WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 485,351: 104,339 84,373 74,150 269,188 273,747 447,677 432,270: 37,674 53,081
Old : 58,349: 29,966 22,309 680 16,720 30,250 47,366 53,239: 10,983 5,110
Other: 427,002: 93,682 81,373 54,161 252,468 243,497 400,311 379,031: 26,691 47,971
: : :
: : Changes in Commitments from: April 12, 2011 :
: -4,206: 2,600 4,205 -2,172 -2,023 -1,148 -1,595 885: -2,611 -5,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 17.4 15.3 55.5 56.4 92.2 89.1: 7.8 10.9
Old : 100.0: 51.4 38.2 1.2 28.7 51.8 81.2 91.2: 18.8 8.8
Other: 100.0: 21.9 19.1 12.7 59.1 57.0 93.7 88.8: 6.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 135 132 161 92 136 327 357:
Old : 277: 101 70 6 38 73 140 148:
Other: 416: 115 139 124 81 132 278 331:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 20.5 36.6 27.9 20.1 16.8 33.8 21.7
Old : 18.6 23.5 28.4 34.4 18.6 23.5 28.4 34.2
Other: 24.3 22.3 40.0 30.3 22.1 18.3 37.1 23.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,650,391: 569,049 110,321 237,109 671,176 1,057,520 1,477,334 1,404,950: 173,057 245,441
Old : 1,042,014: 359,294 136,163 132,526 439,315 635,453 931,135 904,142: 110,879 137,872
Other: 608,377: 285,143 49,546 29,195 231,861 422,067 546,199 500,808: 62,178 107,569
: : :
: : Changes in Commitments from: April 12, 2011 :
: -9,477: 11,836 2,681 -373 -29,948 -3,138 -18,485 -830: 9,008 -8,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 6.7 14.4 40.7 64.1 89.5 85.1: 10.5 14.9
Old : 100.0: 34.5 13.1 12.7 42.2 61.0 89.4 86.8: 10.6 13.2
Other: 100.0: 46.9 8.1 4.8 38.1 69.4 89.8 82.3: 10.2 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 925: 290 132 250 244 411 659 716:
Old : 873: 260 148 193 205 386 569 646:
Other: 749: 215 103 76 140 360 386 517:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 10.6 19.4 16.9 10.9 10.0 16.9 14.8
Old : 15.8 13.2 23.2 18.8 14.9 12.0 21.2 16.7
Other: 16.6 14.7 24.8 21.6 14.6 14.3 22.6 20.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,551: 3,359 140 130 6,929 12,150 10,418 12,420: 3,133 1,131
Old : 2,357: 264 102 0 1,279 2,049 1,543 2,151: 814 206
Other: 11,194: 3,197 140 28 5,650 10,101 8,875 10,269: 2,319 925
: : :
: : Changes in Commitments from: April 12, 2011 :
: -101: 183 76 -47 -414 -61 -278 -32: 177 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 1.0 1.0 51.1 89.7 76.9 91.7: 23.1 8.3
Old : 100.0: 11.2 4.3 0.0 54.3 86.9 65.5 91.3: 34.5 8.7
Other: 100.0: 28.6 1.3 0.3 50.5 90.2 79.3 91.7: 20.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 19 2 3 20 12 39 17:
Old : 23: 7 1 0 13 3 20 4:
Other: 40: 17 2 3 17 11 34 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 : 25.2 66.6 41.7 85.3 24.7 58.0 39.2 72.9
Old : 29.8 91.3 51.5 91.3 28.0 83.2 47.4 83.2
Other: 29.6 62.3 48.5 85.0 29.6 56.8 46.9 77.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 636,040: 193,604 55,806 109,663 277,314 384,464 580,581 549,933: 55,459 86,107
Old : 370,412: 145,764 51,330 39,912 150,582 238,454 336,258 329,696: 34,154 40,716
Other: 265,628: 87,601 44,237 29,990 126,732 146,010 244,323 220,237: 21,305 45,391
: : :
: : Changes in Commitments from: April 12, 2011 :
: -553: -9,832 3,849 8,894 2,453 -10,045 1,515 2,698: -2,068 -3,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 8.8 17.2 43.6 60.4 91.3 86.5: 8.7 13.5
Old : 100.0: 39.4 13.9 10.8 40.7 64.4 90.8 89.0: 9.2 11.0
Other: 100.0: 33.0 16.7 11.3 47.7 55.0 92.0 82.9: 8.0 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 563: 189 112 189 137 190 438 430:
Old : 514: 179 109 123 103 170 344 363:
Other: 427: 121 101 80 83 167 255 309:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 19.5 25.4 27.2 11.9 16.0 19.1 22.1
Old : 17.9 27.3 27.5 37.5 17.3 24.2 25.1 34.0
Other: 24.4 15.5 32.8 24.0 23.8 13.3 31.6 19.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 24,450: 21,005 1,998 209 8 5,666 21,222 7,873: 3,228 16,577
Old : 4,023: 1,886 335 101 8 655 1,995 1,091: 2,028 2,932
Other: 20,427: 19,178 1,722 49 0 5,011 19,227 6,782: 1,200 13,645
: : :
: : Changes in Commitments from: April 12, 2011 :
: -952: -1,025 16 -202 -9 -135 -1,236 -321: 284 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 8.2 0.9 0.0 23.2 86.8 32.2: 13.2 67.8
Old : 100.0: 46.9 8.3 2.5 0.2 16.3 49.6 27.1: 50.4 72.9
Other: 100.0: 93.9 8.4 0.2 0.0 24.5 94.1 33.2: 5.9 66.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 5 7 2 16 17 27:
Old : 32: 12 4 7 2 16 15 26:
Other: 35: 14 5 5 0 16 14 26:
:----------------------------------------------------------------------------------------------------
: 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 : 59.6 12.9 78.0 19.5 59.4 12.7 77.6 19.3
Old : 34.7 18.7 46.1 22.8 34.5 18.7 44.7 22.3
Other: 65.2 12.3 84.7 19.1 65.0 12.3 84.5 19.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 353,005: 116,689 39,514 40,677 155,179 246,329 312,545 326,520: 40,460 26,485
Old : 251,491: 90,696 43,134 20,278 108,160 166,804 219,134 230,216: 32,357 21,275
Other: 101,514: 39,193 9,580 7,199 47,019 79,525 93,411 96,304: 8,103 5,210
: : :
: : Changes in Commitments from: April 12, 2011 :
: -16,055: 3,480 -1,689 -8,094 -8,679 -2,167 -13,293 -11,950: -2,762 -4,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 11.2 11.5 44.0 69.8 88.5 92.5: 11.5 7.5
Old : 100.0: 36.1 17.2 8.1 43.0 66.3 87.1 91.5: 12.9 8.5
Other: 100.0: 38.6 9.4 7.1 46.3 78.3 92.0 94.9: 8.0 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 106 61 87 67 66 227 180:
Old : 266: 105 75 67 62 61 207 167:
Other: 141: 50 31 17 44 34 100 76:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 29.9 21.1 43.5 11.1 25.6 18.3 37.2
Old : 13.6 26.6 23.0 39.5 12.8 24.4 21.4 33.1
Other: 20.8 48.0 36.4 62.9 19.2 44.3 34.4 58.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 561,681: 58,187 102,732 8,078 366,070 298,008 432,335 408,818: 129,346 152,863
Old : 561,681: 58,187 102,732 8,078 366,070 298,008 432,335 408,818: 129,346 152,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -1,003: 20,378 -8,988 -1,223 -1,441 19,300 17,714 9,089: -18,717 -10,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.3 1.4 65.2 53.1 77.0 72.8: 23.0 27.2
Old : 100.0: 10.4 18.3 1.4 65.2 53.1 77.0 72.8: 23.0 27.2
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 : 150: 31 28 18 64 65 101 105:
Old : 150: 31 28 18 64 65 101 105:
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 : 20.2 17.3 31.7 27.0 19.3 16.0 28.9 25.0
Old : 20.2 17.3 31.7 27.0 19.3 16.0 28.9 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 321,225: 42,403 59,480 631 219,181 221,319 262,215 281,430: 59,010 39,795
Old : 321,225: 42,403 59,480 631 219,181 221,319 262,215 281,430: 59,010 39,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -3,299: -2,057 1,783 41 5,981 -4,954 3,965 -3,130: -7,264 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 18.5 0.2 68.2 68.9 81.6 87.6: 18.4 12.4
Old : 100.0: 13.2 18.5 0.2 68.2 68.9 81.6 87.6: 18.4 12.4
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 : 64: 5 10 2 31 32 36 44:
Old : 64: 5 10 2 31 32 36 44:
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 : 29.3 50.5 48.5 63.2 27.6 50.5 45.9 63.0
Old : 29.3 50.5 48.5 63.2 27.6 50.5 45.9 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,527: 923 334 686 5,586 6,210 7,195 7,230: 332 297
Old : 7,527: 923 334 686 5,586 6,210 7,195 7,230: 332 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -63: 345 59 -273 -87 211 -15 -3: -48 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 4.4 9.1 74.2 82.5 95.6 96.1: 4.4 3.9
Old : 100.0: 12.3 4.4 9.1 74.2 82.5 95.6 96.1: 4.4 3.9
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 : 37: 9 3 8 21 22 33 30:
Old : 37: 9 3 8 21 22 33 30:
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 : 50.7 45.1 69.7 64.4 29.0 24.8 35.8 32.7
Old : 50.7 45.1 69.7 64.4 29.0 24.8 35.8 32.7
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 - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 234,149: 57,519 34,313 28,091 109,948 142,863 195,558 205,267: 38,591 28,882
Old : 160,990: 47,749 35,248 8,297 75,274 96,289 131,320 139,834: 29,670 21,156
Other: 73,159: 19,358 8,653 10,206 34,674 46,574 64,238 65,433: 8,921 7,726
: : :
: : Changes in Commitments from: April 12, 2011 :
: 8,877: -1,231 2,963 2,804 7,770 1,315 9,343 7,082: -466 1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 14.7 12.0 47.0 61.0 83.5 87.7: 16.5 12.3
Old : 100.0: 29.7 21.9 5.2 46.8 59.8 81.6 86.9: 18.4 13.1
Other: 100.0: 26.5 11.8 14.0 47.4 63.7 87.8 89.4: 12.2 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 63 34 58 72 60 171 140:
Old : 198: 69 36 37 69 56 157 120:
Other: 127: 30 25 18 49 35 94 70:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 32.6 23.1 43.5 9.2 25.5 15.9 33.3
Old : 14.1 35.7 22.0 47.0 11.3 32.5 18.8 42.6
Other: 26.7 33.8 41.6 54.7 22.8 32.0 36.2 45.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,346: 7,544 3,376 1,396 8,473 17,888 17,413 22,660: 6,933 1,686
Old : 18,607: 7,001 2,998 679 5,532 13,917 13,212 17,594: 5,395 1,013
Other: 5,739: 829 664 431 2,941 3,971 4,201 5,066: 1,538 673
: : :
: : Changes in Commitments from: April 12, 2011 :
: -166: -326 -292 123 54 138 -149 -31: -17 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 13.9 5.7 34.8 73.5 71.5 93.1: 28.5 6.9
Old : 100.0: 37.6 16.1 3.6 29.7 74.8 71.0 94.6: 29.0 5.4
Other: 100.0: 14.4 11.6 7.5 51.2 69.2 73.2 88.3: 26.8 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 49 15 17 23 21 80 50:
Old : 95: 47 15 12 15 19 67 44:
Other: 46: 11 10 9 13 15 31 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 51.2 29.6 62.7 17.8 46.5 26.8 58.0
Old : 20.4 55.4 29.8 68.9 19.6 55.4 29.0 68.4
Other: 46.0 49.5 54.6 65.0 45.8 48.3 54.4 63.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,054,794: 306,785 171,309 13,922 636,232 708,630 956,939 893,861: 97,855 160,933
Old : 1,054,794: 306,785 171,309 13,922 636,232 708,630 956,939 893,861: 97,855 160,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 19,471: 51,676 -9,550 4,314 -49,525 25,299 6,465 20,063: 13,006 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 16.2 1.3 60.3 67.2 90.7 84.7: 9.3 15.3
Old : 100.0: 29.1 16.2 1.3 60.3 67.2 90.7 84.7: 9.3 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 44 58 21 94 122 149 191:
Old : 265: 44 58 21 94 122 149 191:
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 : 29.6 20.7 42.3 28.8 29.6 17.4 40.9 25.1
Old : 29.6 20.7 42.3 28.8 29.6 17.4 40.9 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,626,116: 202,211 255,103 32,428 1,150,461 984,141 1,385,100 1,271,672: 241,016 354,444
Old : 1,626,116: 202,211 255,103 32,428 1,150,461 984,141 1,385,100 1,271,672: 241,016 354,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -28,084: -8,960 -37,982 4,617 7,796 46,803 3,453 13,438: -31,537 -41,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 15.7 2.0 70.7 60.5 85.2 78.2: 14.8 21.8
Old : 100.0: 12.4 15.7 2.0 70.7 60.5 85.2 78.2: 14.8 21.8
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 : 278: 40 65 31 107 130 160 213:
Old : 278: 40 65 31 107 130 160 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 15.8 33.5 25.1 23.8 13.5 32.4 19.3
Old : 23.9 15.8 33.5 25.1 23.8 13.5 32.4 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,354,954: 315,148 141,000 15,701 838,360 925,364 1,169,209 1,082,065: 185,745 272,889
Old : 1,354,954: 315,148 141,000 15,701 838,360 925,364 1,169,209 1,082,065: 185,745 272,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 29,318: 17,756 1,445 816 11,647 41,311 30,219 43,572: -901 -14,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 10.4 1.2 61.9 68.3 86.3 79.9: 13.7 20.1
Old : 100.0: 23.3 10.4 1.2 61.9 68.3 86.3 79.9: 13.7 20.1
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 : 203: 27 43 11 88 103 118 154:
Old : 203: 27 43 11 88 103 118 154:
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 : 23.8 20.5 36.0 30.2 22.5 18.3 33.1 26.3
Old : 23.8 20.5 36.0 30.2 22.5 18.3 33.1 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 682,782: 112,356 61,342 82,678 451,281 486,443 646,315 630,463: 36,467 52,319
Old : 682,782: 112,356 61,342 82,678 451,281 486,443 646,315 630,463: 36,467 52,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 30,397: 3,211 3,271 8,919 20,719 19,210 32,849 31,400: -2,452 -1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 9.0 12.1 66.1 71.2 94.7 92.3: 5.3 7.7
Old : 100.0: 16.5 9.0 12.1 66.1 71.2 94.7 92.3: 5.3 7.7
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 : 137: 31 25 34 61 68 105 120:
Old : 137: 31 25 34 61 68 105 120:
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 : 37.5 27.9 52.5 41.3 24.8 13.9 32.4 22.3
Old : 37.5 27.9 52.5 41.3 24.8 13.9 32.4 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,057: 20,437 4,538 13 25,406 40,602 45,856 45,153: 7,202 7,905
Old : 53,057: 20,437 4,538 13 25,406 40,602 45,856 45,153: 7,202 7,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -6,204: -5,642 171 -141 -767 -6,621 -6,549 -6,591: 345 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 8.6 0.0 47.9 76.5 86.4 85.1: 13.6 14.9
Old : 100.0: 38.5 8.6 0.0 47.9 76.5 86.4 85.1: 13.6 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 : 100: 38 10 3 28 30 67 42:
Old : 100: 38 10 3 28 30 67 42:
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 : 32.0 41.3 46.9 58.8 31.3 41.3 45.1 58.7
Old : 32.0 41.3 46.9 58.8 31.3 41.3 45.1 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 106,114: 40,874 9,076 26 50,811 81,203 91,711 90,305: 14,403 15,809
Old : 106,114: 40,874 9,076 26 50,811 81,203 91,711 90,305: 14,403 15,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -12,407: -11,283 341 -281 -1,533 -13,242 -13,097 -13,182: 690 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 8.6 0.0 47.9 76.5 86.4 85.1: 13.6 14.9
Old : 100.0: 38.5 8.6 0.0 47.9 76.5 86.4 85.1: 13.6 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 : 100: 38 10 3 28 30 67 42:
Old : 100: 38 10 3 28 30 67 42:
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 : 32.0 41.3 46.9 58.8 31.3 41.3 45.1 58.7
Old : 32.0 41.3 46.9 58.8 31.3 41.3 45.1 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,543: 4,693 2,006 37 1,684 5,580 6,414 7,623: 2,129 920
Old : 8,543: 4,693 2,006 37 1,684 5,580 6,414 7,623: 2,129 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 119: 137 337 0 -20 -218 117 119: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 23.5 0.4 19.7 65.3 75.1 89.2: 24.9 10.8
Old : 100.0: 54.9 23.5 0.4 19.7 65.3 75.1 89.2: 24.9 10.8
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 : 22: 12 5 1 1 4 13 10:
Old : 22: 12 5 1 1 4 13 10:
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 : 46.2 80.2 68.1 87.9 46.2 80.2 68.1 87.9
Old : 46.2 80.2 68.1 87.9 46.2 80.2 68.1 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,067: 652 1,221 47 10,261 9,555 10,960 10,823: 107 244
Old : 11,067: 652 1,221 47 10,261 9,555 10,960 10,823: 107 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -162: 170 -102 21 -348 -44 -157 -125: -5 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.0 0.4 92.7 86.3 99.0 97.8: 1.0 2.2
Old : 100.0: 5.9 11.0 0.4 92.7 86.3 99.0 97.8: 1.0 2.2
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 : 30: 4 8 1 6 14 10 23:
Old : 30: 4 8 1 6 14 10 23:
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 : 90.4 67.4 98.6 82.8 90.4 67.4 98.1 82.6
Old : 90.4 67.4 98.6 82.8 90.4 67.4 98.1 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,131: 1,527 820 554 26,864 26,269 28,945 27,643: 186 1,488
Old : 29,131: 1,527 820 554 26,864 26,269 28,945 27,643: 186 1,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 522: 210 -1,051 554 -307 122 457 -375: 65 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.8 1.9 92.2 90.2 99.4 94.9: 0.6 5.1
Old : 100.0: 5.2 2.8 1.9 92.2 90.2 99.4 94.9: 0.6 5.1
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 : 30: 4 6 1 8 14 13 20:
Old : 30: 4 6 1 8 14 13 20:
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 : 95.0 72.6 98.7 86.3 95.0 72.6 97.0 85.8
Old : 95.0 72.6 98.7 86.3 95.0 72.6 97.0 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2011