WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 590,154: 108,681 126,989 185,903 258,720 218,380 553,303 531,271: 36,851 58,883
Old : 122,676: 28,606 40,007 38,943 46,569 31,148 114,118 110,098: 8,558 12,577
Other: 467,478: 94,456 101,362 132,579 212,151 187,232 439,185 421,173: 28,293 46,306
: : :
: : Changes in Commitments from: April 9, 2013 :
: 1,591: -4,225 2,365 -4,216 12,390 2,777 3,949 926: -2,358 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 21.5 31.5 43.8 37.0 93.8 90.0: 6.2 10.0
Old : 100.0: 23.3 32.6 31.7 38.0 25.4 93.0 89.7: 7.0 10.3
Other: 100.0: 20.2 21.7 28.4 45.4 40.1 93.9 90.1: 6.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 118 158 167 105 126 322 363:
Old : 295: 102 77 87 77 79 212 210:
Other: 380: 91 157 136 87 119 269 327:
:----------------------------------------------------------------------------------------------------
: 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 11.7 26.1 19.9 10.9 7.5 18.1 12.8
Old : 21.4 18.8 34.7 30.3 18.2 17.5 26.8 26.4
Other: 17.7 13.3 29.6 21.8 14.3 8.7 22.7 14.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,910,349: 330,595 224,107 613,540 780,249 782,538 1,724,385 1,620,185: 185,965 290,164
Old : 1,203,110: 215,955 163,685 355,400 515,410 522,892 1,086,766 1,041,977: 116,345 161,133
Other: 707,239: 202,069 147,851 170,711 264,839 259,646 637,619 578,208: 69,620 129,031
: : :
: : Changes in Commitments from: April 9, 2013 :
: 3,090: -1,395 -68 8,693 -701 -5,704 6,596 2,921: -3,505 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.7 32.1 40.8 41.0 90.3 84.8: 9.7 15.2
Old : 100.0: 17.9 13.6 29.5 42.8 43.5 90.3 86.6: 9.7 13.4
Other: 100.0: 28.6 20.9 24.1 37.4 36.7 90.2 81.8: 9.8 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 750: 197 195 268 274 309 626 628:
Old : 702: 170 190 209 229 293 529 570:
Other: 611: 163 121 150 207 262 436 473:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 12.2 17.5 18.6 7.0 7.1 13.3 10.8
Old : 11.1 11.3 19.7 17.6 9.1 7.0 15.7 10.8
Other: 15.7 20.2 25.6 26.2 14.1 16.7 21.3 21.0
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 8,576: 4,641 1,520 1,197 2,472 5,237 8,311 7,955: 265 620
Old : 8,516: 4,584 1,520 1,196 2,472 5,179 8,252 7,896: 264 620
Other: 59: 58 1 0 0 58 58 59: 1 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: -443: -202 -206 -71 -217 -151 -490 -428: 47 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 17.7 14.0 28.8 61.1 96.9 92.8: 3.1 7.2
Old : 100.0: 53.8 17.9 14.0 29.0 60.8 96.9 92.7: 3.1 7.3
Other: 100.0: 98.0 2.0 0.0 0.0 98.0 98.0 100.0: 2.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 6 7 7 9 14 22:
Old : 22: 7 6 7 7 9 14 22:
Other: 3: 1 1 0 0 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 57.1 56.0 79.5 74.1 46.9 48.9 60.8 60.4
Old : 56.9 55.7 79.4 74.0 46.6 48.6 60.5 60.2
Other: 98.0 100.0 98.0 100.0 98.0 100.0 98.0 100.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 10,310: 2,365 264 928 4,471 7,835 7,764 9,026: 2,546 1,284
Old : 4,420: 1,734 75 204 1,070 3,510 3,008 3,789: 1,412 631
Other: 5,891: 903 461 452 3,401 4,324 4,756 5,237: 1,135 654
: : :
: : Changes in Commitments from: April 9, 2013 :
: -285: -347 -14 51 216 -366 -79 -329: -205 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 2.6 9.0 43.4 76.0 75.3 87.5: 24.7 12.5
Old : 100.0: 39.2 1.7 4.6 24.2 79.4 68.1 85.7: 31.9 14.3
Other: 100.0: 15.3 7.8 7.7 57.7 73.4 80.7 88.9: 19.3 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 3 4 16 14 35 19:
Old : 31: 13 2 3 12 12 26 16:
Other: 33: 9 3 4 14 13 25 18:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 51.2 43.7 70.4 27.8 47.6 39.0 64.0
Old : 27.5 61.0 42.6 76.5 26.6 54.1 38.2 67.5
Other: 44.6 44.9 60.3 70.8 44.6 43.8 57.8 65.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 789,066: 162,086 76,941 269,038 300,462 365,648 731,587 711,628: 57,479 77,438
Old : 507,217: 126,685 59,630 145,075 193,848 263,818 465,608 468,522: 41,609 38,695
Other: 281,849: 67,599 49,510 91,765 106,614 101,831 265,979 243,106: 15,870 38,743
: : :
: : Changes in Commitments from: April 9, 2013 :
: -12,599: 6,147 -6,457 -5,779 -9,893 2,698 -9,526 -9,539: -3,074 -3,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 9.8 34.1 38.1 46.3 92.7 90.2: 7.3 9.8
Old : 100.0: 25.0 11.8 28.6 38.2 52.0 91.8 92.4: 8.2 7.6
Other: 100.0: 24.0 17.6 32.6 37.8 36.1 94.4 86.3: 5.6 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 497: 172 155 237 125 145 420 430:
Old : 461: 176 133 187 107 124 367 365:
Other: 355: 105 114 114 90 109 264 274:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 12.1 21.6 21.4 9.8 9.2 15.3 13.6
Old : 17.1 15.2 25.2 23.6 15.5 12.2 21.7 19.3
Other: 16.3 16.3 27.7 28.2 12.5 11.3 20.1 18.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 408,373: 63,987 117,941 84,191 226,713 163,941 374,892 366,073: 33,481 42,300
Old : 308,048: 57,260 119,228 47,922 181,882 105,828 287,064 272,978: 20,984 35,070
Other: 100,325: 27,610 19,595 15,386 44,831 58,113 87,828 93,095: 12,497 7,230
: : :
: : Changes in Commitments from: April 9, 2013 :
: 1,113: 1,281 2,877 -6,002 6,675 496 1,954 -2,630: -841 3,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 28.9 20.6 55.5 40.1 91.8 89.6: 8.2 10.4
Old : 100.0: 18.6 38.7 15.6 59.0 34.4 93.2 88.6: 6.8 11.4
Other: 100.0: 27.5 19.5 15.3 44.7 57.9 87.5 92.8: 12.5 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 66 98 94 75 81 197 232:
Old : 262: 66 99 74 72 77 173 219:
Other: 163: 52 39 43 52 39 132 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 17.4 30.5 25.4 12.4 11.7 19.5 17.6
Old : 25.6 16.4 36.4 25.2 24.7 13.6 33.1 21.3
Other: 15.4 40.3 26.6 53.1 14.0 36.7 24.6 47.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 819,618: 73,348 79,265 82,019 497,495 483,744 652,862 645,029: 166,756 174,589
Old : 819,618: 73,348 79,265 82,019 497,495 483,744 652,862 645,029: 166,756 174,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 46,374: 13,931 10,760 10,722 19,696 20,718 44,348 42,200: 2,025 4,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 9.7 10.0 60.7 59.0 79.7 78.7: 20.3 21.3
Old : 100.0: 8.9 9.7 10.0 60.7 59.0 79.7 78.7: 20.3 21.3
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 : 192: 33 42 45 92 95 152 155:
Old : 192: 33 42 45 92 95 152 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 14.3 33.5 21.8 23.5 11.8 29.8 18.7
Old : 25.9 14.3 33.5 21.8 23.5 11.8 29.8 18.7
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 with Delta-adjusted Options and Futures Combined, 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 : 386,287: 30,900 48,144 4,177 272,505 277,698 307,582 330,020: 78,704 56,267
Old : 386,287: 30,900 48,144 4,177 272,505 277,698 307,582 330,020: 78,704 56,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 2,105: 938 3,427 -143 -379 4,512 416 7,796: 1,688 -5,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 12.5 1.1 70.5 71.9 79.6 85.4: 20.4 14.6
Old : 100.0: 8.0 12.5 1.1 70.5 71.9 79.6 85.4: 20.4 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 : 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 : 36.6 35.2 50.9 50.3 32.9 35.2 45.3 50.3
Old : 36.6 35.2 50.9 50.3 32.9 35.2 45.3 50.3
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 301,745: 67,719 42,784 48,267 144,448 174,315 260,434 265,365: 41,312 36,380
Old : 220,415: 57,492 32,047 32,725 101,035 127,132 191,252 191,904: 29,163 28,511
Other: 81,330: 14,104 14,614 11,664 43,413 47,182 69,182 73,461: 12,148 7,869
: : :
: : Changes in Commitments from: April 9, 2013 :
: -2,054: 5,477 -3,521 -2,987 -3,665 4,482 -1,175 -2,026: -880 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 14.2 16.0 47.9 57.8 86.3 87.9: 13.7 12.1
Old : 100.0: 26.1 14.5 14.8 45.8 57.7 86.8 87.1: 13.2 12.9
Other: 100.0: 17.3 18.0 14.3 53.4 58.0 85.1 90.3: 14.9 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 68 55 69 95 86 203 179:
Old : 235: 66 53 59 92 79 190 164:
Other: 151: 36 33 31 67 41 123 87:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 26.5 18.6 38.0 7.9 23.4 13.9 29.1
Old : 12.1 29.5 20.4 38.7 11.2 26.1 18.5 33.8
Other: 17.2 30.8 27.2 46.9 13.7 27.4 23.6 40.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,164: 2,265 3,863 1,700 7,859 6,704 11,824 12,268: 2,340 1,896
Old : 13,205: 2,103 3,995 1,411 7,616 6,011 11,130 11,416: 2,075 1,788
Other: 960: 376 82 76 243 693 695 851: 265 108
: : :
: : Changes in Commitments from: April 9, 2013 :
: -730: -129 -865 -215 -189 204 -533 -876: -197 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 27.3 12.0 55.5 47.3 83.5 86.6: 16.5 13.4
Old : 100.0: 15.9 30.3 10.7 57.7 45.5 84.3 86.5: 15.7 13.5
Other: 100.0: 39.2 8.6 7.9 25.3 72.3 72.4 88.7: 27.6 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 20 23 14 27 17 55 47:
Old : 73: 19 24 12 27 16 53 46:
Other: 25: 10 3 6 9 7 20 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 : 28.2 34.8 41.7 47.7 27.7 30.9 40.3 43.6
Old : 29.7 35.6 43.7 48.5 29.3 32.3 43.3 44.4
Other: 34.7 70.6 54.0 84.4 34.7 69.0 53.9 77.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 994,202: 283,174 176,738 68,948 502,140 657,709 854,262 903,396: 139,940 90,806
Old : 994,202: 283,174 176,738 68,948 502,140 657,709 854,262 903,396: 139,940 90,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: -11,965: -36,480 27,319 2,888 23,002 -49,976 -10,590 -19,769: -1,376 7,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 17.8 6.9 50.5 66.2 85.9 90.9: 14.1 9.1
Old : 100.0: 28.5 17.8 6.9 50.5 66.2 85.9 90.9: 14.1 9.1
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 : 198: 48 31 28 83 89 141 138:
Old : 198: 48 31 28 83 89 141 138:
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 : 19.4 23.6 30.0 36.0 14.2 22.3 22.3 32.4
Old : 19.4 23.6 30.0 36.0 14.2 22.3 22.3 32.4
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 with Delta-adjusted Options and Futures Combined, 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 : 2,789,281: 465,340 278,308 367,972 1,623,006 1,759,261 2,456,318 2,405,542: 332,964 383,740
Old : 2,789,281: 465,340 278,308 367,972 1,623,006 1,759,261 2,456,318 2,405,542: 332,964 383,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 21,032: 17,275 2,785 -3,112 23,405 7,036 37,568 6,709: -16,537 14,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 10.0 13.2 58.2 63.1 88.1 86.2: 11.9 13.8
Old : 100.0: 16.7 10.0 13.2 58.2 63.1 88.1 86.2: 11.9 13.8
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 : 346: 60 74 82 163 185 272 292:
Old : 346: 60 74 82 163 185 272 292:
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 : 19.1 14.7 29.7 21.3 16.7 10.3 25.2 15.3
Old : 19.1 14.7 29.7 21.3 16.7 10.3 25.2 15.3
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 with Delta-adjusted Options and Futures Combined, 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 : 2,112,936: 379,780 145,699 188,615 1,274,665 1,511,164 1,843,060 1,845,478: 269,876 267,459
Old : 2,112,936: 379,780 145,699 188,615 1,274,665 1,511,164 1,843,060 1,845,478: 269,876 267,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 54,082: 5,236 -1,388 3,123 44,765 44,793 53,124 46,528: 957 7,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 6.9 8.9 60.3 71.5 87.2 87.3: 12.8 12.7
Old : 100.0: 18.0 6.9 8.9 60.3 71.5 87.2 87.3: 12.8 12.7
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 : 227: 48 37 38 92 120 161 174:
Old : 227: 48 37 38 92 120 161 174:
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 25.7 43.0 37.5 28.6 24.0 38.6 32.5
Old : 29.1 25.7 43.0 37.5 28.6 24.0 38.6 32.5
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 with Delta-adjusted Options and Futures Combined, 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 : 350,206: 17,468 38,839 55,106 252,923 216,606 325,497 310,551: 24,708 39,655
Old : 350,206: 17,468 38,839 55,106 252,923 216,606 325,497 310,551: 24,708 39,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 10,185: -2,716 1,188 1,619 9,758 5,610 8,661 8,417: 1,523 1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 11.1 15.7 72.2 61.9 92.9 88.7: 7.1 11.3
Old : 100.0: 5.0 11.1 15.7 72.2 61.9 92.9 88.7: 7.1 11.3
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 : 67: 10 15 18 31 38 51 62:
Old : 67: 10 15 18 31 38 51 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 27.2 56.5 41.5 31.2 21.3 39.3 28.7
Old : 42.2 27.2 56.5 41.5 31.2 21.3 39.3 28.7
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 with Delta-adjusted Options and Futures Combined, 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 : 60,413: 23,031 5,275 1,195 27,294 43,998 51,520 50,469: 8,893 9,945
Old : 60,413: 23,031 5,275 1,195 27,294 43,998 51,520 50,469: 8,893 9,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 2,176: 1,516 -290 170 534 2,646 2,219 2,525: -43 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 8.7 2.0 45.2 72.8 85.3 83.5: 14.7 16.5
Old : 100.0: 38.1 8.7 2.0 45.2 72.8 85.3 83.5: 14.7 16.5
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 : 112: 35 22 9 36 29 75 56:
Old : 112: 35 22 9 36 29 75 56:
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 : 25.6 30.0 40.9 53.3 25.6 29.6 40.9 52.9
Old : 25.6 30.0 40.9 53.3 25.6 29.6 40.9 52.9
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 with Delta-adjusted Options and Futures Combined, 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 : 120,827: 46,063 10,550 2,390 54,588 87,997 103,041 100,937: 17,786 19,890
Old : 120,827: 46,063 10,550 2,390 54,588 87,997 103,041 100,937: 17,786 19,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 4,352: 3,031 -580 339 1,067 5,291 4,438 5,050: -86 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 8.7 2.0 45.2 72.8 85.3 83.5: 14.7 16.5
Old : 100.0: 38.1 8.7 2.0 45.2 72.8 85.3 83.5: 14.7 16.5
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 : 112: 35 22 9 36 29 75 56:
Old : 112: 35 22 9 36 29 75 56:
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 : 25.6 30.0 40.9 53.3 25.6 29.6 40.9 52.9
Old : 25.6 30.0 40.9 53.3 25.6 29.6 40.9 52.9
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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