WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 580,296: 96,500 136,657 148,552 299,139 240,771 544,192 525,981: 36,104 54,315
Old : 188,396: 53,731 81,034 27,821 90,324 62,351 171,876 171,206: 16,520 17,190
Other: 391,899: 67,720 80,574 95,780 208,815 178,421 372,315 354,775: 19,584 37,124
: : :
: : Changes in Commitments from: March 27, 2012 :
: 34,995: 3,608 6,315 4,730 29,612 24,722 37,950 35,767: -2,955 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.5 25.6 51.5 41.5 93.8 90.6: 6.2 9.4
Old : 100.0: 28.5 43.0 14.8 47.9 33.1 91.2 90.9: 8.8 9.1
Other: 100.0: 17.3 20.6 24.4 53.3 45.5 95.0 90.5: 5.0 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 121 154 173 89 116 314 352:
Old : 332: 122 102 83 67 75 219 230:
Other: 346: 90 127 123 73 108 247 282:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 12.7 32.6 20.3 17.9 10.6 28.3 16.8
Old : 25.4 19.8 35.3 32.2 25.3 19.8 34.4 31.5
Other: 25.2 15.9 36.3 24.1 23.0 14.4 32.7 20.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,856,305: 358,269 122,530 565,418 763,806 861,034 1,687,493 1,548,982: 168,813 307,323
Old : 1,285,930: 277,136 132,322 386,812 508,954 582,112 1,172,903 1,101,246: 113,027 184,684
Other: 570,376: 159,853 68,929 99,885 254,852 278,923 514,590 447,736: 55,786 122,639
: : :
: : Changes in Commitments from: March 27, 2012 :
: 112,033: -4,136 15,197 56,983 53,970 27,587 106,816 99,767: 5,216 12,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 6.6 30.5 41.1 46.4 90.9 83.4: 9.1 16.6
Old : 100.0: 21.6 10.3 30.1 39.6 45.3 91.2 85.6: 8.8 14.4
Other: 100.0: 28.0 12.1 17.5 44.7 48.9 90.2 78.5: 9.8 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 756: 220 160 276 253 333 601 656:
Old : 717: 196 166 237 219 316 530 611:
Other: 582: 134 122 144 156 288 369 479:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 10.3 18.4 15.6 8.8 5.9 14.3 9.4
Old : 12.2 9.6 20.7 15.4 10.6 6.3 16.7 9.6
Other: 16.3 15.9 25.9 21.7 13.0 11.2 20.2 16.2
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,969: 5,114 2,223 3,982 1,202 4,176 10,297 10,380: 672 589
Old : 10,713: 5,096 2,223 3,770 1,202 4,176 10,068 10,169: 645 544
Other: 256: 212 194 17 0 0 230 211: 26 45
: : :
: : Changes in Commitments from: March 27, 2012 :
: 2,136: 1,205 772 676 189 575 2,069 2,023: 67 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 20.3 36.3 11.0 38.1 93.9 94.6: 6.1 5.4
Old : 100.0: 47.6 20.7 35.2 11.2 39.0 94.0 94.9: 6.0 5.1
Other: 100.0: 83.0 75.8 6.7 0.0 0.0 89.7 82.6: 10.3 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 2 9 5 7 16 17:
Old : 20: 10 2 9 5 7 16 17:
Other: 4: 1 3 3 0 0 4 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 : 52.9 51.9 76.9 76.6 24.8 39.6 39.8 49.3
Old : 54.1 52.5 78.5 76.6 27.1 40.5 42.4 50.5
Other: 89.7 82.6 89.7 82.6 83.0 75.8 83.0 75.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,566: 2,477 444 581 6,075 8,762 9,133 9,787: 2,433 1,779
Old : 5,203: 2,156 165 253 1,315 3,781 3,724 4,199: 1,479 1,005
Other: 6,363: 336 294 314 4,760 4,981 5,409 5,588: 954 774
: : :
: : Changes in Commitments from: March 27, 2012 :
: -56: 61 -369 -125 -196 279 -259 -215: 203 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 3.8 5.0 52.5 75.8 79.0 84.6: 21.0 15.4
Old : 100.0: 41.4 3.2 4.9 25.3 72.7 71.6 80.7: 28.4 19.3
Other: 100.0: 5.3 4.6 4.9 74.8 78.3 85.0 87.8: 15.0 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 6 4 15 14 29 21:
Old : 31: 10 4 4 10 11 22 17:
Other: 25: 5 3 4 13 12 20 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 64.0 48.3 74.6 26.0 52.8 42.2 61.1
Old : 35.7 62.0 55.5 73.7 35.7 59.1 53.9 66.9
Other: 40.8 65.7 66.5 80.2 38.0 60.9 54.1 65.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,048,315: 276,488 31,681 332,742 372,442 575,094 981,672 939,517: 66,643 108,798
Old : 608,974: 197,825 34,727 190,829 185,289 332,273 573,944 557,830: 35,031 51,145
Other: 439,341: 108,234 26,525 112,342 187,153 242,821 407,729 381,687: 31,612 57,654
: : :
: : Changes in Commitments from: March 27, 2012 :
: 109,102: 24,775 3,594 41,649 41,673 57,379 108,097 102,623: 1,005 6,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 3.0 31.7 35.5 54.9 93.6 89.6: 6.4 10.4
Old : 100.0: 32.5 5.7 31.3 30.4 54.6 94.2 91.6: 5.8 8.4
Other: 100.0: 24.6 6.0 25.6 42.6 55.3 92.8 86.9: 7.2 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 244 126 241 170 208 518 491:
Old : 568: 200 150 177 129 197 418 441:
Other: 446: 140 89 149 137 178 351 358:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 18.2 18.5 26.2 7.0 12.9 11.8 19.0
Old : 12.3 16.6 20.0 26.4 9.0 14.8 15.7 23.0
Other: 15.6 24.0 24.2 32.0 12.3 17.5 19.1 22.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,332: 15,449 635 368 58 3,402 15,875 4,405: 3,457 14,927
Old : 7,005: 4,739 633 151 58 1,038 4,948 1,822: 2,057 5,183
Other: 12,327: 10,917 209 10 0 2,364 10,927 2,583: 1,400 9,744
: : :
: : Changes in Commitments from: March 27, 2012 :
: 1,454: 1,485 220 6 -26 234 1,465 460: -11 994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 3.3 1.9 0.3 17.6 82.1 22.8: 17.9 77.2
Old : 100.0: 67.7 9.0 2.2 0.8 14.8 70.6 26.0: 29.4 74.0
Other: 100.0: 88.6 1.7 0.1 0.0 19.2 88.6 21.0: 11.4 79.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 3 7 1 7 16 17:
Old : 23: 12 5 5 1 6 14 15:
Other: 18: 9 2 3 0 7 9 12:
:----------------------------------------------------------------------------------------------------
: 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 : 53.9 13.0 71.8 19.1 53.7 13.0 70.8 18.8
Old : 45.2 13.6 60.5 22.2 45.2 13.6 59.5 22.2
Other: 66.7 14.4 87.4 20.1 66.7 14.4 87.3 20.1
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,196: 805 1,006 3,835 2,275 2,119 6,915 6,960: 281 236
Old : 7,186: 802 1,007 3,831 2,275 2,119 6,908 6,957: 278 229
Other: 9: 5 0 2 0 0 7 2: 2 7
: : :
: : Changes in Commitments from: March 27, 2012 :
: -604: -91 -148 49 -536 -510 -578 -608: -26 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.0 53.3 31.6 29.4 96.1 96.7: 3.9 3.3
Old : 100.0: 11.2 14.0 53.3 31.7 29.5 96.1 96.8: 3.9 3.2
Other: 100.0: 52.6 0.0 23.7 0.0 0.0 76.3 23.7: 23.7 76.3
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 4 9 7 11 17 21:
Old : 23: 7 4 9 7 11 17 21:
Other: 2: 2 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 62.6 82.7 80.6 15.1 16.0 20.0 21.9
Old : 65.7 62.7 82.8 80.7 15.1 16.0 20.0 22.0
Other: 76.3 23.7 76.3 23.7 52.6 0.0 52.6 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 415,254: 99,703 57,197 75,332 197,155 257,148 372,190 389,677: 43,064 25,577
Old : 321,116: 94,473 63,507 46,317 146,477 192,063 287,266 301,887: 33,850 19,229
Other: 94,139: 22,731 11,190 11,515 50,678 65,085 84,924 87,790: 9,215 6,348
: : :
: : Changes in Commitments from: March 27, 2012 :
: 775: 4,725 -3,155 -764 -6,391 5,526 -2,429 1,608: 3,204 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 13.8 18.1 47.5 61.9 89.6 93.8: 10.4 6.2
Old : 100.0: 29.4 19.8 14.4 45.6 59.8 89.5 94.0: 10.5 6.0
Other: 100.0: 24.1 11.9 12.2 53.8 69.1 90.2 93.3: 9.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 95 79 94 72 76 231 199:
Old : 278: 96 83 73 70 74 212 190:
Other: 137: 45 27 36 39 43 104 91:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 26.5 23.5 38.0 10.0 22.5 16.6 30.2
Old : 15.0 26.5 24.5 35.6 11.8 25.2 19.3 32.8
Other: 18.3 40.1 33.1 56.3 17.8 37.7 31.0 50.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 701,920: 55,517 76,272 62,043 435,885 408,046 553,445 546,362: 148,475 155,558
Old : 701,920: 55,517 76,272 62,043 435,885 408,046 553,445 546,362: 148,475 155,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 15,923: 10,431 -5,966 11,123 -12,923 18,514 8,631 23,670: 7,292 -7,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 10.9 8.8 62.1 58.1 78.8 77.8: 21.2 22.2
Old : 100.0: 7.9 10.9 8.8 62.1 58.1 78.8 77.8: 21.2 22.2
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 : 165: 24 42 44 84 80 140 134:
Old : 165: 24 42 44 84 80 140 134:
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 : 16.4 15.1 25.4 25.6 12.2 12.7 18.1 21.2
Old : 16.4 15.1 25.4 25.6 12.2 12.7 18.1 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 345,215: 38,111 26,266 296 251,527 271,705 289,934 298,267: 55,281 46,948
Old : 345,215: 38,111 26,266 296 251,527 271,705 289,934 298,267: 55,281 46,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -6,522: -3,105 164 -652 308 -6,165 -3,449 -6,653: -3,073 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.6 0.1 72.9 78.7 84.0 86.4: 16.0 13.6
Old : 100.0: 11.0 7.6 0.1 72.9 78.7 84.0 86.4: 16.0 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 5 7 2 37 45 42 54:
Old : 70: 5 7 2 37 45 42 54:
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 : 27.0 43.2 46.3 55.0 25.4 43.2 40.9 53.8
Old : 27.0 43.2 46.3 55.0 25.4 43.2 40.9 53.8
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 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,249: 2,631 721 1,417 7,669 9,645 11,717 11,783: 532 466
Old : 12,249: 2,631 721 1,417 7,669 9,645 11,717 11,783: 532 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 816: 271 253 19 609 545 899 817: -83 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 5.9 11.6 62.6 78.7 95.7 96.2: 4.3 3.8
Old : 100.0: 21.5 5.9 11.6 62.6 78.7 95.7 96.2: 4.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 5 5 21 22 35 30:
Old : 43: 11 5 5 21 22 35 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 : 43.7 45.2 62.5 66.8 19.6 18.2 27.1 26.0
Old : 43.7 45.2 62.5 66.8 19.6 18.2 27.1 26.0
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 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 290,352: 103,216 12,037 50,238 93,673 207,284 247,127 269,558: 43,225 20,794
Old : 218,151: 90,706 12,070 31,835 61,282 158,371 183,823 202,275: 34,328 15,876
Other: 72,201: 16,858 4,315 14,054 32,391 48,913 63,303 67,283: 8,897 4,918
: : :
: : Changes in Commitments from: March 27, 2012 :
: 18,565: 10,047 -2,700 2,829 6,425 19,374 19,301 19,504: -736 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 4.1 17.3 32.3 71.4 85.1 92.8: 14.9 7.2
Old : 100.0: 41.6 5.5 14.6 28.1 72.6 84.3 92.7: 15.7 7.3
Other: 100.0: 23.3 6.0 19.5 44.9 67.7 87.7 93.2: 12.3 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 103 29 57 71 78 202 146:
Old : 224: 96 31 46 66 75 182 138:
Other: 124: 32 24 31 44 43 99 79:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 32.7 19.9 45.5 8.6 27.2 15.3 35.1
Old : 10.9 34.6 19.2 46.8 10.5 29.3 18.4 40.6
Other: 28.8 40.7 41.9 56.9 25.1 31.6 33.8 45.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,971: 3,844 5,375 2,406 7,358 6,928 13,608 14,709: 3,364 2,262
Old : 15,204: 4,191 5,375 1,843 6,214 5,953 12,248 13,172: 2,956 2,032
Other: 1,767: 124 470 92 1,143 975 1,359 1,537: 408 230
: : :
: : Changes in Commitments from: March 27, 2012 :
: 621: -252 -268 902 -26 -166 623 468: -2 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 31.7 14.2 43.4 40.8 80.2 86.7: 19.8 13.3
Old : 100.0: 27.6 35.4 12.1 40.9 39.2 80.6 86.6: 19.4 13.4
Other: 100.0: 7.0 26.6 5.2 64.7 55.2 76.9 87.0: 23.1 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 21 21 13 23 19 53 47:
Old : 74: 22 21 12 22 15 51 42:
Other: 30: 6 6 5 9 11 17 20:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 28.2 40.6 43.8 23.5 22.4 34.8 35.9
Old : 25.7 29.5 42.7 45.6 23.7 25.5 37.4 40.3
Other: 53.9 57.3 68.3 75.1 52.5 57.3 65.7 74.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 854,351: 157,800 186,580 61,823 542,137 493,033 761,761 741,437: 92,591 112,915
Old : 854,351: 157,800 186,580 61,823 542,137 493,033 761,761 741,437: 92,591 112,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -27,257: 19,797 -18,227 5,263 -61,575 -12,486 -36,515 -25,450: 9,258 -1,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 21.8 7.2 63.5 57.7 89.2 86.8: 10.8 13.2
Old : 100.0: 18.5 21.8 7.2 63.5 57.7 89.2 86.8: 10.8 13.2
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 : 215: 38 47 30 100 92 153 154:
Old : 215: 38 47 30 100 92 153 154:
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 : 18.6 25.9 31.1 34.9 17.6 24.7 27.9 31.6
Old : 18.6 25.9 31.1 34.9 17.6 24.7 27.9 31.6
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 with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,230,592: 148,204 338,870 259,859 1,543,500 1,241,070 1,951,563 1,839,799: 279,029 390,793
Old : 2,230,592: 148,204 338,870 259,859 1,543,500 1,241,070 1,951,563 1,839,799: 279,029 390,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 82,045: -13,682 -17,780 48,926 37,988 39,888 73,232 71,034: 8,813 11,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 15.2 11.6 69.2 55.6 87.5 82.5: 12.5 17.5
Old : 100.0: 6.6 15.2 11.6 69.2 55.6 87.5 82.5: 12.5 17.5
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 : 294: 38 71 65 155 165 233 261:
Old : 294: 38 71 65 155 165 233 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 15.6 32.5 22.6 23.6 11.6 28.9 16.3
Old : 25.3 15.6 32.5 22.6 23.6 11.6 28.9 16.3
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 with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,462,573: 255,074 131,030 111,044 917,287 965,853 1,283,406 1,207,927: 179,167 254,645
Old : 1,462,573: 255,074 131,030 111,044 917,287 965,853 1,283,406 1,207,927: 179,167 254,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -91,640: -5,478 -38,636 9,627 -110,044 -61,050 -105,895 -90,059: 14,254 -1,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 9.0 7.6 62.7 66.0 87.7 82.6: 12.3 17.4
Old : 100.0: 17.4 9.0 7.6 62.7 66.0 87.7 82.6: 12.3 17.4
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 : 195: 25 40 34 95 108 140 162:
Old : 195: 25 40 34 95 108 140 162:
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 : 27.1 23.9 37.2 32.4 23.5 22.8 32.2 30.2
Old : 27.1 23.9 37.2 32.4 23.5 22.8 32.2 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 598,894: 76,212 82,041 128,245 367,805 342,628 572,262 552,914: 26,631 45,979
Old : 598,894: 76,212 82,041 128,245 367,805 342,628 572,262 552,914: 26,631 45,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -62,733: -3,788 3,344 -13,465 -46,015 -52,814 -63,268 -62,934: 535 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.7 21.4 61.4 57.2 95.6 92.3: 4.4 7.7
Old : 100.0: 12.7 13.7 21.4 61.4 57.2 95.6 92.3: 4.4 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 : 84: 14 20 30 43 47 74 81:
Old : 84: 14 20 30 43 47 74 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 25.8 57.5 42.2 32.1 18.2 37.4 26.6
Old : 42.6 25.8 57.5 42.2 32.1 18.2 37.4 26.6
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 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,781: 19,744 6,915 781 25,644 40,785 46,169 48,481: 7,612 5,300
Old : 53,781: 19,744 6,915 781 25,644 40,785 46,169 48,481: 7,612 5,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -879: -1,256 805 -108 190 -2,321 -1,174 -1,624: 296 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 12.9 1.5 47.7 75.8 85.8 90.1: 14.2 9.9
Old : 100.0: 36.7 12.9 1.5 47.7 75.8 85.8 90.1: 14.2 9.9
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 : 101: 37 11 10 33 28 76 43:
Old : 101: 37 11 10 33 28 76 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 : 27.5 39.9 42.7 55.8 27.5 39.8 42.7 54.6
Old : 27.5 39.9 42.7 55.8 27.5 39.8 42.7 54.6
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 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,562: 39,488 13,830 1,562 51,288 81,570 92,338 96,963: 15,224 10,600
Old : 107,562: 39,488 13,830 1,562 51,288 81,570 92,338 96,963: 15,224 10,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -1,757: -2,512 1,610 -216 379 -4,641 -2,348 -3,248: 591 1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 12.9 1.5 47.7 75.8 85.8 90.1: 14.2 9.9
Old : 100.0: 36.7 12.9 1.5 47.7 75.8 85.8 90.1: 14.2 9.9
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 : 101: 37 11 10 33 28 76 43:
Old : 101: 37 11 10 33 28 76 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 : 27.5 39.9 42.7 55.8 27.5 39.8 42.7 54.6
Old : 27.5 39.9 42.7 55.8 27.5 39.8 42.7 54.6
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 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 7,345: 5,047 5,764 878 1,361 643 7,286 7,285: 59 60
Old : 7,345: 5,047 5,764 878 1,361 643 7,286 7,285: 59 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -190: 167 7 -330 -32 113 -195 -210: 5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 78.5 12.0 18.5 8.8 99.2 99.2: 0.8 0.8
Old : 100.0: 68.7 78.5 12.0 18.5 8.8 99.2 99.2: 0.8 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 : 22: 10 9 2 1 2 13 11:
Old : 22: 10 9 2 1 2 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 66.6 92.0 93.5 63.1 59.4 85.3 81.6
Old : 63.1 66.6 92.0 93.5 63.1 59.4 85.3 81.6
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 with Delta-adjusted Options and Futures Combined, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,621: 4,992 507 24 5,471 9,948 10,487 10,479: 134 142
Old : 10,621: 4,992 507 24 5,471 9,948 10,487 10,479: 134 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 461: 988 155 0 -516 302 472 457: -11 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 4.8 0.2 51.5 93.7 98.7 98.7: 1.3 1.3
Old : 100.0: 47.0 4.8 0.2 51.5 93.7 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 5 1 6 11 14 17:
Old : 29: 8 5 1 6 11 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 80.0 96.0 91.4 84.9 80.0 95.8 91.3
Old : 84.9 80.0 96.0 91.4 84.9 80.0 95.8 91.3
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 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 8,144: 825 1,079 0 7,166 6,982 7,991 8,061: 153 83
Old : 8,144: 825 1,079 0 7,166 6,982 7,991 8,061: 153 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 585: -1,021 253 0 1,576 346 555 599: 30 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 13.2 0.0 88.0 85.7 98.1 99.0: 1.9 1.0
Old : 100.0: 10.1 13.2 0.0 88.0 85.7 98.1 99.0: 1.9 1.0
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 : 30: 4 9 0 5 13 9 22:
Old : 30: 4 9 0 5 13 9 22:
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 : 93.0 61.2 97.8 78.1 93.0 61.2 97.6 78.1
Old : 93.0 61.2 97.8 78.1 93.0 61.2 97.6 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012