WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 30, 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 : 407,082: 118,958 130,439 69,372 185,955 157,796 374,285 357,607: 32,797 49,475
Old : 2,479: 1,853 116 37 62 1,527 1,952 1,680: 527 799
Other: 404,603: 119,004 132,222 67,436 185,893 156,269 372,333 355,927: 32,270 48,676
: : :
: : Changes in Commitments from: April 23, 2013 :
: -24,341: 2,438 -9,629 -9,429 -16,082 49 -23,073 -19,009: -1,268 -5,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 32.0 17.0 45.7 38.8 91.9 87.8: 8.1 12.2
Old : 100.0: 74.7 4.7 1.5 2.5 61.6 78.7 67.8: 21.3 32.2
Other: 100.0: 29.4 32.7 16.7 45.9 38.6 92.0 88.0: 8.0 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 97 139 115 75 109 251 298:
Old : 34: 10 5 1 3 16 13 22:
Other: 370: 97 142 112 74 109 247 297:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 17.2 30.8 25.6 16.1 14.1 27.5 20.9
Old : 56.6 44.8 73.1 59.5 56.6 44.8 71.6 59.5
Other: 17.8 17.3 31.0 25.7 16.2 14.2 27.6 20.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 30, 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 : 1,156,343: 335,488 209,177 160,418 521,231 571,984 1,017,137 941,579: 139,206 214,764
Old : 645,352: 214,734 133,230 55,120 299,121 345,381 568,975 533,731: 76,377 111,621
Other: 510,991: 205,882 161,075 20,170 222,110 226,603 448,162 407,848: 62,829 103,143
: : :
: : Changes in Commitments from: April 23, 2013 :
: -93,868: 2,389 -5,962 -47,965 -41,794 -28,689 -87,370 -82,616: -6,498 -11,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 18.1 13.9 45.1 49.5 88.0 81.4: 12.0 18.6
Old : 100.0: 33.3 20.6 8.5 46.4 53.5 88.2 82.7: 11.8 17.3
Other: 100.0: 40.3 31.5 3.9 43.5 44.3 87.7 79.8: 12.3 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 167 157 191 219 292 504 547:
Old : 625: 159 135 113 150 264 369 458:
Other: 575: 117 129 74 169 245 339 405:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 13.9 22.5 20.0 11.7 11.8 21.6 16.8
Old : 16.7 14.1 27.9 21.2 16.7 13.0 27.9 18.9
Other: 20.7 22.7 32.6 30.6 20.7 22.1 32.6 29.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 30, 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 : 8,613: 3,054 1,238 16 3,365 6,493 6,435 7,747: 2,178 866
Old : 85: 0 0 0 79 22 79 22: 6 63
Other: 8,528: 3,054 1,238 16 3,286 6,471 6,356 7,725: 2,172 803
: : :
: : Changes in Commitments from: April 23, 2013 :
: -129: 510 411 -69 -418 -225 23 117: -152 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 14.4 0.2 39.1 75.4 74.7 89.9: 25.3 10.1
Old : 100.0: 0.0 0.0 0.0 92.9 25.9 92.9 25.9: 7.1 74.1
Other: 100.0: 35.8 14.5 0.2 38.5 75.9 74.5 90.6: 25.5 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 6 3 11 11 29 17:
Old : 5: 0 0 0 2 3 2 3:
Other: 38: 15 6 3 10 10 28 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 : 37.7 52.7 54.4 77.2 37.7 51.2 54.4 75.6
Old : 92.9 25.9 92.9 25.9 92.9 25.9 92.9 25.9
Other: 38.0 53.2 55.0 77.8 38.0 52.3 55.0 76.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 30, 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 : 538,165: 174,979 95,907 59,355 250,718 320,524 485,052 475,786: 53,113 62,379
Old : 317,854: 131,968 63,440 10,588 139,528 217,952 282,084 291,980: 35,770 25,874
Other: 220,311: 82,104 71,560 9,674 111,190 102,572 202,968 183,806: 17,343 36,505
: : :
: : Changes in Commitments from: April 23, 2013 :
: -37,267: 4,014 2,509 -18,186 -23,025 -17,654 -37,197 -33,331: -70 -3,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 17.8 11.0 46.6 59.6 90.1 88.4: 9.9 11.6
Old : 100.0: 41.5 20.0 3.3 43.9 68.6 88.7 91.9: 11.3 8.1
Other: 100.0: 37.3 32.5 4.4 50.5 46.6 92.1 83.4: 7.9 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 149 119 148 116 132 350 338:
Old : 404: 148 107 67 88 98 269 243:
Other: 334: 84 117 58 88 97 213 236:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 19.4 23.4 29.8 13.3 18.0 21.7 25.0
Old : 21.7 25.0 31.5 38.0 21.5 23.9 31.0 35.5
Other: 16.6 20.5 27.4 30.7 16.3 20.4 26.0 29.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 30, 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 : 338,639: 72,913 122,525 41,803 190,790 134,352 305,506 298,680: 33,133 39,959
Old : 230,380: 59,329 112,975 10,232 141,252 75,910 210,813 199,117: 19,567 31,263
Other: 108,259: 35,156 31,122 9,999 49,538 58,442 94,693 99,563: 13,566 8,696
: : :
: : Changes in Commitments from: April 23, 2013 :
: -15,262: 1,517 -1,675 -5,609 -13,121 -2,458 -17,213 -9,742: 1,951 -5,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 36.2 12.3 56.3 39.7 90.2 88.2: 9.8 11.8
Old : 100.0: 25.8 49.0 4.4 61.3 32.9 91.5 86.4: 8.5 13.6
Other: 100.0: 32.5 28.7 9.2 45.8 54.0 87.5 92.0: 12.5 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 68 86 78 73 70 182 205:
Old : 244: 70 83 53 63 62 151 181:
Other: 174: 52 47 25 57 40 121 101:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 17.6 33.7 26.7 15.0 13.2 23.6 20.2
Old : 30.4 16.0 42.7 26.3 28.7 15.5 40.4 25.3
Other: 15.6 37.4 28.5 52.6 14.6 33.0 26.8 46.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 30, 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 : 717,378: 111,820 82,767 10,273 437,185 470,566 559,278 563,606: 158,100 153,772
Old : 717,378: 111,820 82,767 10,273 437,185 470,566 559,278 563,606: 158,100 153,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 12,242: 20,399 -7,317 2,840 -8,516 15,713 14,723 11,236: -2,481 1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.5 1.4 60.9 65.6 78.0 78.6: 22.0 21.4
Old : 100.0: 15.6 11.5 1.4 60.9 65.6 78.0 78.6: 22.0 21.4
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 : 180: 37 33 18 71 82 117 124:
Old : 180: 37 33 18 71 82 117 124:
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 : 28.7 17.9 38.1 26.8 27.3 15.2 34.0 23.7
Old : 28.7 17.9 38.1 26.8 27.3 15.2 34.0 23.7
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 30, 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 : 396,857: 34,310 47,526 2,765 279,974 287,888 317,049 338,179: 79,808 58,678
Old : 396,857: 34,310 47,526 2,765 279,974 287,888 317,049 338,179: 79,808 58,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 904: 4,638 519 -38 -4,579 -1,554 21 -1,073: 883 1,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.0 0.7 70.5 72.5 79.9 85.2: 20.1 14.8
Old : 100.0: 8.6 12.0 0.7 70.5 72.5 79.9 85.2: 20.1 14.8
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 : 69: 10 7 5 34 38 46 48:
Old : 69: 10 7 5 34 38 46 48:
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 : 34.9 38.8 49.3 52.6 31.2 38.8 43.9 52.6
Old : 34.9 38.8 49.3 52.6 31.2 38.8 43.9 52.6
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 30, 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 : 10,245: 1,166 1,183 286 8,194 8,390 9,646 9,859: 599 386
Old : 10,245: 1,166 1,183 286 8,194 8,390 9,646 9,859: 599 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 107: 46 255 100 -64 -80 82 275: 25 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 11.5 2.8 80.0 81.9 94.2 96.2: 5.8 3.8
Old : 100.0: 11.4 11.5 2.8 80.0 81.9 94.2 96.2: 5.8 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 5 4 22 27 34 33:
Old : 42: 8 5 4 22 27 34 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 : 54.7 41.7 68.5 66.3 35.7 22.6 40.7 33.6
Old : 54.7 41.7 68.5 66.3 35.7 22.6 40.7 33.6
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 30, 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 : 256,095: 79,118 38,488 18,994 117,030 169,939 215,142 227,421: 40,953 28,674
Old : 174,918: 63,849 24,884 7,968 74,820 122,699 146,637 155,551: 28,281 19,367
Other: 81,177: 21,692 20,027 4,603 42,210 47,240 68,505 71,870: 12,672 9,307
: : :
: : Changes in Commitments from: April 23, 2013 :
: -1,100: 2,477 -1,042 -3,585 -1,962 8,989 -3,070 4,362: 1,970 -5,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 15.0 7.4 45.7 66.4 84.0 88.8: 16.0 11.2
Old : 100.0: 36.5 14.2 4.6 42.8 70.1 83.8 88.9: 16.2 11.1
Other: 100.0: 26.7 24.7 5.7 52.0 58.2 84.4 88.5: 15.6 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 78 43 62 85 80 198 164:
Old : 229: 78 41 40 74 70 171 138:
Other: 161: 42 38 24 67 35 120 88:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 31.8 16.5 42.9 9.4 29.5 16.4 38.8
Old : 12.4 38.7 21.3 47.8 12.4 37.1 21.2 45.5
Other: 13.9 33.6 24.0 48.0 13.8 31.2 23.7 45.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 30, 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 : 11,746: 2,221 5,008 285 6,827 4,687 9,333 9,980: 2,413 1,766
Old : 10,560: 2,112 5,008 136 6,413 3,852 8,661 8,996: 1,899 1,564
Other: 1,186: 234 125 24 414 835 672 984: 514 202
: : :
: : Changes in Commitments from: April 23, 2013 :
: -1,590: -1,124 375 -313 -340 -1,669 -1,777 -1,607: 187 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 42.6 2.4 58.1 39.9 79.5 85.0: 20.5 15.0
Old : 100.0: 20.0 47.4 1.3 60.7 36.5 82.0 85.2: 18.0 14.8
Other: 100.0: 19.7 10.5 2.0 34.9 70.4 56.7 83.0: 43.3 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 21 16 9 24 13 49 35:
Old : 65: 22 16 4 22 8 47 25:
Other: 27: 7 4 3 10 7 19 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 : 34.7 39.4 50.6 59.6 34.6 38.3 49.7 57.8
Old : 36.6 43.5 54.0 64.2 36.6 43.1 54.0 63.7
Other: 33.5 60.2 47.8 79.6 33.5 58.4 47.8 77.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 30, 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 : 952,444: 269,534 222,903 30,378 520,064 613,948 819,976 867,229: 132,468 85,215
Old : 952,444: 269,534 222,903 30,378 520,064 613,948 819,976 867,229: 132,468 85,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 45,430: 26,727 35,676 1,975 23,656 8,535 52,358 46,186: -6,928 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 23.4 3.2 54.6 64.5 86.1 91.1: 13.9 8.9
Old : 100.0: 28.3 23.4 3.2 54.6 64.5 86.1 91.1: 13.9 8.9
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 : 211: 46 39 16 84 92 137 140:
Old : 211: 46 39 16 84 92 137 140:
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 : 18.0 23.9 29.0 37.6 16.7 23.0 24.9 34.6
Old : 18.0 23.9 29.0 37.6 16.7 23.0 24.9 34.6
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 30, 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 : 2,208,463: 474,128 342,084 74,020 1,338,526 1,426,599 1,886,674 1,842,703: 321,789 365,760
Old : 2,208,463: 474,128 342,084 74,020 1,338,526 1,426,599 1,886,674 1,842,703: 321,789 365,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: -56,166: -3,368 -14,772 1,517 -54,678 -44,045 -56,529 -57,300: 363 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 15.5 3.4 60.6 64.6 85.4 83.4: 14.6 16.6
Old : 100.0: 21.5 15.5 3.4 60.6 64.6 85.4 83.4: 14.6 16.6
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 : 318: 54 73 38 113 162 191 249:
Old : 318: 54 73 38 113 162 191 249:
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 : 23.9 16.0 35.8 23.9 22.5 12.0 33.1 19.0
Old : 23.9 16.0 35.8 23.9 22.5 12.0 33.1 19.0
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 30, 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 : 1,909,627: 439,136 255,623 28,586 1,159,350 1,365,818 1,627,072 1,650,027: 282,555 259,600
Old : 1,909,627: 439,136 255,623 28,586 1,159,350 1,365,818 1,627,072 1,650,027: 282,555 259,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 72,871: 20,512 26,339 1,931 31,996 42,793 54,439 71,063: 18,432 1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.4 1.5 60.7 71.5 85.2 86.4: 14.8 13.6
Old : 100.0: 23.0 13.4 1.5 60.7 71.5 85.2 86.4: 14.8 13.6
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 : 216: 41 42 23 77 105 130 158:
Old : 216: 41 42 23 77 105 130 158:
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 : 29.1 24.6 45.1 37.1 28.8 24.0 43.1 35.7
Old : 29.1 24.6 45.1 37.1 28.8 24.0 43.1 35.7
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 30, 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 : 372,160: 18,000 37,994 73,324 259,595 225,885 350,919 337,203: 21,241 34,957
Old : 372,160: 18,000 37,994 73,324 259,595 225,885 350,919 337,203: 21,241 34,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 10,203: 934 2,220 17,008 -4,937 -6,634 13,005 12,594: -2,802 -2,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.2 19.7 69.8 60.7 94.3 90.6: 5.7 9.4
Old : 100.0: 4.8 10.2 19.7 69.8 60.7 94.3 90.6: 5.7 9.4
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 : 68: 9 17 19 30 39 52 63:
Old : 68: 9 17 19 30 39 52 63:
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 27.4 56.0 41.4 31.2 22.2 38.1 29.1
Old : 41.9 27.4 56.0 41.4 31.2 22.2 38.1 29.1
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 30, 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 : 60,731: 23,531 4,369 5 28,026 47,065 51,562 51,439: 9,170 9,293
Old : 60,731: 23,531 4,369 5 28,026 47,065 51,562 51,439: 9,170 9,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 1,257: -1,969 293 -15 2,797 347 814 625: 443 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 7.2 0.0 46.1 77.5 84.9 84.7: 15.1 15.3
Old : 100.0: 38.7 7.2 0.0 46.1 77.5 84.9 84.7: 15.1 15.3
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 : 109: 38 16 1 36 26 74 43:
Old : 109: 38 16 1 36 26 74 43:
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 : 24.3 37.1 38.0 61.4 24.3 36.7 38.0 60.9
Old : 24.3 37.1 38.0 61.4 24.3 36.7 38.0 60.9
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 30, 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 : 121,462: 47,062 8,738 10 56,051 94,129 103,123 102,877: 18,339 18,585
Old : 121,462: 47,062 8,738 10 56,051 94,129 103,123 102,877: 18,339 18,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 2,513: -3,937 585 -29 5,593 694 1,627 1,250: 886 1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 7.2 0.0 46.1 77.5 84.9 84.7: 15.1 15.3
Old : 100.0: 38.7 7.2 0.0 46.1 77.5 84.9 84.7: 15.1 15.3
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 : 109: 38 16 1 36 26 74 43:
Old : 109: 38 16 1 36 26 74 43:
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 : 24.3 37.1 38.0 61.4 24.3 36.7 38.0 60.9
Old : 24.3 37.1 38.0 61.4 24.3 36.7 38.0 60.9
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 30, 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 : 10,102: 7,861 8,732 1,002 1,102 366 9,965 10,100: 137 2
Old : 10,102: 7,861 8,732 1,002 1,102 366 9,965 10,100: 137 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: -382: -389 -328 -43 48 12 -384 -359: 2 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 86.4 9.9 10.9 3.6 98.6 100.0: 1.4 0.0
Old : 100.0: 77.8 86.4 9.9 10.9 3.6 98.6 100.0: 1.4 0.0
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 : 24: 13 7 3 3 1 18 9:
Old : 24: 13 7 3 3 1 18 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 : 66.5 83.4 85.1 99.2 65.8 80.9 80.1 90.1
Old : 66.5 83.4 85.1 99.2 65.8 80.9 80.1 90.1
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 30, 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 : 8,741: 597 5,064 37 7,987 3,505 8,621 8,606: 120 135
Old : 8,741: 597 5,064 37 7,987 3,505 8,621 8,606: 120 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 21: 65 501 0 -45 -478 20 23: 1 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 57.9 0.4 91.4 40.1 98.6 98.5: 1.4 1.5
Old : 100.0: 6.8 57.9 0.4 91.4 40.1 98.6 98.5: 1.4 1.5
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 : 24: 6 7 2 3 8 11 15:
Old : 24: 6 7 2 3 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 : 95.2 63.4 97.8 85.8 95.2 63.1 97.8 85.4
Old : 95.2 63.4 97.8 85.8 95.2 63.1 97.8 85.4
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 30, 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 : 18,546: 5,345 3,083 37 13,133 15,268 18,515 18,388: 31 158
Old : 18,546: 5,345 3,083 37 13,133 15,268 18,515 18,388: 31 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 173: 719 93 -28 -532 83 159 148: 14 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 16.6 0.2 70.8 82.3 99.8 99.1: 0.2 0.9
Old : 100.0: 28.8 16.6 0.2 70.8 82.3 99.8 99.1: 0.2 0.9
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 : 27: 3 7 2 8 10 12 18:
Old : 27: 3 7 2 8 10 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 70.9 98.3 90.9 87.3 70.9 98.0 90.9
Old : 87.5 70.9 98.3 90.9 87.3 70.9 98.0 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 30, 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 : 12,291: 603 1,538 606 11,068 9,759 12,277 11,903: 14 388
Old : 12,291: 603 1,538 606 11,068 9,759 12,277 11,903: 14 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: -383: -152 -407 106 -338 -82 -384 -383: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.5 4.9 90.0 79.4 99.9 96.8: 0.1 3.2
Old : 100.0: 4.9 12.5 4.9 90.0 79.4 99.9 96.8: 0.1 3.2
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 : 20: 2 3 3 4 11 7 16:
Old : 20: 2 3 3 4 11 7 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 : 98.5 60.4 99.9 84.0 94.4 60.4 95.0 83.5
Old : 98.5 60.4 99.9 84.0 94.4 60.4 95.0 83.5
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 30, 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 : 3,495: 684 1,331 0 2,700 2,104 3,384 3,435: 111 60
Old : 3,495: 684 1,331 0 2,700 2,104 3,384 3,435: 111 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: -208: -2 -135 0 -190 -84 -192 -219: -16 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 38.1 0.0 77.3 60.2 96.8 98.3: 3.2 1.7
Old : 100.0: 19.6 38.1 0.0 77.3 60.2 96.8 98.3: 3.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 4 0 4 7 10 11:
Old : 20: 6 4 0 4 7 10 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 70.4 94.9 92.6 84.4 70.4 94.9 92.6
Old : 84.4 70.4 94.9 92.6 84.4 70.4 94.9 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 3, 2013