WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 12, 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 : 489,557: 101,739 80,168 76,322 271,211 274,895 449,272 431,385: 40,285 58,172
Old : 100,880: 47,194 33,164 1,557 36,203 56,221 84,954 90,942: 15,926 9,938
Other: 388,677: 80,762 73,221 48,548 235,008 218,674 364,318 340,443: 24,359 48,234
: : :
: : Changes in Commitments from: April 5, 2011 :
: -2,291: -2,471 -2,880 -6,098 5,898 6,271 -2,671 -2,707: 380 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.4 15.6 55.4 56.2 91.8 88.1: 8.2 11.9
Old : 100.0: 46.8 32.9 1.5 35.9 55.7 84.2 90.1: 15.8 9.9
Other: 100.0: 20.8 18.8 12.5 60.5 56.3 93.7 87.6: 6.3 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 135 138 163 93 133 332 357:
Old : 338: 132 92 13 42 82 178 183:
Other: 387: 104 133 110 82 128 253 317:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 22.6 37.5 29.8 20.9 19.1 35.1 23.8
Old : 22.8 29.8 34.7 40.6 22.8 29.8 34.7 40.6
Other: 24.7 22.6 40.9 30.6 23.5 18.7 38.0 23.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 12, 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 : 1,659,868: 557,213 107,640 237,482 701,124 1,060,658 1,495,819 1,405,780: 164,049 254,088
Old : 1,070,184: 373,491 126,658 140,150 447,097 656,175 960,738 922,983: 109,446 147,201
Other: 589,684: 253,053 50,313 28,001 254,027 404,483 535,081 482,797: 54,603 106,887
: : :
: : Changes in Commitments from: April 5, 2011 :
: 41,359: 33,609 2,650 19,486 -15,490 13,970 37,605 36,106: 3,754 5,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.5 14.3 42.2 63.9 90.1 84.7: 9.9 15.3
Old : 100.0: 34.9 11.8 13.1 41.8 61.3 89.8 86.2: 10.2 13.8
Other: 100.0: 42.9 8.5 4.7 43.1 68.6 90.7 81.9: 9.3 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 921: 293 133 254 238 404 652 720:
Old : 874: 262 155 205 198 375 570 648:
Other: 724: 199 103 67 141 350 365 504:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 10.7 20.6 17.3 11.3 9.9 17.2 14.7
Old : 15.2 14.7 22.4 21.0 15.2 13.5 21.8 18.6
Other: 20.2 15.6 29.6 22.3 18.1 14.8 27.3 21.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 12, 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 : 13,652: 3,176 64 177 7,343 12,211 10,696 12,452: 2,956 1,200
Old : 4,063: 967 131 0 1,847 3,658 2,814 3,789: 1,249 274
Other: 9,589: 2,340 64 46 5,496 8,553 7,882 8,663: 1,707 926
: : :
: : Changes in Commitments from: April 5, 2011 :
: -80: 276 -293 -142 -59 547 75 112: -155 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 0.5 1.3 53.8 89.4 78.3 91.2: 21.7 8.8
Old : 100.0: 23.8 3.2 0.0 45.5 90.0 69.3 93.3: 30.7 6.7
Other: 100.0: 24.4 0.7 0.5 57.3 89.2 82.2 90.3: 17.8 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 2 5 21 13 41 18:
Old : 27: 9 2 0 13 5 22 7:
Other: 38: 15 1 3 17 12 32 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 : 26.9 65.2 44.0 83.2 26.9 56.4 41.8 70.4
Old : 37.2 88.9 54.5 93.3 37.2 84.1 51.8 86.5
Other: 34.4 57.7 53.2 82.4 34.4 52.3 50.9 73.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 12, 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 : 636,593: 203,436 51,957 100,769 274,861 394,509 579,066 547,235: 57,527 89,358
Old : 371,412: 154,259 51,394 29,329 153,028 247,789 336,616 328,512: 34,796 42,900
Other: 265,181: 89,705 41,091 30,912 121,833 146,720 242,450 218,723: 22,731 46,458
: : :
: : Changes in Commitments from: April 5, 2011 :
: 2,407: -12,561 2,693 18,646 -233 -23,364 5,852 -2,025: -3,445 4,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.2 15.8 43.2 62.0 91.0 86.0: 9.0 14.0
Old : 100.0: 41.5 13.8 7.9 41.2 66.7 90.6 88.4: 9.4 11.6
Other: 100.0: 33.8 15.5 11.7 45.9 55.3 91.4 82.5: 8.6 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 560: 198 108 180 128 191 429 419:
Old : 516: 190 108 112 95 173 335 358:
Other: 431: 125 100 84 84 167 264 307:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 20.1 25.7 27.7 11.9 15.9 18.8 21.8
Old : 19.3 28.6 28.5 38.9 18.5 25.0 26.6 34.4
Other: 22.8 14.9 31.1 22.6 22.2 13.0 30.4 18.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 12, 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 : 25,402: 22,030 1,982 411 17 5,801 22,458 8,194: 2,944 17,208
Old : 5,134: 2,637 320 375 17 821 3,029 1,516: 2,105 3,618
Other: 20,268: 19,417 1,686 12 0 4,980 19,429 6,678: 839 13,590
: : :
: : Changes in Commitments from: April 5, 2011 :
: -684: -680 -652 -182 0 216 -862 -618: 178 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 7.8 1.6 0.1 22.8 88.4 32.3: 11.6 67.7
Old : 100.0: 51.4 6.2 7.3 0.3 16.0 59.0 29.5: 41.0 70.5
Other: 100.0: 95.8 8.3 0.1 0.0 24.6 95.9 32.9: 4.1 67.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 5 10 1 16 22 29:
Old : 37: 16 5 9 1 16 20 27:
Other: 38: 17 5 3 0 16 17 24:
:----------------------------------------------------------------------------------------------------
: 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 : 56.7 12.4 74.5 19.0 55.7 12.1 73.4 18.8
Old : 29.7 18.1 47.1 23.9 27.9 14.5 42.5 19.2
Other: 65.2 12.3 84.9 19.0 65.1 12.3 84.9 19.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 12, 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 : 369,060: 113,209 41,203 48,771 163,858 248,496 325,838 338,470: 43,222 30,590
Old : 268,709: 88,863 45,280 26,125 118,661 171,813 233,649 243,218: 35,060 25,491
Other: 100,351: 39,004 10,581 7,988 45,197 76,683 92,189 95,252: 8,162 5,099
: : :
: : Changes in Commitments from: April 5, 2011 :
: -8,288: -3,319 -754 -4,291 -7,494 -9,451 -15,104 -14,496: 6,816 6,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 11.2 13.2 44.4 67.3 88.3 91.7: 11.7 8.3
Old : 100.0: 33.1 16.9 9.7 44.2 63.9 87.0 90.5: 13.0 9.5
Other: 100.0: 38.9 10.5 8.0 45.0 76.4 91.9 94.9: 8.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 98 59 83 69 68 222 179:
Old : 267: 108 66 68 64 63 206 167:
Other: 140: 46 34 14 46 35 100 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 28.7 21.7 42.2 10.9 23.4 18.1 35.2
Old : 13.8 26.6 23.2 38.5 12.7 23.6 20.9 32.1
Other: 21.3 46.1 37.1 60.4 19.3 40.9 34.2 54.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 12, 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 : 562,684: 37,809 111,720 9,301 367,511 278,708 414,621 399,729: 148,063 162,955
Old : 562,684: 37,809 111,720 9,301 367,511 278,708 414,621 399,729: 148,063 162,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -30,477: -36,866 -9,618 2,792 -15,560 -24,139 -49,634 -30,965: 19,157 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 19.9 1.7 65.3 49.5 73.7 71.0: 26.3 29.0
Old : 100.0: 6.7 19.9 1.7 65.3 49.5 73.7 71.0: 26.3 29.0
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 : 143: 23 31 14 68 59 94 101:
Old : 143: 23 31 14 68 59 94 101:
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 : 19.5 17.5 31.2 27.4 19.0 16.1 27.9 24.8
Old : 19.5 17.5 31.2 27.4 19.0 16.1 27.9 24.8
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 - Futures Only, April 12, 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 : 324,524: 44,460 57,697 590 213,200 226,273 258,250 284,560: 66,274 39,964
Old : 324,524: 44,460 57,697 590 213,200 226,273 258,250 284,560: 66,274 39,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -1,458: 1,933 -2,456 57 -4,747 1,590 -2,757 -809: 1,299 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.8 0.2 65.7 69.7 79.6 87.7: 20.4 12.3
Old : 100.0: 13.7 17.8 0.2 65.7 69.7 79.6 87.7: 20.4 12.3
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 : 64: 6 10 2 32 31 38 43:
Old : 64: 6 10 2 32 31 38 43:
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 : 27.6 49.8 46.4 62.9 24.6 49.8 42.5 62.0
Old : 27.6 49.8 46.4 62.9 24.6 49.8 42.5 62.0
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 12, 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 : 7,590: 578 275 959 5,673 5,999 7,210 7,233: 380 357
Old : 7,590: 578 275 959 5,673 5,999 7,210 7,233: 380 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 174: -22 -94 184 156 99 318 189: -144 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.6 12.6 74.7 79.0 95.0 95.3: 5.0 4.7
Old : 100.0: 7.6 3.6 12.6 74.7 79.0 95.0 95.3: 5.0 4.7
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 : 36: 8 4 8 20 21 32 29:
Old : 36: 8 4 8 20 21 32 29:
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 : 51.9 44.6 69.9 63.0 25.7 25.2 33.4 33.2
Old : 51.9 44.6 69.9 63.0 25.7 25.2 33.4 33.2
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 12, 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 : 225,272: 58,750 31,350 25,287 102,178 141,548 186,215 198,185: 39,057 27,087
Old : 157,756: 49,172 32,015 7,920 70,524 97,591 127,616 137,526: 30,140 20,230
Other: 67,516: 16,249 6,006 10,696 31,654 43,957 58,599 60,659: 8,917 6,857
: : :
: : Changes in Commitments from: April 5, 2011 :
: 3,776: -1,281 5,053 -522 6,888 -4,015 5,085 516: -1,309 3,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 13.9 11.2 45.4 62.8 82.7 88.0: 17.3 12.0
Old : 100.0: 31.2 20.3 5.0 44.7 61.9 80.9 87.2: 19.1 12.8
Other: 100.0: 24.1 8.9 15.8 46.9 65.1 86.8 89.8: 13.2 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 62 33 53 68 52 161 124:
Old : 184: 68 33 37 64 46 149 105:
Other: 117: 25 24 18 43 32 83 67:
:----------------------------------------------------------------------------------------------------
: 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 33.5 20.4 45.2 9.4 28.8 16.3 37.3
Old : 11.4 34.2 20.3 47.7 10.4 33.0 18.3 43.4
Other: 25.4 36.2 40.8 57.2 21.2 34.8 35.2 46.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 12, 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 : 24,512: 7,870 3,668 1,273 8,419 17,750 17,562 22,691: 6,950 1,821
Old : 19,164: 7,358 3,316 567 5,882 14,007 13,807 17,890: 5,357 1,274
Other: 5,348: 752 592 466 2,537 3,743 3,755 4,801: 1,593 547
: : :
: : Changes in Commitments from: April 5, 2011 :
: -2: -114 389 -30 22 -642 -122 -283: 120 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 15.0 5.2 34.3 72.4 71.6 92.6: 28.4 7.4
Old : 100.0: 38.4 17.3 3.0 30.7 73.1 72.0 93.4: 28.0 6.6
Other: 100.0: 14.1 11.1 8.7 47.4 70.0 70.2 89.8: 29.8 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 52 16 15 22 21 80 52:
Old : 100: 50 17 8 16 19 69 44:
Other: 45: 11 9 9 12 15 29 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 50.3 29.5 63.2 17.7 45.7 26.6 58.4
Old : 19.8 54.0 30.5 68.8 19.8 54.0 29.5 68.8
Other: 40.7 50.0 50.2 65.7 40.5 49.1 49.7 64.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 12, 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 : 1,035,323: 255,109 180,859 9,608 685,757 683,331 950,474 873,798: 84,849 161,525
Old : 1,035,323: 255,109 180,859 9,608 685,757 683,331 950,474 873,798: 84,849 161,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 63,667: 71,087 2,147 2,697 410 56,499 74,194 61,343: -10,527 2,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 17.5 0.9 66.2 66.0 91.8 84.4: 8.2 15.6
Old : 100.0: 24.6 17.5 0.9 66.2 66.0 91.8 84.4: 8.2 15.6
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 : 257: 28 62 18 97 124 134 195:
Old : 257: 28 62 18 97 124 134 195:
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 : 31.3 19.3 45.2 26.8 31.3 16.5 43.0 23.6
Old : 31.3 19.3 45.2 26.8 31.3 16.5 43.0 23.6
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 12, 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 : 1,654,200: 211,171 293,085 27,811 1,142,665 937,338 1,381,647 1,258,234: 272,553 395,966
Old : 1,654,200: 211,171 293,085 27,811 1,142,665 937,338 1,381,647 1,258,234: 272,553 395,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 48,827: 488 1,737 2,948 36,762 33,421 40,198 38,106: 8,629 10,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 17.7 1.7 69.1 56.7 83.5 76.1: 16.5 23.9
Old : 100.0: 12.8 17.7 1.7 69.1 56.7 83.5 76.1: 16.5 23.9
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 : 271: 46 61 31 101 129 159 209:
Old : 271: 46 61 31 101 129 159 209:
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 : 23.0 14.8 32.6 23.4 22.6 12.2 31.1 17.8
Old : 23.0 14.8 32.6 23.4 22.6 12.2 31.1 17.8
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 12, 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 : 1,325,636: 297,392 139,555 14,885 826,713 884,053 1,138,990 1,038,493: 186,646 287,143
Old : 1,325,636: 297,392 139,555 14,885 826,713 884,053 1,138,990 1,038,493: 186,646 287,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 23,256: 41,831 3,390 2,046 -22,864 31,890 21,013 37,326: 2,243 -14,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 10.5 1.1 62.4 66.7 85.9 78.3: 14.1 21.7
Old : 100.0: 22.4 10.5 1.1 62.4 66.7 85.9 78.3: 14.1 21.7
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 : 198: 25 45 14 85 100 113 156:
Old : 198: 25 45 14 85 100 113 156:
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 : 23.7 19.5 36.5 29.2 22.4 17.3 33.2 25.8
Old : 23.7 19.5 36.5 29.2 22.4 17.3 33.2 25.8
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 12, 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 : 652,385: 109,145 58,071 73,759 430,562 467,233 613,466 599,063: 38,919 53,322
Old : 652,385: 109,145 58,071 73,759 430,562 467,233 613,466 599,063: 38,919 53,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 13,698: -7,667 -11,603 3,804 14,142 15,392 10,279 7,593: 3,419 6,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 8.9 11.3 66.0 71.6 94.0 91.8: 6.0 8.2
Old : 100.0: 16.7 8.9 11.3 66.0 71.6 94.0 91.8: 6.0 8.2
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 : 128: 24 26 32 55 62 97 110:
Old : 128: 24 26 32 55 62 97 110:
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 : 37.0 29.5 51.8 43.1 24.1 14.9 32.3 24.1
Old : 37.0 29.5 51.8 43.1 24.1 14.9 32.3 24.1
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 12, 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 : 59,261: 26,079 4,368 154 26,172 47,223 52,404 51,744: 6,857 7,517
Old : 59,261: 26,079 4,368 154 26,172 47,223 52,404 51,744: 6,857 7,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 454: -609 -577 113 825 1,581 329 1,117: 125 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 7.4 0.3 44.2 79.7 88.4 87.3: 11.6 12.7
Old : 100.0: 44.0 7.4 0.3 44.2 79.7 88.4 87.3: 11.6 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 38 6 2 26 30 64 38:
Old : 95: 38 6 2 26 30 64 38:
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 : 37.7 45.4 51.2 62.0 37.4 45.4 49.7 62.0
Old : 37.7 45.4 51.2 62.0 37.4 45.4 49.7 62.0
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 12, 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 : 118,521: 52,157 8,735 307 52,344 94,445 104,808 103,487: 13,713 15,034
Old : 118,521: 52,157 8,735 307 52,344 94,445 104,808 103,487: 13,713 15,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 908: -1,217 -1,154 226 1,649 3,162 658 2,234: 250 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 7.4 0.3 44.2 79.7 88.4 87.3: 11.6 12.7
Old : 100.0: 44.0 7.4 0.3 44.2 79.7 88.4 87.3: 11.6 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 38 6 2 26 30 64 38:
Old : 95: 38 6 2 26 30 64 38:
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 : 37.7 45.4 51.2 62.0 37.4 45.4 49.7 62.0
Old : 37.7 45.4 51.2 62.0 37.4 45.4 49.7 62.0
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 12, 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 : 8,424: 4,556 1,669 37 1,704 5,798 6,297 7,504: 2,127 920
Old : 8,424: 4,556 1,669 37 1,704 5,798 6,297 7,504: 2,127 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -462: -1,038 0 0 30 118 -1,008 118: 546 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 19.8 0.4 20.2 68.8 74.8 89.1: 25.2 10.9
Old : 100.0: 54.1 19.8 0.4 20.2 68.8 74.8 89.1: 25.2 10.9
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 : 45.2 81.7 67.5 88.6 45.2 81.7 67.5 88.6
Old : 45.2 81.7 67.5 88.6 45.2 81.7 67.5 88.6
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 12, 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 : 11,229: 482 1,323 26 10,609 9,599 11,117 10,948: 112 281
Old : 11,229: 482 1,323 26 10,609 9,599 11,117 10,948: 112 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 4: -168 -30 19 169 -7 20 -18: -16 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 11.8 0.2 94.5 85.5 99.0 97.5: 1.0 2.5
Old : 100.0: 4.3 11.8 0.2 94.5 85.5 99.0 97.5: 1.0 2.5
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 : 30: 2 10 1 6 13 8 24:
Old : 30: 2 10 1 6 13 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 : 93.6 67.1 99.0 82.3 93.6 67.1 98.6 82.1
Old : 93.6 67.1 99.0 82.3 93.6 67.1 98.6 82.1
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 12, 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 : 28,609: 1,317 1,871 0 27,171 26,147 28,488 28,018: 121 591
Old : 28,609: 1,317 1,871 0 27,171 26,147 28,488 28,018: 121 591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 144: 112 335 0 196 -550 308 -215: -164 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.5 0.0 95.0 91.4 99.6 97.9: 0.4 2.1
Old : 100.0: 4.6 6.5 0.0 95.0 91.4 99.6 97.9: 0.4 2.1
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 : 28: 2 6 0 8 14 10 20:
Old : 28: 2 6 0 8 14 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 : 98.5 75.1 99.4 89.3 98.5 75.1 99.4 89.3
Old : 98.5 75.1 99.4 89.3 98.5 75.1 99.4 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2011