WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 23, 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 : 431,423: 116,520 140,068 78,801 202,037 157,747 397,358 376,616: 34,065 54,807
Old : 44,399: 18,847 12,864 4,646 16,219 21,122 39,712 38,632: 4,687 5,767
Other: 387,024: 106,256 135,787 65,572 185,818 136,625 357,646 337,984: 29,378 49,040
: : :
: : Changes in Commitments from: April 16, 2013 :
: -9,687: 1,919 -1,892 -5,935 -6,833 -2,018 -10,849 -9,845: 1,162 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 32.5 18.3 46.8 36.6 92.1 87.3: 7.9 12.7
Old : 100.0: 42.4 29.0 10.5 36.5 47.6 89.4 87.0: 10.6 13.0
Other: 100.0: 27.5 35.1 16.9 48.0 35.3 92.4 87.3: 7.6 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 94 146 110 86 111 253 309:
Old : 203: 59 54 11 39 54 106 112:
Other: 357: 85 143 91 75 108 219 293:
:----------------------------------------------------------------------------------------------------
: 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 13.6 30.0 22.1 15.3 10.9 25.7 17.7
Old : 29.8 23.4 43.7 33.7 29.8 19.4 41.7 29.7
Other: 19.1 14.7 32.5 23.5 16.9 11.7 28.6 18.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 23, 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 : 1,250,211: 333,099 215,139 208,383 563,025 600,673 1,104,507 1,024,195: 145,704 226,016
Old : 766,068: 228,558 154,309 90,133 359,450 390,710 678,141 635,152: 87,927 130,916
Other: 484,143: 203,976 160,265 18,815 203,575 209,963 426,366 389,043: 57,777 95,100
: : :
: : Changes in Commitments from: April 16, 2013 :
: -30,010: -12,977 13,644 -16,536 -3,638 -20,009 -33,151 -22,901: 3,141 -7,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 17.2 16.7 45.0 48.0 88.3 81.9: 11.7 18.1
Old : 100.0: 29.8 20.1 11.8 46.9 51.0 88.5 82.9: 11.5 17.1
Other: 100.0: 42.1 33.1 3.9 42.0 43.4 88.1 80.4: 11.9 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 698: 170 171 224 217 284 528 564:
Old : 639: 167 145 153 176 259 426 488:
Other: 575: 134 129 71 157 234 336 399:
:----------------------------------------------------------------------------------------------------
: 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 13.8 20.6 19.1 10.3 10.4 19.4 14.6
Old : 14.8 12.6 25.4 19.1 14.0 11.7 24.0 17.1
Other: 20.8 22.5 32.2 28.8 20.8 22.1 31.7 28.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 23, 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 : 8,742: 2,544 827 85 3,783 6,718 6,412 7,630: 2,330 1,112
Old : 1,048: 46 218 0 550 613 596 831: 452 217
Other: 7,694: 2,576 687 7 3,233 6,105 5,816 6,799: 1,878 895
: : :
: : Changes in Commitments from: April 16, 2013 :
: -350: 249 162 -193 -381 -314 -325 -345: -25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 9.5 1.0 43.3 76.8 73.3 87.3: 26.7 12.7
Old : 100.0: 4.4 20.8 0.0 52.5 58.5 56.9 79.3: 43.1 20.7
Other: 100.0: 33.5 8.9 0.1 42.0 79.3 75.6 88.4: 24.4 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 15 5 4 15 12 33 18:
Old : 17: 1 3 0 9 5 10 8:
Other: 40: 15 5 3 12 11 30 16:
:----------------------------------------------------------------------------------------------------
: 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 : 34.4 55.1 49.4 76.4 34.4 53.2 49.3 74.3
Old : 38.5 72.9 52.9 79.3 28.8 58.8 40.8 65.2
Other: 39.1 54.6 54.8 77.1 39.1 54.4 54.8 76.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 23, 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 : 575,432: 170,965 93,398 77,541 273,743 338,178 522,249 509,117: 53,183 66,315
Old : 367,395: 135,111 67,245 24,027 171,612 242,966 330,750 334,238: 36,645 33,157
Other: 208,037: 79,230 69,529 10,138 102,131 95,212 191,499 174,879: 16,538 33,158
: : :
: : Changes in Commitments from: April 16, 2013 :
: 16,902: -2,075 1,904 -2,567 18,691 17,227 14,049 16,564: 2,853 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 16.2 13.5 47.6 58.8 90.8 88.5: 9.2 11.5
Old : 100.0: 36.8 18.3 6.5 46.7 66.1 90.0 91.0: 10.0 9.0
Other: 100.0: 38.1 33.4 4.9 49.1 45.8 92.1 84.1: 7.9 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 149 142 179 122 132 381 373:
Old : 428: 155 127 104 96 107 304 289:
Other: 348: 85 123 71 86 94 229 244:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 17.0 23.9 26.0 14.7 15.4 22.2 21.9
Old : 22.2 21.4 31.9 32.3 22.2 20.6 31.4 29.3
Other: 17.5 19.7 28.9 30.4 17.1 19.4 27.7 29.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 23, 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 : 353,901: 71,396 124,200 47,412 203,911 136,810 322,719 308,422: 31,182 45,479
Old : 254,791: 62,177 121,253 15,239 158,826 80,662 236,242 217,154: 18,549 37,637
Other: 99,110: 29,445 23,173 11,947 45,085 56,148 86,477 91,268: 12,633 7,842
: : :
: : Changes in Commitments from: April 16, 2013 :
: -7,608: 2,612 4,749 -6,636 -2,541 -10,383 -6,565 -12,270: -1,043 4,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 35.1 13.4 57.6 38.7 91.2 87.1: 8.8 12.9
Old : 100.0: 24.4 47.6 6.0 62.3 31.7 92.7 85.2: 7.3 14.8
Other: 100.0: 29.7 23.4 12.1 45.5 56.7 87.3 92.1: 12.7 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 68 97 85 75 70 190 220:
Old : 256: 76 91 62 69 63 166 198:
Other: 171: 50 48 35 55 34 127 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 16.5 33.5 25.1 14.9 12.8 23.0 19.2
Old : 28.7 15.7 41.4 25.1 28.0 15.2 38.9 24.0
Other: 15.7 39.5 27.7 52.2 14.3 35.0 25.6 46.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 23, 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 : 705,136: 91,421 90,084 7,433 445,701 454,853 544,555 552,370: 160,581 152,766
Old : 705,136: 91,421 90,084 7,433 445,701 454,853 544,555 552,370: 160,581 152,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 30,436: 9,363 -942 1,212 11,762 26,357 22,337 26,627: 8,099 3,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.8 1.1 63.2 64.5 77.2 78.3: 22.8 21.7
Old : 100.0: 13.0 12.8 1.1 63.2 64.5 77.2 78.3: 22.8 21.7
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 : 185: 25 45 15 71 84 106 134:
Old : 185: 25 45 15 71 84 106 134:
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 : 29.7 18.0 39.4 26.7 28.0 15.3 35.0 23.6
Old : 29.7 18.0 39.4 26.7 28.0 15.3 35.0 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, April 23, 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 : 395,953: 29,672 47,007 2,803 284,553 289,442 317,028 339,252: 78,925 56,701
Old : 395,953: 29,672 47,007 2,803 284,553 289,442 317,028 339,252: 78,925 56,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 11,181: -1,228 -1,178 -1,301 12,048 11,744 9,519 9,265: 1,662 1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 11.9 0.7 71.9 73.1 80.1 85.7: 19.9 14.3
Old : 100.0: 7.5 11.9 0.7 71.9 73.1 80.1 85.7: 19.9 14.3
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 : 72: 9 8 6 33 40 45 51:
Old : 72: 9 8 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 : 35.5 36.2 50.2 51.1 32.0 36.2 44.9 51.1
Old : 35.5 36.2 50.2 51.1 32.0 36.2 44.9 51.1
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 23, 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 : 10,138: 1,120 928 186 8,258 8,470 9,564 9,584: 574 554
Old : 10,138: 1,120 928 186 8,258 8,470 9,564 9,584: 574 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: -1,234: -39 -955 -183 -1,017 -258 -1,239 -1,396: 5 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.2 1.8 81.5 83.5 94.3 94.5: 5.7 5.5
Old : 100.0: 11.0 9.2 1.8 81.5 83.5 94.3 94.5: 5.7 5.5
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 : 40: 8 2 2 21 28 31 31:
Old : 40: 8 2 2 21 28 31 31:
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 : 55.9 39.7 70.5 66.6 35.6 20.7 40.5 32.9
Old : 55.9 39.7 70.5 66.6 35.6 20.7 40.5 32.9
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 23, 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 : 257,195: 76,641 39,530 22,579 118,992 160,950 218,212 223,059: 38,983 34,136
Old : 180,830: 63,385 30,314 10,013 80,029 115,980 153,427 156,307: 27,403 24,523
Other: 76,365: 20,922 16,882 4,900 38,963 44,970 64,785 66,752: 11,580 9,613
: : :
: : Changes in Commitments from: April 16, 2013 :
: -3,694: 2,692 -1,637 690 -7,146 -1,874 -3,764 -2,821: 70 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 15.4 8.8 46.3 62.6 84.8 86.7: 15.2 13.3
Old : 100.0: 35.1 16.8 5.5 44.3 64.1 84.8 86.4: 15.2 13.6
Other: 100.0: 27.4 22.1 6.4 51.0 58.9 84.8 87.4: 15.2 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 75 50 67 90 76 201 169:
Old : 233: 75 49 48 82 68 179 147:
Other: 157: 46 36 23 65 31 122 79:
:----------------------------------------------------------------------------------------------------
: 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 28.4 17.2 39.6 9.3 27.3 16.4 35.6
Old : 12.0 34.1 21.3 42.1 11.9 33.4 21.2 40.9
Other: 13.5 32.9 24.2 46.5 13.3 30.1 23.8 43.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 23, 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 : 13,336: 3,345 4,633 598 7,167 6,356 11,110 11,587: 2,226 1,749
Old : 12,360: 3,179 4,746 406 6,942 5,586 10,527 10,738: 1,833 1,622
Other: 976: 326 47 32 225 770 583 849: 393 127
: : :
: : Changes in Commitments from: April 16, 2013 :
: 139: 631 834 -420 -57 -176 154 238: -15 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 34.7 4.5 53.7 47.7 83.3 86.9: 16.7 13.1
Old : 100.0: 25.7 38.4 3.3 56.2 45.2 85.2 86.9: 14.8 13.1
Other: 100.0: 33.4 4.8 3.3 23.1 78.9 59.7 87.0: 40.3 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 23 19 11 26 14 53 41:
Old : 71: 23 19 7 23 12 47 37:
Other: 26: 9 4 3 9 7 20 12:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 34.7 43.7 52.2 29.4 34.4 42.7 50.9
Old : 31.3 37.3 46.1 54.2 31.3 37.3 46.1 53.4
Other: 30.7 69.9 46.8 85.0 30.7 67.8 46.8 80.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 23, 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 : 907,014: 242,807 187,227 28,403 496,408 605,413 767,618 821,043: 139,396 85,971
Old : 907,014: 242,807 187,227 28,403 496,408 605,413 767,618 821,043: 139,396 85,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 10,652: -15,477 1,613 3,631 21,574 9,262 9,728 14,506: 924 -3,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 20.6 3.1 54.7 66.7 84.6 90.5: 15.4 9.5
Old : 100.0: 26.8 20.6 3.1 54.7 66.7 84.6 90.5: 15.4 9.5
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 : 202: 42 37 15 84 90 131 137:
Old : 202: 42 37 15 84 90 131 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 25.5 26.3 38.6 13.3 24.3 22.5 36.1
Old : 15.2 25.5 26.3 38.6 13.3 24.3 22.5 36.1
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 23, 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 : 2,264,629: 477,496 356,856 72,503 1,393,204 1,470,644 1,943,203 1,900,003: 321,426 364,626
Old : 2,264,629: 477,496 356,856 72,503 1,393,204 1,470,644 1,943,203 1,900,003: 321,426 364,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 50,826: -7,994 6,738 6,030 43,111 32,197 41,147 44,965: 9,679 5,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 15.8 3.2 61.5 64.9 85.8 83.9: 14.2 16.1
Old : 100.0: 21.1 15.8 3.2 61.5 64.9 85.8 83.9: 14.2 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 52 75 45 126 174 205 267:
Old : 340: 52 75 45 126 174 205 267:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 16.7 36.9 23.6 22.7 12.9 32.7 19.3
Old : 24.6 16.7 36.9 23.6 22.7 12.9 32.7 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 23, 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 : 1,836,756: 418,624 229,284 26,655 1,127,354 1,323,025 1,572,633 1,578,964: 264,123 257,792
Old : 1,836,756: 418,624 229,284 26,655 1,127,354 1,323,025 1,572,633 1,578,964: 264,123 257,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: -28,348: 35,493 3,100 -559 -70,704 -32,463 -35,770 -29,922: 7,422 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 12.5 1.5 61.4 72.0 85.6 86.0: 14.4 14.0
Old : 100.0: 22.8 12.5 1.5 61.4 72.0 85.6 86.0: 14.4 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 45 39 19 81 109 134 159:
Old : 224: 45 39 19 81 109 134 159:
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 : 28.1 23.7 44.8 35.2 27.6 23.4 42.7 33.6
Old : 28.1 23.7 44.8 35.2 27.6 23.4 42.7 33.6
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 23, 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 : 361,957: 17,066 35,774 56,316 264,532 232,519 337,914 324,609: 24,043 37,348
Old : 361,957: 17,066 35,774 56,316 264,532 232,519 337,914 324,609: 24,043 37,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 13,303: -770 -3,006 1,787 12,473 15,981 13,490 14,762: -187 -1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 9.9 15.6 73.1 64.2 93.4 89.7: 6.6 10.3
Old : 100.0: 4.7 9.9 15.6 73.1 64.2 93.4 89.7: 6.6 10.3
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 : 64: 10 14 17 29 37 48 60:
Old : 64: 10 14 17 29 37 48 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 : 42.8 28.0 57.3 42.4 32.1 23.1 39.8 30.2
Old : 42.8 28.0 57.3 42.4 32.1 23.1 39.8 30.2
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 23, 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 : 59,475: 25,500 4,077 20 25,229 46,718 50,748 50,814: 8,727 8,661
Old : 59,475: 25,500 4,077 20 25,229 46,718 50,748 50,814: 8,727 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 2,115: 2,479 -1,234 -128 -289 4,420 2,062 3,059: 53 -944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 6.9 0.0 42.4 78.6 85.3 85.4: 14.7 14.6
Old : 100.0: 42.9 6.9 0.0 42.4 78.6 85.3 85.4: 14.7 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 41 20 3 36 27 78 49:
Old : 117: 41 20 3 36 27 78 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 : 24.1 37.3 39.2 60.8 24.1 36.9 39.2 60.4
Old : 24.1 37.3 39.2 60.8 24.1 36.9 39.2 60.4
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 23, 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 : 118,949: 50,999 8,153 39 50,458 93,435 101,496 101,627: 17,453 17,322
Old : 118,949: 50,999 8,153 39 50,458 93,435 101,496 101,627: 17,453 17,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 4,230: 4,957 -2,467 -255 -578 8,839 4,124 6,117: 106 -1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 6.9 0.0 42.4 78.6 85.3 85.4: 14.7 14.6
Old : 100.0: 42.9 6.9 0.0 42.4 78.6 85.3 85.4: 14.7 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 41 20 3 36 27 78 49:
Old : 117: 41 20 3 36 27 78 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 : 24.1 37.3 39.2 60.8 24.1 36.9 39.2 60.4
Old : 24.1 37.3 39.2 60.8 24.1 36.9 39.2 60.4
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 23, 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 : 10,484: 8,250 9,060 1,045 1,054 354 10,349 10,459: 135 25
Old : 10,484: 8,250 9,060 1,045 1,054 354 10,349 10,459: 135 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 149: 226 56 -150 100 239 176 145: -27 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 86.4 10.0 10.1 3.4 98.7 99.8: 1.3 0.2
Old : 100.0: 78.7 86.4 10.0 10.1 3.4 98.7 99.8: 1.3 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 : 23: 13 7 3 2 1 17 9:
Old : 23: 13 7 3 2 1 17 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 : 67.1 83.5 85.0 99.0 66.5 81.1 80.6 89.8
Old : 67.1 83.5 85.0 99.0 66.5 81.1 80.6 89.8
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 23, 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 : 8,720: 532 4,563 37 8,032 3,983 8,601 8,583: 119 137
Old : 8,720: 532 4,563 37 8,032 3,983 8,601 8,583: 119 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 284: 37 289 0 218 -9 255 280: 29 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 52.3 0.4 92.1 45.7 98.6 98.4: 1.4 1.6
Old : 100.0: 6.1 52.3 0.4 92.1 45.7 98.6 98.4: 1.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 7 2 4 8 11 15:
Old : 24: 5 7 2 4 8 11 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 : 95.3 64.1 97.8 86.3 95.3 63.8 97.8 85.9
Old : 95.3 64.1 97.8 86.3 95.3 63.8 97.8 85.9
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 23, 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 : 18,373: 4,626 2,990 65 13,665 15,185 18,356 18,240: 17 133
Old : 18,373: 4,626 2,990 65 13,665 15,185 18,356 18,240: 17 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 417: 22 0 -16 421 437 427 421: -10 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 16.3 0.4 74.4 82.6 99.9 99.3: 0.1 0.7
Old : 100.0: 25.2 16.3 0.4 74.4 82.6 99.9 99.3: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 5 2 7 12 11 19:
Old : 27: 4 5 2 7 12 11 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 : 90.3 70.8 98.9 90.9 90.0 70.8 98.6 90.9
Old : 90.3 70.8 98.9 90.9 90.0 70.8 98.6 90.9
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 23, 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 : 12,674: 755 1,945 500 11,406 9,841 12,661 12,286: 13 388
Old : 12,674: 755 1,945 500 11,406 9,841 12,661 12,286: 13 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: -378: 61 74 0 -419 -452 -358 -378: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 15.3 3.9 90.0 77.6 99.9 96.9: 0.1 3.1
Old : 100.0: 6.0 15.3 3.9 90.0 77.6 99.9 96.9: 0.1 3.1
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 : 20: 1 3 1 5 12 6 16:
Old : 20: 1 3 1 5 12 6 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 : 98.6 61.9 99.9 84.7 94.7 61.9 95.8 84.2
Old : 98.6 61.9 99.9 84.7 94.7 61.9 95.8 84.2
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 23, 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 : 3,703: 686 1,466 0 2,890 2,188 3,576 3,654: 127 49
Old : 3,703: 686 1,466 0 2,890 2,188 3,576 3,654: 127 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 233: 231 305 0 31 -54 262 251: -29 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 39.6 0.0 78.0 59.1 96.6 98.7: 3.4 1.3
Old : 100.0: 18.5 39.6 0.0 78.0 59.1 96.6 98.7: 3.4 1.3
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 : 22: 5 4 0 6 9 11 13:
Old : 22: 5 4 0 6 9 11 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 : 81.4 69.2 93.8 90.4 81.4 69.2 93.8 90.4
Old : 81.4 69.2 93.8 90.4 81.4 69.2 93.8 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 26, 2013