WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 582,612: 110,373 123,714 182,664 251,453 217,138 544,490 523,516: 38,122 59,096
Old : 79,585: 14,114 10,139 35,429 24,042 27,369 73,585 72,937: 6,000 6,648
Other: 503,027: 105,523 122,839 137,971 227,412 189,769 470,905 450,579: 32,122 52,448
: : :
: : Changes in Commitments from: April 16, 2013 :
: -7,542: 1,692 -3,275 -3,239 -7,266 -1,242 -8,813 -7,755: 1,271 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 21.2 31.4 43.2 37.3 93.5 89.9: 6.5 10.1
Old : 100.0: 17.7 12.7 44.5 30.2 34.4 92.5 91.6: 7.5 8.4
Other: 100.0: 21.0 24.4 27.4 45.2 37.7 93.6 89.6: 6.4 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 113 166 155 107 130 313 365:
Old : 240: 72 66 79 65 75 175 183:
Other: 396: 99 162 132 93 126 273 344:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 12.3 26.6 20.3 11.3 7.9 18.9 12.9
Old : 22.3 19.7 36.4 30.9 15.0 11.5 21.3 17.6
Other: 16.7 12.6 28.3 20.8 13.3 8.7 22.1 14.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,922,177: 322,816 248,921 623,289 784,776 763,814 1,730,881 1,636,023: 191,296 286,153
Old : 1,158,793: 194,814 167,846 347,078 504,429 491,170 1,046,321 1,006,094: 112,472 152,699
Other: 763,383: 214,311 167,385 189,900 280,347 272,644 684,559 629,929: 78,824 133,454
: : :
: : Changes in Commitments from: April 16, 2013 :
: 11,827: -7,779 24,814 9,748 4,527 -18,724 6,496 15,838: 5,331 -4,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 12.9 32.4 40.8 39.7 90.0 85.1: 10.0 14.9
Old : 100.0: 16.8 14.5 30.0 43.5 42.4 90.3 86.8: 9.7 13.2
Other: 100.0: 28.1 21.9 24.9 36.7 35.7 89.7 82.5: 10.3 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 751: 198 197 276 274 305 635 629:
Old : 694: 168 190 212 234 283 534 563:
Other: 620: 174 121 161 208 261 449 485:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 12.4 17.4 18.6 6.9 6.9 13.2 10.5
Old : 11.9 11.3 20.6 17.5 9.4 6.9 16.5 10.3
Other: 14.8 19.9 24.1 25.9 13.1 16.7 20.0 21.2
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 8,931: 4,452 1,645 1,341 2,813 5,291 8,606 8,276: 324 655
Old : 8,862: 4,386 1,645 1,340 2,813 5,223 8,539 8,207: 323 655
Other: 69: 68 1 0 0 68 68 69: 1 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 355: -189 124 143 341 53 296 321: 59 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 18.4 15.0 31.5 59.2 96.4 92.7: 3.6 7.3
Old : 100.0: 49.5 18.6 15.1 31.7 58.9 96.4 92.6: 3.6 7.4
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 : 54.8 58.1 78.9 74.6 43.9 50.6 61.1 63.0
Old : 54.5 57.8 78.7 74.4 43.5 50.3 60.8 62.7
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 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 : 10,037: 2,637 223 901 3,984 7,654 7,523 8,778: 2,514 1,258
Old : 1,518: 140 43 276 588 888 1,004 1,207: 514 311
Other: 8,518: 2,601 284 521 3,396 6,766 6,518 7,571: 2,000 947
: : :
: : Changes in Commitments from: April 16, 2013 :
: -274: 272 -41 -26 -487 -181 -242 -248: -32 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 2.2 9.0 39.7 76.3 75.0 87.5: 25.0 12.5
Old : 100.0: 9.2 2.8 18.2 38.7 58.5 66.1 79.5: 33.9 20.5
Other: 100.0: 30.5 3.3 6.1 39.9 79.4 76.5 88.9: 23.5 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 3 4 16 15 34 22:
Old : 19: 2 2 3 10 11 13 15:
Other: 42: 17 4 3 14 13 32 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 48.4 46.5 69.3 30.0 46.4 42.0 64.5
Old : 40.3 57.4 56.9 72.0 18.6 33.9 26.2 39.8
Other: 35.3 49.7 50.4 72.7 35.3 49.0 49.5 71.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 810,498: 160,352 78,848 269,948 319,638 383,824 749,938 732,619: 60,560 77,878
Old : 499,739: 122,244 60,901 131,936 204,099 269,454 458,279 462,291: 41,460 37,447
Other: 310,759: 80,136 59,974 95,984 115,538 114,369 291,659 270,328: 19,100 40,431
: : :
: : Changes in Commitments from: April 16, 2013 :
: 21,432: -1,734 1,906 910 19,176 18,175 18,351 20,991: 3,080 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 9.7 33.3 39.4 47.4 92.5 90.4: 7.5 9.6
Old : 100.0: 24.5 12.2 26.4 40.8 53.9 91.7 92.5: 8.3 7.5
Other: 100.0: 25.8 19.3 30.9 37.2 36.8 93.9 87.0: 6.1 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 508: 164 170 234 128 148 425 438:
Old : 458: 157 152 182 107 126 361 365:
Other: 385: 113 126 123 97 116 287 298:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 12.7 20.8 21.6 9.6 9.8 14.8 14.4
Old : 17.2 15.9 25.3 24.1 15.4 13.1 21.9 19.5
Other: 15.0 16.2 25.4 28.2 11.4 12.7 18.6 20.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 404,688: 66,664 123,289 79,394 226,186 154,991 372,244 357,674: 32,444 47,014
Old : 297,669: 57,041 120,870 42,510 178,554 95,311 278,105 258,691: 19,564 38,978
Other: 107,019: 29,813 22,609 16,694 47,631 59,679 94,139 98,983: 12,880 8,036
: : :
: : Changes in Commitments from: April 16, 2013 :
: -3,685: 2,677 5,348 -4,797 -528 -8,950 -2,648 -8,398: -1,037 4,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 30.5 19.6 55.9 38.3 92.0 88.4: 8.0 11.6
Old : 100.0: 19.2 40.6 14.3 60.0 32.0 93.4 86.9: 6.6 13.1
Other: 100.0: 27.9 21.1 15.6 44.5 55.8 88.0 92.5: 12.0 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 66 103 93 78 77 197 235:
Old : 265: 71 100 73 74 73 176 218:
Other: 173: 55 44 45 56 39 134 111:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 15.5 30.6 23.6 13.3 10.5 20.6 16.1
Old : 25.4 14.4 37.1 23.0 24.3 12.0 34.0 19.5
Other: 15.2 36.5 26.3 48.6 13.4 32.4 23.9 43.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 867,460: 81,575 77,366 92,969 517,789 516,019 692,333 686,353: 175,127 181,106
Old : 867,460: 81,575 77,366 92,969 517,789 516,019 692,333 686,353: 175,127 181,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 47,842: 8,227 -1,900 10,950 20,294 32,274 39,471 41,324: 8,371 6,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.9 10.7 59.7 59.5 79.8 79.1: 20.2 20.9
Old : 100.0: 9.4 8.9 10.7 59.7 59.5 79.8 79.1: 20.2 20.9
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 : 193: 31 45 50 94 95 157 158:
Old : 193: 31 45 50 94 95 157 158:
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 : 24.6 15.1 33.1 22.4 23.1 12.4 29.0 19.2
Old : 24.6 15.1 33.1 22.4 23.1 12.4 29.0 19.2
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 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 : 397,538: 29,672 46,962 2,881 284,553 289,442 317,106 339,284: 80,432 58,253
Old : 397,538: 29,672 46,962 2,881 284,553 289,442 317,106 339,284: 80,432 58,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 11,251: -1,228 -1,183 -1,297 12,048 11,744 9,523 9,265: 1,728 1,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 11.8 0.7 71.6 72.8 79.8 85.3: 20.2 14.7
Old : 100.0: 7.5 11.8 0.7 71.6 72.8 79.8 85.3: 20.2 14.7
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 : 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 : 35.4 36.0 50.0 50.9 31.8 36.0 44.7 50.9
Old : 35.4 36.0 50.0 50.9 31.8 36.0 44.7 50.9
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 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 with Delta-adjusted Options and Futures Combined, 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 : 298,215: 72,420 42,305 47,584 136,869 172,607 256,873 262,496: 41,343 35,719
Old : 209,809: 61,633 30,235 28,888 90,222 124,810 180,742 183,932: 29,067 25,877
Other: 88,406: 17,110 18,393 12,373 46,647 47,797 76,130 78,564: 12,276 9,842
: : :
: : Changes in Commitments from: April 16, 2013 :
: -3,530: 4,701 -479 -683 -7,579 -1,708 -3,561 -2,869: 31 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.2 16.0 45.9 57.9 86.1 88.0: 13.9 12.0
Old : 100.0: 29.4 14.4 13.8 43.0 59.5 86.1 87.7: 13.9 12.3
Other: 100.0: 19.4 20.8 14.0 52.8 54.1 86.1 88.9: 13.9 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 74 54 74 94 83 208 182:
Old : 240: 77 50 58 89 76 191 163:
Other: 161: 36 47 36 68 38 129 96:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 26.6 17.5 38.5 8.0 23.7 13.9 29.9
Old : 11.3 31.5 19.9 40.3 10.7 28.3 18.3 35.2
Other: 15.1 29.3 24.9 43.7 12.5 25.8 21.7 37.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,910: 2,219 4,698 1,922 8,494 6,452 12,635 13,072: 2,275 1,838
Old : 13,850: 2,074 4,822 1,664 8,233 5,668 11,971 12,154: 1,879 1,696
Other: 1,059: 316 46 87 261 784 663 918: 396 142
: : :
: : Changes in Commitments from: April 16, 2013 :
: 745: -46 834 222 635 -252 810 804: -65 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 31.5 12.9 57.0 43.3 84.7 87.7: 15.3 12.3
Old : 100.0: 15.0 34.8 12.0 59.4 40.9 86.4 87.8: 13.6 12.2
Other: 100.0: 29.8 4.4 8.2 24.6 74.0 62.6 86.6: 37.4 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 23 21 14 27 18 55 48:
Old : 74: 23 21 11 27 17 53 46:
Other: 27: 10 3 6 10 8 21 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 : 29.9 31.1 43.2 46.7 26.5 23.8 38.6 38.6
Old : 31.6 33.3 45.8 48.4 28.3 25.9 41.6 40.3
Other: 29.4 64.4 45.7 79.5 29.4 62.5 45.3 74.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,011,090: 272,009 178,155 72,920 525,358 673,492 870,287 924,566: 140,803 86,524
Old : 1,011,090: 272,009 178,155 72,920 525,358 673,492 870,287 924,566: 140,803 86,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 16,888: -11,165 1,417 3,971 23,218 15,782 16,025 21,170: 863 -4,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 17.6 7.2 52.0 66.6 86.1 91.4: 13.9 8.6
Old : 100.0: 26.9 17.6 7.2 52.0 66.6 86.1 91.4: 13.9 8.6
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 : 203: 51 29 28 86 90 144 140:
Old : 203: 51 29 28 86 90 144 140:
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 : 17.5 24.0 28.1 36.3 12.5 21.8 20.3 32.2
Old : 17.5 24.0 28.1 36.3 12.5 21.8 20.3 32.2
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 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 : 2,911,735: 459,906 277,815 410,908 1,697,476 1,830,569 2,568,290 2,519,292: 343,445 392,443
Old : 2,911,735: 459,906 277,815 410,908 1,697,476 1,830,569 2,568,290 2,519,292: 343,445 392,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 122,454: -5,433 -493 42,935 74,470 71,308 111,972 113,750: 10,481 8,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.5 14.1 58.3 62.9 88.2 86.5: 11.8 13.5
Old : 100.0: 15.8 9.5 14.1 58.3 62.9 88.2 86.5: 11.8 13.5
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 : 353: 64 71 87 170 193 284 301:
Old : 353: 64 71 87 170 193 284 301:
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 : 19.6 13.7 29.2 19.8 17.0 9.9 24.8 14.9
Old : 19.6 13.7 29.2 19.8 17.0 9.9 24.8 14.9
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 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 : 2,087,148: 411,902 146,024 192,840 1,207,182 1,479,942 1,811,924 1,818,806: 275,224 268,343
Old : 2,087,148: 411,902 146,024 192,840 1,207,182 1,479,942 1,811,924 1,818,806: 275,224 268,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: -25,788: 32,122 325 4,225 -67,483 -31,222 -31,136 -26,672: 5,348 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 7.0 9.2 57.8 70.9 86.8 87.1: 13.2 12.9
Old : 100.0: 19.7 7.0 9.2 57.8 70.9 86.8 87.1: 13.2 12.9
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 : 228: 46 40 40 94 120 164 176:
Old : 228: 46 40 40 94 120 164 176:
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 : 24.9 22.4 39.7 34.6 24.2 20.7 35.0 29.2
Old : 24.9 22.4 39.7 34.6 24.2 20.7 35.0 29.2
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 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 : 363,405: 16,669 35,776 56,919 265,310 232,584 338,898 325,279: 24,507 38,126
Old : 363,405: 16,669 35,776 56,919 265,310 232,584 338,898 325,279: 24,507 38,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 13,199: -799 -3,063 1,813 12,387 15,978 13,401 14,728: -201 -1,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 9.8 15.7 73.0 64.0 93.3 89.5: 6.7 10.5
Old : 100.0: 4.6 9.8 15.7 73.0 64.0 93.3 89.5: 6.7 10.5
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 : 66: 10 14 17 31 38 50 61:
Old : 66: 10 14 17 31 38 50 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 27.9 57.2 42.2 32.0 22.9 39.7 30.0
Old : 42.6 27.9 57.2 42.2 32.0 22.9 39.7 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 61,692: 25,502 3,612 1,060 26,211 48,064 52,773 52,736: 8,919 8,956
Old : 61,692: 25,502 3,612 1,060 26,211 48,064 52,773 52,736: 8,919 8,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 1,279: 2,471 -1,663 -135 -1,083 4,066 1,253 2,268: 26 -989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 5.9 1.7 42.5 77.9 85.5 85.5: 14.5 14.5
Old : 100.0: 41.3 5.9 1.7 42.5 77.9 85.5 85.5: 14.5 14.5
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 : 117: 41 20 10 38 28 84 53:
Old : 117: 41 20 10 38 28 84 53:
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 : 23.2 35.9 37.8 58.6 23.2 35.6 37.8 58.3
Old : 23.2 35.9 37.8 58.6 23.2 35.6 37.8 58.3
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 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 : 123,385: 51,004 7,225 2,120 52,422 96,128 105,546 105,473: 17,839 17,912
Old : 123,385: 51,004 7,225 2,120 52,422 96,128 105,546 105,473: 17,839 17,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 2,558: 4,941 -3,325 -270 -2,166 8,131 2,506 4,536: 52 -1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 5.9 1.7 42.5 77.9 85.5 85.5: 14.5 14.5
Old : 100.0: 41.3 5.9 1.7 42.5 77.9 85.5 85.5: 14.5 14.5
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 : 117: 41 20 10 38 28 84 53:
Old : 117: 41 20 10 38 28 84 53:
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 : 23.2 35.9 37.8 58.6 23.2 35.6 37.8 58.3
Old : 23.2 35.9 37.8 58.6 23.2 35.6 37.8 58.3
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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