WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 534,939: 117,642 118,192 149,423 231,521 213,522 498,586 481,137: 36,352 53,801
Old : 2,479: 1,853 116 37 62 1,527 1,952 1,680: 527 799
Other: 532,460: 117,692 119,979 147,483 231,459 211,995 496,634 479,457: 35,825 53,002
: : :
: : Changes in Commitments from: April 23, 2013 :
: -47,674: 7,269 -5,522 -33,240 -19,932 -3,616 -45,904 -42,378: -1,770 -5,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 22.1 27.9 43.3 39.9 93.2 89.9: 6.8 10.1
Old : 100.0: 74.7 4.7 1.5 2.5 61.6 78.7 67.8: 21.3 32.2
Other: 100.0: 22.1 22.5 27.7 43.5 39.8 93.3 90.0: 6.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 115 154 149 92 128 297 350:
Old : 34: 10 5 1 3 16 13 22:
Other: 409: 117 155 147 91 128 294 350:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 14.7 26.7 22.4 12.5 10.8 21.0 15.9
Old : 56.6 44.8 73.1 59.5 56.6 44.8 71.6 59.5
Other: 15.6 14.8 26.9 22.5 12.5 10.8 21.1 15.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,694,481: 327,103 217,860 484,227 705,333 721,832 1,516,663 1,423,919: 177,818 270,562
Old : 916,579: 197,397 145,552 214,470 410,072 425,961 821,940 785,983: 94,640 130,596
Other: 777,902: 208,732 151,333 190,731 295,261 295,871 694,723 637,936: 83,179 139,966
: : :
: : Changes in Commitments from: April 23, 2013 :
: -227,696: 4,287 -31,061 -139,062 -79,443 -41,982 -214,218 -212,104: -13,478 -15,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 12.9 28.6 41.6 42.6 89.5 84.0: 10.5 16.0
Old : 100.0: 21.5 15.9 23.4 44.7 46.5 89.7 85.8: 10.3 14.2
Other: 100.0: 26.8 19.5 24.5 38.0 38.0 89.3 82.0: 10.7 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 740: 197 174 246 267 317 597 617:
Old : 667: 158 171 176 195 290 459 535:
Other: 622: 152 130 159 225 273 456 490:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 12.7 18.4 18.7 7.7 9.0 15.0 12.8
Old : 13.1 11.9 22.6 18.0 11.6 8.7 19.7 12.8
Other: 15.2 19.1 24.3 26.2 13.4 16.6 21.1 22.0
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 9,190: 3,962 1,253 1,950 2,941 5,334 8,854 8,537: 336 653
Old : 9,127: 3,901 1,253 1,949 2,941 5,271 8,792 8,474: 335 653
Other: 64: 62 1 0 0 62 62 64: 1 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 259: -490 -392 609 128 43 248 261: 12 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 13.6 21.2 32.0 58.0 96.3 92.9: 3.7 7.1
Old : 100.0: 42.7 13.7 21.4 32.2 57.8 96.3 92.8: 3.7 7.2
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: 8 5 7 7 9 15 21:
Old : 22: 8 5 7 7 9 15 21:
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 : 51.8 58.2 76.6 73.8 40.1 48.6 54.9 57.7
Old : 51.5 57.9 76.4 73.6 40.4 48.2 54.6 57.5
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 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 : 9,533: 3,063 711 678 3,500 7,210 7,241 8,599: 2,292 935
Old : 85: 0 0 0 79 22 79 22: 6 63
Other: 9,448: 3,063 711 678 3,421 7,188 7,162 8,577: 2,286 872
: : :
: : Changes in Commitments from: April 23, 2013 :
: -503: 426 488 -224 -484 -444 -282 -180: -222 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 7.5 7.1 36.7 75.6 76.0 90.2: 24.0 9.8
Old : 100.0: 0.0 0.0 0.0 92.9 25.9 92.9 25.9: 7.1 74.1
Other: 100.0: 32.4 7.5 7.2 36.2 76.1 75.8 90.8: 24.2 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 17 5 4 13 12 32 19:
Old : 5: 0 0 0 2 3 2 3:
Other: 40: 17 5 4 12 11 31 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 : 34.0 48.0 49.8 71.9 34.0 46.1 49.2 69.7
Old : 92.9 25.9 92.9 25.9 92.9 25.9 92.9 25.9
Other: 34.3 48.3 50.2 72.4 34.3 47.1 49.6 70.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 730,966: 172,129 76,045 217,314 282,623 364,390 672,066 657,750: 58,899 73,216
Old : 405,800: 125,613 54,139 82,679 158,387 239,552 366,679 376,369: 39,121 29,431
Other: 325,166: 81,951 57,342 99,200 124,236 124,838 305,387 281,380: 19,778 43,785
: : :
: : Changes in Commitments from: April 23, 2013 :
: -79,532: 11,777 -2,803 -52,634 -37,015 -19,434 -77,871 -74,870: -1,661 -4,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.4 29.7 38.7 49.9 91.9 90.0: 8.1 10.0
Old : 100.0: 31.0 13.3 20.4 39.0 59.0 90.4 92.7: 9.6 7.3
Other: 100.0: 25.2 17.6 30.5 38.2 38.4 93.9 86.5: 6.1 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 473: 172 133 202 123 147 397 392:
Old : 428: 157 120 137 99 118 321 312:
Other: 366: 111 114 121 97 117 279 285:
:----------------------------------------------------------------------------------------------------
: 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 14.7 19.9 24.2 8.5 13.1 14.4 18.2
Old : 17.6 19.8 25.9 30.5 15.3 18.2 23.0 27.1
Other: 14.4 16.2 24.5 28.5 11.0 13.8 17.7 20.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 375,540: 70,745 119,808 65,629 204,949 149,049 341,323 334,486: 34,216 41,054
Old : 258,808: 57,139 110,943 28,796 152,493 86,897 238,428 226,637: 20,380 32,171
Other: 116,731: 35,093 30,351 15,346 52,456 62,152 102,895 107,849: 13,836 8,883
: : :
: : Changes in Commitments from: April 23, 2013 :
: -29,148: 4,082 -3,481 -13,766 -21,236 -5,941 -30,921 -23,188: 1,772 -5,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 31.9 17.5 54.6 39.7 90.9 89.1: 9.1 10.9
Old : 100.0: 22.1 42.9 11.1 58.9 33.6 92.1 87.6: 7.9 12.4
Other: 100.0: 30.1 26.0 13.1 44.9 53.2 88.1 92.4: 11.9 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 67 89 86 76 79 189 220:
Old : 251: 67 88 63 68 73 160 200:
Other: 176: 52 48 36 58 45 128 112:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 16.1 31.2 25.2 13.8 11.5 21.7 17.7
Old : 27.4 14.7 38.9 24.4 25.9 13.1 36.6 21.8
Other: 15.1 34.9 27.0 49.1 13.6 30.6 25.1 43.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 827,042: 107,838 81,988 59,287 487,237 511,790 654,362 653,065: 172,679 173,977
Old : 827,042: 107,838 81,988 59,287 487,237 511,790 654,362 653,065: 172,679 173,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: -40,418: 26,263 4,622 -33,682 -30,551 -4,228 -37,971 -33,289: -2,447 -7,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 9.9 7.2 58.9 61.9 79.1 79.0: 20.9 21.0
Old : 100.0: 13.0 9.9 7.2 58.9 61.9 79.1 79.0: 20.9 21.0
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 : 187: 36 38 39 89 90 148 144:
Old : 187: 36 38 39 89 90 148 144:
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 : 25.5 16.1 33.9 24.1 24.0 13.5 30.1 20.8
Old : 25.5 16.1 33.9 24.1 24.0 13.5 30.1 20.8
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 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 : 397,611: 34,310 47,549 2,774 279,974 287,888 317,058 338,211: 80,553 59,400
Old : 397,611: 34,310 47,549 2,774 279,974 287,888 317,058 338,211: 80,553 59,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 73: 4,638 587 -107 -4,579 -1,554 -48 -1,073: 121 1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.0 0.7 70.4 72.4 79.7 85.1: 20.3 14.9
Old : 100.0: 8.6 12.0 0.7 70.4 72.4 79.7 85.1: 20.3 14.9
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 : 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 : 34.8 38.8 49.2 52.5 31.2 38.7 43.8 52.5
Old : 34.8 38.8 49.2 52.5 31.2 38.7 43.8 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 292,184: 76,664 42,254 40,515 131,760 179,296 248,940 262,065: 43,245 30,120
Old : 198,561: 62,618 25,297 23,987 82,125 128,770 168,730 178,054: 29,831 20,507
Other: 93,623: 18,836 21,746 11,739 49,635 50,526 80,209 84,011: 13,414 9,612
: : :
: : Changes in Commitments from: April 23, 2013 :
: -6,031: 4,244 -51 -7,069 -5,109 6,688 -7,933 -432: 1,902 -5,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 14.5 13.9 45.1 61.4 85.2 89.7: 14.8 10.3
Old : 100.0: 31.5 12.7 12.1 41.4 64.9 85.0 89.7: 15.0 10.3
Other: 100.0: 20.1 23.2 12.5 53.0 54.0 85.7 89.7: 14.3 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 78 45 70 88 84 204 174:
Old : 234: 80 41 55 82 77 186 155:
Other: 164: 38 43 34 70 43 127 103:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 29.5 16.2 41.5 8.3 25.9 14.2 33.4
Old : 11.0 35.9 19.2 45.9 10.9 32.0 18.4 40.6
Other: 13.5 29.9 23.3 44.3 11.9 26.8 20.5 39.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 12,289: 1,990 5,063 653 7,185 4,749 9,828 10,465: 2,461 1,824
Old : 10,991: 1,891 5,060 443 6,726 3,894 9,061 9,397: 1,930 1,593
Other: 1,299: 216 121 92 459 855 768 1,068: 531 231
: : :
: : Changes in Commitments from: April 23, 2013 :
: -2,620: -229 366 -1,269 -1,309 -1,703 -2,806 -2,607: 186 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 41.2 5.3 58.5 38.6 80.0 85.2: 20.0 14.8
Old : 100.0: 17.2 46.0 4.0 61.2 35.4 82.4 85.5: 17.6 14.5
Other: 100.0: 16.7 9.3 7.1 35.4 65.8 59.1 82.2: 40.9 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 17 21 11 24 15 49 39:
Old : 65: 19 19 9 24 9 49 31:
Other: 28: 6 5 7 11 9 21 17:
:----------------------------------------------------------------------------------------------------
: 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 : 33.5 37.7 48.7 57.0 33.0 35.5 47.5 53.8
Old : 35.5 41.9 52.2 61.7 35.4 40.0 52.1 59.6
Other: 31.6 55.0 45.7 73.0 31.6 53.4 45.7 70.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,070,985: 299,803 205,574 82,534 554,582 697,108 936,919 985,216: 134,066 85,770
Old : 1,070,985: 299,803 205,574 82,534 554,582 697,108 936,919 985,216: 134,066 85,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 59,895: 27,794 27,419 9,615 29,224 23,616 66,632 60,650: -6,737 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 19.2 7.7 51.8 65.1 87.5 92.0: 12.5 8.0
Old : 100.0: 28.0 19.2 7.7 51.8 65.1 87.5 92.0: 12.5 8.0
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 : 212: 55 31 29 87 92 151 143:
Old : 212: 55 31 29 87 92 151 143:
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 23.2 30.0 35.7 14.7 20.5 22.7 31.0
Old : 19.6 23.2 30.0 35.7 14.7 20.5 22.7 31.0
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 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 : 2,700,606: 475,035 279,085 310,429 1,571,295 1,720,832 2,356,759 2,310,346: 343,847 390,260
Old : 2,700,606: 475,035 279,085 310,429 1,571,295 1,720,832 2,356,759 2,310,346: 343,847 390,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: -211,129: 15,129 1,270 -100,479 -126,181 -109,737 -211,531 -208,946: 402 -2,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 10.3 11.5 58.2 63.7 87.3 85.5: 12.7 14.5
Old : 100.0: 17.6 10.3 11.5 58.2 63.7 87.3 85.5: 12.7 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 : 326: 61 72 76 149 176 256 278:
Old : 326: 61 72 76 149 176 256 278:
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 : 19.9 13.5 29.7 20.8 18.0 9.5 26.7 15.4
Old : 19.9 13.5 29.7 20.8 18.0 9.5 26.7 15.4
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 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 : 2,149,505: 434,839 163,384 192,395 1,228,200 1,524,518 1,855,435 1,880,296: 294,071 269,209
Old : 2,149,505: 434,839 163,384 192,395 1,228,200 1,524,518 1,855,435 1,880,296: 294,071 269,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 62,357: 22,938 17,360 -445 21,018 44,576 43,511 61,491: 18,846 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.6 9.0 57.1 70.9 86.3 87.5: 13.7 12.5
Old : 100.0: 20.2 7.6 9.0 57.1 70.9 86.3 87.5: 13.7 12.5
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 : 218: 46 38 42 86 113 154 171:
Old : 218: 46 38 42 86 113 154 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 24.1 40.2 36.8 25.5 21.4 36.0 31.4
Old : 26.0 24.1 40.2 36.8 25.5 21.4 36.0 31.4
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 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 : 373,655: 17,648 38,121 73,865 260,486 225,956 351,999 337,942: 21,656 35,713
Old : 373,655: 17,648 38,121 73,865 260,486 225,956 351,999 337,942: 21,656 35,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 10,250: 979 2,345 16,947 -4,824 -6,628 13,101 12,663: -2,851 -2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 10.2 19.8 69.7 60.5 94.2 90.4: 5.8 9.6
Old : 100.0: 4.7 10.2 19.8 69.7 60.5 94.2 90.4: 5.8 9.6
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 : 70: 7 19 19 32 40 54 64:
Old : 70: 7 19 19 32 40 54 64:
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 : 41.7 27.3 55.9 41.3 31.0 22.0 38.0 28.9
Old : 41.7 27.3 55.9 41.3 31.0 22.0 38.0 28.9
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 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 : 63,257: 23,536 4,119 1,076 29,314 48,423 53,925 53,618: 9,331 9,639
Old : 63,257: 23,536 4,119 1,076 29,314 48,423 53,925 53,618: 9,331 9,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 1,564: -1,966 507 16 3,103 359 1,152 882: 412 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 6.5 1.7 46.3 76.6 85.2 84.8: 14.8 15.2
Old : 100.0: 37.2 6.5 1.7 46.3 76.6 85.2 84.8: 14.8 15.2
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 : 109: 38 16 8 38 27 80 47:
Old : 109: 38 16 8 38 27 80 47:
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 : 23.3 35.7 36.5 59.0 23.3 35.3 36.5 58.5
Old : 23.3 35.7 36.5 59.0 23.3 35.3 36.5 58.5
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 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 : 126,514: 47,071 8,238 2,152 58,628 96,846 107,851 107,236: 18,663 19,277
Old : 126,514: 47,071 8,238 2,152 58,628 96,846 107,851 107,236: 18,663 19,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 3,129: -3,933 1,014 32 6,205 718 2,304 1,764: 824 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 6.5 1.7 46.3 76.6 85.2 84.8: 14.8 15.2
Old : 100.0: 37.2 6.5 1.7 46.3 76.6 85.2 84.8: 14.8 15.2
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 : 109: 38 16 8 38 27 80 47:
Old : 109: 38 16 8 38 27 80 47:
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 : 23.3 35.7 36.5 59.0 23.3 35.3 36.5 58.5
Old : 23.3 35.7 36.5 59.0 23.3 35.3 36.5 58.5
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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