WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 642,134: 96,384 72,728 182,927 316,906 322,948 596,217 578,603: 45,917 63,531
Old : 189,326: 50,466 52,361 38,793 80,092 82,423 169,351 173,577: 19,975 15,749
Other: 452,808: 78,033 52,482 112,019 236,813 240,526 426,865 405,026: 25,942 47,782
: : :
: : Changes in Commitments from: March 29, 2011 :
: 16,271: 4,779 -4,676 8,308 3,460 12,098 16,548 15,731: -277 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.3 28.5 49.4 50.3 92.8 90.1: 7.2 9.9
Old : 100.0: 26.7 27.7 20.5 42.3 43.5 89.4 91.7: 10.6 8.3
Other: 100.0: 17.2 11.6 24.7 52.3 53.1 94.3 89.4: 5.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 150 145 204 112 141 380 395:
Old : 376: 135 115 107 69 99 251 274:
Other: 400: 115 123 148 100 133 308 329:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 17.8 30.9 24.5 15.5 14.6 26.4 18.6
Old : 24.8 19.5 33.4 28.6 24.5 19.2 33.2 27.3
Other: 20.4 19.1 32.7 27.1 17.0 14.5 26.0 19.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 2,455,167: 451,074 101,041 818,558 960,865 1,225,937 2,230,497 2,145,536: 224,670 309,630
Old : 1,616,058: 273,965 106,606 561,285 633,091 766,846 1,468,342 1,434,737: 147,716 181,321
Other: 839,109: 230,825 48,151 203,557 327,774 459,091 762,155 710,799: 76,953 128,309
: : :
: : Changes in Commitments from: March 29, 2011 :
: 206,233: 47,684 7,620 109,372 37,714 66,692 194,771 183,685: 11,462 22,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 4.1 33.3 39.1 49.9 90.8 87.4: 9.2 12.6
Old : 100.0: 17.0 6.6 34.7 39.2 47.5 90.9 88.8: 9.1 11.2
Other: 100.0: 27.5 5.7 24.3 39.1 54.7 90.8 84.7: 9.2 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 918: 277 155 309 307 430 710 792:
Old : 883: 244 174 271 264 410 627 747:
Other: 748: 181 132 162 206 379 465 602:
:----------------------------------------------------------------------------------------------------
: 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 11.4 19.7 17.2 8.3 6.1 12.7 9.3
Old : 12.3 12.9 20.6 18.5 10.8 8.7 16.3 12.0
Other: 16.2 13.4 25.4 19.9 12.2 9.7 19.8 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 15,797: 2,633 358 1,539 8,219 12,388 12,391 14,285: 3,406 1,512
Old : 5,111: 936 339 193 2,260 4,008 3,389 4,539: 1,722 572
Other: 10,687: 1,911 234 1,131 5,960 8,381 9,002 9,746: 1,684 940
: : :
: : Changes in Commitments from: March 29, 2011 :
: 54: 592 -171 -629 125 1,012 87 212: -34 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 2.3 9.7 52.0 78.4 78.4 90.4: 21.6 9.6
Old : 100.0: 18.3 6.6 3.8 44.2 78.4 66.3 88.8: 33.7 11.2
Other: 100.0: 17.9 2.2 10.6 55.8 78.4 84.2 91.2: 15.8 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 4 7 21 15 41 24:
Old : 32: 8 4 4 16 9 27 14:
Other: 39: 13 3 6 17 14 30 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 56.7 43.5 73.4 25.0 45.5 35.5 56.6
Old : 31.5 76.9 44.8 86.1 31.5 71.5 43.1 76.2
Other: 36.2 51.3 55.7 71.6 32.9 41.7 45.3 57.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 898,833: 165,804 37,457 305,080 356,962 461,997 827,846 804,534: 70,987 94,299
Old : 528,925: 128,121 36,839 151,204 205,184 295,362 484,509 483,405: 44,416 45,520
Other: 369,908: 77,864 40,799 113,695 151,778 166,635 343,337 321,129: 26,571 48,779
: : :
: : Changes in Commitments from: March 29, 2011 :
: 16,051: 7,144 3,849 2,250 1,284 10,764 10,678 16,863: 5,373 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 4.2 33.9 39.7 51.4 92.1 89.5: 7.9 10.5
Old : 100.0: 24.2 7.0 28.6 38.8 55.8 91.6 91.4: 8.4 8.6
Other: 100.0: 21.0 11.0 30.7 41.0 45.0 92.8 86.8: 7.2 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 577: 225 106 231 141 211 467 473:
Old : 538: 199 115 190 114 197 400 425:
Other: 427: 120 102 124 103 182 294 341:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 16.6 24.7 24.8 10.5 10.3 14.8 14.7
Old : 15.8 22.6 24.5 31.5 14.2 17.5 19.9 24.1
Other: 20.3 14.0 30.1 23.4 15.9 9.0 22.2 13.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 26,086: 22,710 2,634 593 17 5,585 23,320 8,812: 2,766 17,274
Old : 6,151: 3,920 1,059 483 17 864 4,420 2,406: 1,731 3,745
Other: 19,935: 18,891 1,676 9 0 4,721 18,900 6,406: 1,035 13,529
: : :
: : Changes in Commitments from: March 29, 2011 :
: 1,121: 750 606 222 -4 -218 968 610: 153 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 10.1 2.3 0.1 21.4 89.4 33.8: 10.6 66.2
Old : 100.0: 63.7 17.2 7.9 0.3 14.0 71.9 39.1: 28.1 60.9
Other: 100.0: 94.8 8.4 0.0 0.0 23.7 94.8 32.1: 5.2 67.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 22 6 6 1 15 23 27:
Old : 40: 20 7 6 1 13 23 24:
Other: 35: 15 5 2 0 15 15 22:
:----------------------------------------------------------------------------------------------------
: 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 13.7 72.3 20.2 53.0 13.7 70.4 19.9
Old : 33.5 24.3 50.2 31.9 33.5 19.3 47.0 26.1
Other: 64.9 12.1 85.2 18.9 64.9 12.1 85.2 18.9
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 11,989: 988 9,589 1,582 8,802 518 11,372 11,690: 617 300
Old : 11,557: 988 9,573 1,191 8,802 518 10,981 11,282: 577 276
Other: 432: 391 408 0 0 0 391 408: 40 24
: : :
: : Changes in Commitments from: March 29, 2011 :
: -660: 384 -701 112 -1,041 -123 -544 -712: -115 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 80.0 13.2 73.4 4.3 94.9 97.5: 5.1 2.5
Old : 100.0: 8.6 82.8 10.3 76.2 4.5 95.0 97.6: 5.0 2.4
Other: 100.0: 90.6 94.4 0.0 0.0 0.0 90.6 94.4: 9.4 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 6 7 14 7 27 15:
Old : 29: 8 6 7 14 7 27 15:
Other: 4: 1 3 0 0 0 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 65.8 87.4 78.5 96.9 61.1 75.6 69.3 80.0
Old : 67.8 87.4 79.0 97.0 63.3 78.6 71.8 82.9
Other: 90.6 94.4 90.6 94.4 90.6 94.4 90.6 94.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 470,843: 104,623 37,940 114,804 213,401 292,855 432,827 445,599: 38,016 25,244
Old : 350,379: 85,166 46,446 73,607 160,530 209,681 319,303 329,735: 31,076 20,644
Other: 120,464: 37,016 9,052 23,637 52,871 83,175 113,524 115,864: 6,940 4,600
: : :
: : Changes in Commitments from: March 29, 2011 :
: 25,311: 15,658 3,885 8,443 -935 13,146 23,165 25,474: 2,146 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 8.1 24.4 45.3 62.2 91.9 94.6: 8.1 5.4
Old : 100.0: 24.3 13.3 21.0 45.8 59.8 91.1 94.1: 8.9 5.9
Other: 100.0: 30.7 7.5 19.6 43.9 69.0 94.2 96.2: 5.8 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 108 60 106 74 79 240 210:
Old : 278: 110 73 94 70 74 224 200:
Other: 144: 45 33 31 47 47 109 94:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 27.7 21.3 42.7 8.4 19.3 14.3 28.5
Old : 12.4 25.1 21.5 39.0 10.9 18.5 17.3 27.9
Other: 25.4 45.5 40.8 61.6 17.5 32.9 28.4 42.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 653,916: 71,978 120,002 33,435 409,139 325,550 514,552 478,987: 139,364 174,929
Old : 653,916: 71,978 120,002 33,435 409,139 325,550 514,552 478,987: 139,364 174,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 3,175: -2,740 25,845 1,365 9,992 -27,591 8,617 -382: -5,442 3,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.4 5.1 62.6 49.8 78.7 73.2: 21.3 26.8
Old : 100.0: 11.0 18.4 5.1 62.6 49.8 78.7 73.2: 21.3 26.8
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 : 162: 25 39 34 79 69 123 123:
Old : 162: 25 39 34 79 69 123 123:
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 : 17.3 17.0 28.3 26.1 16.7 15.7 26.0 24.1
Old : 17.3 17.0 28.3 26.1 16.7 15.7 26.0 24.1
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 5, 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 : 329,049: 42,527 59,475 1,310 218,809 226,914 262,646 287,698: 66,403 41,351
Old : 329,049: 42,527 59,475 1,310 218,809 226,914 262,646 287,698: 66,403 41,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 7,349: -1,435 2,822 180 7,571 7,508 6,317 10,510: 1,033 -3,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.1 0.4 66.5 69.0 79.8 87.4: 20.2 12.6
Old : 100.0: 12.9 18.1 0.4 66.5 69.0 79.8 87.4: 20.2 12.6
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 : 65: 5 11 3 33 32 39 45:
Old : 65: 5 11 3 33 32 39 45:
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 : 26.8 49.0 46.7 61.9 24.1 48.8 42.9 60.9
Old : 26.8 49.0 46.7 61.9 24.1 48.8 42.9 60.9
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 5, 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 : 7,416: 600 369 775 5,517 5,900 6,892 7,044: 524 372
Old : 7,416: 600 369 775 5,517 5,900 6,892 7,044: 524 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -178: 34 92 114 -398 -405 -250 -199: 72 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 5.0 10.5 74.4 79.6 92.9 95.0: 7.1 5.0
Old : 100.0: 8.1 5.0 10.5 74.4 79.6 92.9 95.0: 7.1 5.0
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 : 34: 7 4 6 19 21 29 28:
Old : 34: 7 4 6 19 21 29 28:
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 : 55.4 45.7 72.2 63.4 29.4 26.2 37.2 36.4
Old : 55.4 45.7 72.2 63.4 29.4 26.2 37.2 36.4
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 5, 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 : 256,611: 49,470 27,886 49,439 113,670 153,941 212,580 231,267: 44,031 25,344
Old : 181,256: 42,385 26,565 26,001 77,927 109,628 146,312 162,194: 34,943 19,062
Other: 75,355: 12,227 6,462 18,298 35,743 44,313 66,267 69,073: 9,088 6,282
: : :
: : Changes in Commitments from: March 29, 2011 :
: 4,965: -2,125 2,996 -1,270 4,887 14 1,493 1,740: 3,472 3,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 10.9 19.3 44.3 60.0 82.8 90.1: 17.2 9.9
Old : 100.0: 23.4 14.7 14.3 43.0 60.5 80.7 89.5: 19.3 10.5
Other: 100.0: 16.2 8.6 24.3 47.4 58.8 87.9 91.7: 12.1 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 62 37 57 74 72 170 144:
Old : 191: 67 33 50 72 64 159 131:
Other: 116: 21 21 31 50 44 95 80:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 32.4 19.2 44.9 7.9 26.1 13.5 32.3
Old : 10.8 34.6 18.9 45.2 8.2 29.6 15.1 38.1
Other: 22.3 36.5 37.6 56.4 18.2 30.6 30.4 43.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 26,533: 7,634 3,344 2,622 9,125 18,942 19,381 24,908: 7,152 1,626
Old : 21,038: 7,172 3,105 1,666 6,740 15,158 15,578 19,929: 5,459 1,108
Other: 5,496: 771 548 647 2,385 3,783 3,803 4,978: 1,693 518
: : :
: : Changes in Commitments from: March 29, 2011 :
: 110: 351 94 -199 -79 373 73 268: 37 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 12.6 9.9 34.4 71.4 73.0 93.9: 27.0 6.1
Old : 100.0: 34.1 14.8 7.9 32.0 72.1 74.0 94.7: 26.0 5.3
Other: 100.0: 14.0 10.0 11.8 43.4 68.8 69.2 90.6: 30.8 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 57 17 22 30 23 97 58:
Old : 110: 53 19 18 24 23 84 56:
Other: 53: 16 10 11 16 16 38 33:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 48.1 27.1 60.3 16.5 42.3 24.2 53.6
Old : 19.6 51.2 29.7 65.2 19.6 49.5 28.9 62.0
Other: 34.6 48.8 44.8 64.3 34.3 47.9 43.3 62.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 1,057,149: 184,266 172,005 70,733 704,416 650,620 959,415 893,358: 97,734 163,790
Old : 1,057,149: 184,266 172,005 70,733 704,416 650,620 959,415 893,358: 97,734 163,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 81,931: -52,411 43,862 2,240 138,728 21,098 88,558 67,201: -6,626 14,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.3 6.7 66.6 61.5 90.8 84.5: 9.2 15.5
Old : 100.0: 17.4 16.3 6.7 66.6 61.5 90.8 84.5: 9.2 15.5
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 : 246: 32 58 38 102 122 158 194:
Old : 246: 32 58 38 102 122 158 194:
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 17.3 38.5 24.3 24.4 15.1 35.2 21.7
Old : 24.6 17.3 38.5 24.3 24.4 15.1 35.2 21.7
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 5, 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 : 1,993,458: 203,880 271,444 230,273 1,273,764 1,077,026 1,707,917 1,578,743: 285,541 414,715
Old : 1,993,458: 203,880 271,444 230,273 1,273,764 1,077,026 1,707,917 1,578,743: 285,541 414,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 40,908: 1,934 55,485 212 36,297 -39,963 38,443 15,735: 2,465 25,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 13.6 11.6 63.9 54.0 85.7 79.2: 14.3 20.8
Old : 100.0: 10.2 13.6 11.6 63.9 54.0 85.7 79.2: 14.3 20.8
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 : 276: 43 72 71 130 150 218 248:
Old : 276: 43 72 71 130 150 218 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 12.9 28.4 19.7 19.1 10.1 26.0 14.6
Old : 19.4 12.9 28.4 19.7 19.1 10.1 26.0 14.6
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 5, 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 : 1,432,024: 249,880 123,296 84,955 899,026 907,947 1,233,861 1,116,198: 198,162 315,826
Old : 1,432,024: 249,880 123,296 84,955 899,026 907,947 1,233,861 1,116,198: 198,162 315,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 52,434: -20,182 -8,861 663 85,295 24,887 65,776 16,689: -13,341 35,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.6 5.9 62.8 63.4 86.2 77.9: 13.8 22.1
Old : 100.0: 17.4 8.6 5.9 62.8 63.4 86.2 77.9: 13.8 22.1
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 : 195: 24 43 33 100 106 146 160:
Old : 195: 24 43 33 100 106 146 160:
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 : 22.5 17.2 34.9 27.4 21.1 15.5 31.8 22.9
Old : 22.5 17.2 34.9 27.4 21.1 15.5 31.8 22.9
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 5, 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 : 957,084: 103,389 68,139 322,975 478,162 501,429 904,527 892,544: 52,557 64,540
Old : 957,084: 103,389 68,139 322,975 478,162 501,429 904,527 892,544: 52,557 64,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -6,317: -14,311 7,991 2,729 -12,667 -35,385 -24,250 -24,665: 17,933 18,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.1 33.7 50.0 52.4 94.5 93.3: 5.5 6.7
Old : 100.0: 10.8 7.1 33.7 50.0 52.4 94.5 93.3: 5.5 6.7
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 : 138: 31 28 44 61 66 114 123:
Old : 138: 31 28 44 61 66 114 123:
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 : 33.9 23.3 48.0 40.1 15.7 9.7 20.8 15.7
Old : 33.9 23.3 48.0 40.1 15.7 9.7 20.8 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 60,333: 26,447 5,000 873 26,151 46,157 53,471 52,030: 6,862 8,302
Old : 60,333: 26,447 5,000 873 26,151 46,157 53,471 52,030: 6,862 8,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 94: 2,337 549 -95 234 -2,794 2,476 -2,340: -2,382 2,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 8.3 1.4 43.3 76.5 88.6 86.2: 11.4 13.8
Old : 100.0: 43.8 8.3 1.4 43.3 76.5 88.6 86.2: 11.4 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 30 11 7 30 33 62 49:
Old : 92: 30 11 7 30 33 62 49:
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 : 38.2 42.3 49.9 57.9 37.8 42.3 49.5 56.9
Old : 38.2 42.3 49.9 57.9 37.8 42.3 49.5 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 120,665: 52,895 10,001 1,745 52,302 92,315 106,942 104,061: 13,723 16,605
Old : 120,665: 52,895 10,001 1,745 52,302 92,315 106,942 104,061: 13,723 16,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 188: 4,673 1,098 -190 469 -5,588 4,952 -4,680: -4,764 4,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 8.3 1.4 43.3 76.5 88.6 86.2: 11.4 13.8
Old : 100.0: 43.8 8.3 1.4 43.3 76.5 88.6 86.2: 11.4 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 30 11 7 30 33 62 49:
Old : 92: 30 11 7 30 33 62 49:
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 : 38.2 42.3 49.9 57.9 37.8 42.3 49.5 56.9
Old : 38.2 42.3 49.9 57.9 37.8 42.3 49.5 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 8,886: 5,594 1,669 37 1,674 5,680 7,305 7,386: 1,581 1,500
Old : 8,886: 5,594 1,669 37 1,674 5,680 7,305 7,386: 1,581 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -793: -725 -1,411 0 -74 642 -799 -769: 6 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 18.8 0.4 18.8 63.9 82.2 83.1: 17.8 16.9
Old : 100.0: 63.0 18.8 0.4 18.8 63.9 82.2 83.1: 17.8 16.9
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 : 21: 12 4 1 1 4 13 9:
Old : 21: 12 4 1 1 4 13 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 : 53.1 75.6 75.6 82.7 53.1 75.6 75.6 82.7
Old : 53.1 75.6 75.6 82.7 53.1 75.6 75.6 82.7
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 5, 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 : 11,225: 650 1,353 7 10,440 9,606 11,097 10,966: 128 259
Old : 11,225: 650 1,353 7 10,440 9,606 11,097 10,966: 128 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -697: 377 88 -4 -1,116 -780 -743 -696: 46 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 12.1 0.1 93.0 85.6 98.9 97.7: 1.1 2.3
Old : 100.0: 5.8 12.1 0.1 93.0 85.6 98.9 97.7: 1.1 2.3
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 : 29: 2 9 1 6 14 8 24:
Old : 29: 2 9 1 6 14 8 24:
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 : 91.8 69.7 98.9 82.4 91.8 69.7 98.5 82.2
Old : 91.8 69.7 98.9 82.4 91.8 69.7 98.5 82.2
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 5, 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 : 28,465: 1,205 1,536 0 26,975 26,697 28,180 28,233: 285 232
Old : 28,465: 1,205 1,536 0 26,975 26,697 28,180 28,233: 285 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -15: 46 -217 0 -186 109 -140 -108: 125 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.4 0.0 94.8 93.8 99.0 99.2: 1.0 0.8
Old : 100.0: 4.2 5.4 0.0 94.8 93.8 99.0 99.2: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 5 0 7 15 10 20:
Old : 28: 3 5 0 7 15 10 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 : 97.4 75.6 98.9 90.4 97.4 75.6 98.8 90.4
Old : 97.4 75.6 98.9 90.4 97.4 75.6 98.8 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2011