485 163,359 163,434: 27,390 27,315
Other: 70,140: 18,630 13,841 4,266 35,721 44,339 58,617 62,446: 11,523 7,694
: : :
: : Changes in Commitments from: April 9, 2013 :
: -2,970: 6,397 -3,677 -4,568 -4,111 4,821 -2,282 -3,424: -688 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 15.8 8.4 48.3 62.4 85.1 86.6: 14.9 13.4
Old : 100.0: 32.4 17.8 5.8 47.4 62.1 85.6 85.7: 14.4 14.3
Other: 100.0: 26.6 19.7 6.1 50.9 63.2 83.6 89.0: 16.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 75 46 62 90 78 195 166:
Old : 230: 70 48 50 86 70 180 149:
Other: 148: 45 24 19 63 36 117 72:
:----------------------------------------------------------------------------------------------------
: 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 28.6 17.9 39.1 9.2 26.8 16.1 34.9
Old : 12.8 31.7 21.6 40.7 12.5 30.6 21.2 39.4
Other: 14.7 34.6 26.1 50.4 13.3 32.0 24.7 46.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 16, 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 : 13,197: 2,714 3,799 1,018 7,224 6,532 10,956 11,349: 2,241 1,848
Old : 12,301: 2,514 3,908 798 7,009 5,843 10,321 10,549: 1,980 1,752
Other: 896: 392 83 28 215 689 635 800: 261 96
: : :
: : Changes in Commitments from: April 9, 2013 :
: -739: -158 -929 -166 -228 210 -552 -885: -187 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 28.8 7.7 54.7 49.5 83.0 86.0: 17.0 14.0
Old : 100.0: 20.4 31.8 6.5 57.0 47.5 83.9 85.8: 16.1 14.2
Other: 100.0: 43.8 9.3 3.1 24.0 76.9 70.9 89.3: 29.1 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 22 19 12 25 13 52 41:
Old : 69: 21 19 9 22 11 46 38:
Other: 24: 9 4 3 8 6 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 : 29.9 37.3 44.3 51.1 29.8 36.4 43.3 50.0
Old : 31.4 38.1 46.5 51.9 31.4 38.1 46.5 51.1
Other: 36.3 75.7 55.9 87.9 36.3 73.9 55.9 83.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 16, 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 : 896,362: 258,284 185,614 24,772 474,834 596,151 757,890 806,537: 138,472 89,825
Old : 896,362: 258,284 185,614 24,772 474,834 596,151 757,890 806,537: 138,472 89,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: -19,673: -39,232 28,630 -341 21,447 -55,535 -18,126 -27,246: -1,547 7,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 20.7 2.8 53.0 66.5 84.6 90.0: 15.4 10.0
Old : 100.0: 28.8 20.7 2.8 53.0 66.5 84.6 90.0: 15.4 10.0
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: 43 36 16 80 88 128 135:
Old : 198: 43 36 16 80 88 128 135:
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 26.0 28.6 38.6 16.4 24.7 26.1 35.9
Old : 17.5 26.0 28.6 38.6 16.4 24.7 26.1 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, April 16, 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 : 2,213,803: 485,490 350,118 66,473 1,350,093 1,438,447 1,902,056 1,855,038: 311,747 358,765
Old : 2,213,803: 485,490 350,118 66,473 1,350,093 1,438,447 1,902,056 1,855,038: 311,747 358,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: -13,187: 16,736 2,143 -15,050 1,776 -13,993 3,462 -26,900: -16,649 13,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 15.8 3.0 61.0 65.0 85.9 83.8: 14.1 16.2
Old : 100.0: 21.9 15.8 3.0 61.0 65.0 85.9 83.8: 14.1 16.2
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 : 335: 54 73 41 120 167 198 257:
Old : 335: 54 73 41 120 167 198 257:
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 : 23.6 17.7 36.9 24.8 21.7 13.0 32.5 19.3
Old : 23.6 17.7 36.9 24.8 21.7 13.0 32.5 19.3
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 16, 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 : 1,865,104: 383,131 226,184 27,214 1,198,058 1,355,488 1,608,403 1,608,886: 256,701 256,218
Old : 1,865,104: 383,131 226,184 27,214 1,198,058 1,355,488 1,608,403 1,608,886: 256,701 256,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 46,983: 6,174 -247 -26 44,174 40,692 50,322 40,419: -3,339 6,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.1 1.5 64.2 72.7 86.2 86.3: 13.8 13.7
Old : 100.0: 20.5 12.1 1.5 64.2 72.7 86.2 86.3: 13.8 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 : 223: 45 37 17 78 110 130 157:
Old : 223: 45 37 17 78 110 130 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 27.3 48.3 38.2 32.6 27.1 46.7 37.5
Old : 32.9 27.3 48.3 38.2 32.6 27.1 46.7 37.5
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 16, 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 : 348,654: 17,836 38,780 54,529 252,059 216,538 324,424 309,847: 24,230 38,807
Old : 348,654: 17,836 38,780 54,529 252,059 216,538 324,424 309,847: 24,230 38,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 10,104: -2,610 1,288 1,471 9,773 5,610 8,634 8,369: 1,470 1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 11.1 15.6 72.3 62.1 93.1 88.9: 6.9 11.1
Old : 100.0: 5.1 11.1 15.6 72.3 62.1 93.1 88.9: 6.9 11.1
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 : 65: 11 14 18 29 37 49 61:
Old : 65: 11 14 18 29 37 49 61:
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 : 42.4 27.4 56.6 41.7 31.4 21.6 39.5 29.0
Old : 42.4 27.4 56.6 41.7 31.4 21.6 39.5 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, April 16, 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 : 57,360: 23,021 5,310 147 25,518 42,298 48,686 47,755: 8,674 9,605
Old : 57,360: 23,021 5,310 147 25,518 42,298 48,686 47,755: 8,674 9,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 1,897: 1,514 -295 107 358 2,453 1,979 2,264: -82 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 9.3 0.3 44.5 73.7 84.9 83.3: 15.1 16.7
Old : 100.0: 40.1 9.3 0.3 44.5 73.7 84.9 83.3: 15.1 16.7
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 : 111: 34 22 2 34 28 68 52:
Old : 111: 34 22 2 34 28 68 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 31.6 43.1 56.2 26.9 31.1 43.1 55.7
Old : 26.9 31.6 43.1 56.2 26.9 31.1 43.1 55.7
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 16, 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 : 114,719: 46,042 10,620 294 51,036 84,596 97,372 95,510: 17,347 19,209
Old : 114,719: 46,042 10,620 294 51,036 84,596 97,372 95,510: 17,347 19,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 3,793: 3,028 -590 213 716 4,905 3,957 4,528: -164 -735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 9.3 0.3 44.5 73.7 84.9 83.3: 15.1 16.7
Old : 100.0: 40.1 9.3 0.3 44.5 73.7 84.9 83.3: 15.1 16.7
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 : 111: 34 22 2 34 28 68 52:
Old : 111: 34 22 2 34 28 68 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 31.6 43.1 56.2 26.9 31.1 43.1 55.7
Old : 26.9 31.6 43.1 56.2 26.9 31.1 43.1 55.7
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 16, 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 : 10,335: 8,024 9,004 1,195 954 115 10,173 10,314: 162 21
Old : 10,335: 8,024 9,004 1,195 954 115 10,173 10,314: 162 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 822: 880 620 86 -135 115 831 821: -9 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 87.1 11.6 9.2 1.1 98.4 99.8: 1.6 0.2
Old : 100.0: 77.6 87.1 11.6 9.2 1.1 98.4 99.8: 1.6 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 : 22: 12 7 3 2 1 16 9:
Old : 22: 12 7 3 2 1 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 : 67.0 84.3 83.8 98.8 66.3 81.8 79.8 88.2
Old : 67.0 84.3 83.8 98.8 66.3 81.8 79.8 88.2
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 16, 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 : 8,436: 495 4,274 37 7,814 3,992 8,346 8,303: 90 133
Old : 8,436: 495 4,274 37 7,814 3,992 8,346 8,303: 90 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: -189: -191 -497 11 -35 302 -215 -184: 26 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 50.7 0.4 92.6 47.3 98.9 98.4: 1.1 1.6
Old : 100.0: 5.9 50.7 0.4 92.6 47.3 98.9 98.4: 1.1 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: 4 7 2 4 8 10 15:
Old : 23: 4 7 2 4 8 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 : 96.2 66.1 98.5 85.8 96.2 65.8 98.5 85.3
Old : 96.2 66.1 98.5 85.8 96.2 65.8 98.5 85.3
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 16, 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 : 17,956: 4,604 2,990 81 13,244 14,748 17,929 17,819: 27 137
Old : 17,956: 4,604 2,990 81 13,244 14,748 17,929 17,819: 27 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: -642: 519 24 38 -1,199 -646 -642 -584: 0 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 16.7 0.5 73.8 82.1 99.8 99.2: 0.2 0.8
Old : 100.0: 25.6 16.7 0.5 73.8 82.1 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: 4 5 2 6 12 10 19:
Old : 26: 4 5 2 6 12 10 19:
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 : 92.0 69.8 99.0 90.6 91.7 69.8 98.7 90.6
Old : 92.0 69.8 99.0 90.6 91.7 69.8 98.7 90.6
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 16, 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 : 13,052: 694 1,871 500 11,825 10,293 13,019 12,664: 33 388
Old : 13,052: 694 1,871 500 11,825 10,293 13,019 12,664: 33 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 163: 634 -283 288 -759 8 163 13: 0 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 14.3 3.8 90.6 78.9 99.7 97.0: 0.3 3.0
Old : 100.0: 5.3 14.3 3.8 90.6 78.9 99.7 97.0: 0.3 3.0
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 : 20: 2 3 1 5 11 7 15:
Old : 20: 2 3 1 5 11 7 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 : 97.7 60.1 99.7 83.7 93.9 60.1 95.9 83.7
Old : 97.7 60.1 99.7 83.7 93.9 60.1 95.9 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, April 16, 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 : 3,470: 455 1,161 0 2,859 2,242 3,314 3,403: 156 67
Old : 3,470: 455 1,161 0 2,859 2,242 3,314 3,403: 156 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 168: 88 145 0 53 17 141 162: 27 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 33.5 0.0 82.4 64.6 95.5 98.1: 4.5 1.9
Old : 100.0: 13.1 33.5 0.0 82.4 64.6 95.5 98.1: 4.5 1.9
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 : 20: 4 4 0 5 8 9 12:
Old : 20: 4 4 0 5 8 9 12:
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 : 87.1 66.7 94.6 89.3 87.1 66.7 94.5 89.3
Old : 87.1 66.7 94.6 89.3 87.1 66.7 94.5 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 19, 2013