WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 628,819: 98,727 72,700 171,420 315,219 326,270 585,366 570,390: 43,453 58,429
Old : 89,218: 23,377 17,575 28,929 24,380 36,450 76,685 82,954: 12,534 6,265
Other: 539,601: 89,814 69,589 128,027 290,839 289,819 508,681 487,436: 30,920 52,165
: : :
: : Changes in Commitments from: April 12, 2011 :
: -4,642: 3,343 4,180 -572 -4,494 -3,106 -1,722 503: -2,920 -5,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.6 27.3 50.1 51.9 93.1 90.7: 6.9 9.3
Old : 100.0: 26.2 19.7 32.4 27.3 40.9 86.0 93.0: 14.0 7.0
Other: 100.0: 16.6 12.9 23.7 53.9 53.7 94.3 90.3: 5.7 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 467: 160 134 206 109 141 376 396:
Old : 302: 110 79 102 65 87 218 225:
Other: 444: 141 143 173 98 137 334 370:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 16.4 30.4 23.2 15.4 13.2 26.0 17.2
Old : 13.7 16.3 21.6 24.3 12.7 13.3 19.1 20.8
Other: 21.3 18.2 34.2 26.0 17.2 14.6 29.2 19.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,481,319: 494,544 93,210 852,234 904,354 1,234,862 2,251,132 2,180,306: 230,187 301,013
Old : 1,580,147: 295,250 111,562 566,320 575,222 737,569 1,436,792 1,415,451: 143,355 164,697
Other: 901,172: 269,467 51,821 215,741 329,132 497,293 814,340 764,856: 86,832 136,316
: : :
: : Changes in Commitments from: April 12, 2011 :
: -6,196: 18,197 1,224 1,136 -34,154 -807 -14,821 1,554: 8,625 -7,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 3.8 34.3 36.4 49.8 90.7 87.9: 9.3 12.1
Old : 100.0: 18.7 7.1 35.8 36.4 46.7 90.9 89.6: 9.1 10.4
Other: 100.0: 29.9 5.8 23.9 36.5 55.2 90.4 84.9: 9.6 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 964: 304 150 344 311 442 765 826:
Old : 920: 258 179 301 270 421 679 772:
Other: 785: 220 123 175 205 392 498 624:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 9.8 17.3 16.0 8.1 6.2 11.8 9.4
Old : 11.5 11.9 19.1 17.3 10.0 8.3 14.6 11.6
Other: 13.5 12.5 22.0 18.9 9.7 9.2 15.9 13.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,444: 3,227 144 1,172 7,683 12,878 12,082 14,194: 3,362 1,251
Old : 2,662: 301 11 193 1,297 2,238 1,792 2,443: 870 219
Other: 12,782: 2,934 141 971 6,385 10,639 10,290 11,751: 2,492 1,031
: : :
: : Changes in Commitments from: April 12, 2011 :
: -154: 217 22 -78 -462 -28 -323 -84: 170 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 0.9 7.6 49.7 83.4 78.2 91.9: 21.8 8.1
Old : 100.0: 11.3 0.4 7.3 48.7 84.1 67.3 91.8: 32.7 8.2
Other: 100.0: 23.0 1.1 7.6 50.0 83.2 80.5 91.9: 19.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 4 6 21 14 41 22:
Old : 26: 7 2 4 14 7 23 11:
Other: 42: 17 3 6 18 13 36 21:
:----------------------------------------------------------------------------------------------------
: 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 59.8 40.4 79.1 21.7 49.1 34.4 64.0
Old : 26.4 88.8 47.0 91.7 24.6 71.1 39.1 71.2
Other: 28.7 56.2 46.3 78.0 25.9 47.5 41.0 66.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 912,002: 144,186 51,056 335,400 367,221 430,622 846,807 817,078: 65,195 94,923
Old : 523,047: 112,150 45,886 170,325 200,432 262,091 482,907 478,302: 40,139 44,745
Other: 388,955: 78,096 51,231 119,014 166,789 168,531 363,900 338,776: 25,055 50,179
: : :
: : Changes in Commitments from: April 12, 2011 :
: -7,877: -6,766 5,531 2,262 -653 -11,967 -5,157 -4,174: -2,719 -3,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 5.6 36.8 40.3 47.2 92.9 89.6: 7.1 10.4
Old : 100.0: 21.4 8.8 32.6 38.3 50.1 92.3 91.4: 7.7 8.6
Other: 100.0: 20.1 13.2 30.6 42.9 43.3 93.6 87.1: 6.4 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 604: 205 141 265 154 210 500 514:
Old : 559: 194 132 220 126 193 427 459:
Other: 456: 120 128 141 101 181 306 373:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 16.1 25.4 24.5 10.3 9.0 15.0 13.0
Old : 15.6 21.3 25.3 30.0 12.9 14.4 18.0 20.9
Other: 20.6 15.4 29.9 24.6 15.9 9.4 21.6 14.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 24,450: 21,005 1,998 209 8 5,666 21,222 7,873: 3,228 16,577
Old : 4,023: 1,886 335 101 8 655 1,995 1,091: 2,028 2,932
Other: 20,427: 19,178 1,722 49 0 5,011 19,227 6,782: 1,200 13,645
: : :
: : Changes in Commitments from: April 12, 2011 :
: -952: -1,025 16 -202 -9 -135 -1,236 -321: 284 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 8.2 0.9 0.0 23.2 86.8 32.2: 13.2 67.8
Old : 100.0: 46.9 8.3 2.5 0.2 16.3 49.6 27.1: 50.4 72.9
Other: 100.0: 93.9 8.4 0.2 0.0 24.5 94.1 33.2: 5.9 66.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 5 7 2 16 17 27:
Old : 32: 12 4 7 2 16 15 26:
Other: 35: 14 5 5 0 16 14 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 12.9 78.0 19.5 59.4 12.7 77.6 19.3
Old : 34.7 18.7 46.1 22.8 34.5 18.7 44.7 22.3
Other: 65.2 12.3 84.7 19.1 65.0 12.3 84.5 19.1
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,017: 1,061 9,183 2,139 8,038 383 11,238 11,705: 779 313
Old : 10,957: 1,061 9,077 1,198 8,038 383 10,297 10,658: 659 299
Other: 1,061: 532 638 409 0 0 941 1,047: 120 13
: : :
: : Changes in Commitments from: April 12, 2011 :
: -82: 149 -711 637 -1,019 -9 -232 -83: 150 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 76.4 17.8 66.9 3.2 93.5 97.4: 6.5 2.6
Old : 100.0: 9.7 82.8 10.9 73.4 3.5 94.0 97.3: 6.0 2.7
Other: 100.0: 50.1 60.2 38.6 0.0 0.0 88.7 98.7: 11.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 10 6 8 13 7 28 16:
Old : 29: 10 5 8 13 7 28 15:
Other: 4: 2 2 3 0 0 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 61.1 88.7 77.1 96.7 56.5 72.4 64.8 76.5
Old : 65.2 88.4 77.5 96.7 61.9 79.1 71.1 82.9
Other: 88.7 98.7 88.7 98.7 50.1 60.2 50.1 60.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 442,448: 101,097 35,702 100,527 198,849 278,914 400,472 415,143: 41,975 27,305
Old : 319,661: 80,191 40,450 63,380 142,523 193,847 286,094 297,677: 33,568 21,984
Other: 122,787: 35,206 9,552 22,847 56,326 85,067 114,379 117,466: 8,408 5,321
: : :
: : Changes in Commitments from: April 12, 2011 :
: -18,074: 3,977 -1,428 -9,939 -9,424 -2,788 -15,385 -14,154: -2,689 -3,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 8.1 22.7 44.9 63.0 90.5 93.8: 9.5 6.2
Old : 100.0: 25.1 12.7 19.8 44.6 60.6 89.5 93.1: 10.5 6.9
Other: 100.0: 28.7 7.8 18.6 45.9 69.3 93.2 95.7: 6.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 105 68 109 70 75 240 207:
Old : 274: 104 82 93 66 71 224 196:
Other: 147: 54 30 36 46 43 114 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 27.9 20.7 41.5 8.3 20.3 14.0 28.1
Old : 13.7 24.2 22.4 37.9 10.5 18.0 16.8 25.2
Other: 19.6 44.4 33.4 59.7 16.9 38.4 28.4 48.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 632,978: 54,785 102,644 39,794 397,761 322,972 492,341 465,410: 140,638 167,568
Old : 632,978: 54,785 102,644 39,794 397,761 322,972 492,341 465,410: 140,638 167,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 2,745: 20,416 -7,241 -578 2,581 19,238 22,419 11,418: -19,675 -8,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 16.2 6.3 62.8 51.0 77.8 73.5: 22.2 26.5
Old : 100.0: 8.7 16.2 6.3 62.8 51.0 77.8 73.5: 22.2 26.5
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 : 157: 27 38 39 71 70 121 124:
Old : 157: 27 38 39 71 70 121 124:
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 : 17.9 15.4 28.1 24.0 17.1 13.7 25.6 21.6
Old : 17.9 15.4 28.1 24.0 17.1 13.7 25.6 21.6
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 325,362: 42,403 58,645 1,629 220,095 224,306 264,127 284,580: 61,235 40,783
Old : 325,362: 42,403 58,645 1,629 220,095 224,306 264,127 284,580: 61,235 40,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -1,938: -2,057 1,529 355 6,068 -3,848 4,366 -1,964: -6,305 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.0 0.5 67.6 68.9 81.2 87.5: 18.8 12.5
Old : 100.0: 13.0 18.0 0.5 67.6 68.9 81.2 87.5: 18.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 5 10 3 35 32 41 44:
Old : 64: 5 10 3 35 32 41 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 50.7 47.9 63.2 27.3 50.3 45.3 62.7
Old : 29.0 50.7 47.9 63.2 27.3 50.3 45.3 62.7
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,527: 923 334 686 5,586 6,210 7,195 7,230: 332 297
Old : 7,527: 923 334 686 5,586 6,210 7,195 7,230: 332 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -63: 345 59 -273 -87 211 -15 -3: -48 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 4.4 9.1 74.2 82.5 95.6 96.1: 4.4 3.9
Old : 100.0: 12.3 4.4 9.1 74.2 82.5 95.6 96.1: 4.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 3 8 21 22 33 30:
Old : 37: 9 3 8 21 22 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 45.1 69.7 64.4 29.0 24.8 35.8 32.7
Old : 50.7 45.1 69.7 64.4 29.0 24.8 35.8 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 270,799: 44,702 35,812 54,601 129,255 149,924 228,559 240,338: 42,240 30,461
Old : 184,443: 39,344 36,296 24,364 88,212 101,451 151,919 162,111: 32,524 22,332
Other: 86,356: 14,115 8,273 21,481 41,044 48,473 76,639 78,227: 9,717 8,129
: : :
: : Changes in Commitments from: April 12, 2011 :
: 10,876: -1,815 2,265 4,878 8,257 1,889 11,320 9,033: -445 1,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.2 20.2 47.7 55.4 84.4 88.8: 15.6 11.2
Old : 100.0: 21.3 19.7 13.2 47.8 55.0 82.4 87.9: 17.6 12.1
Other: 100.0: 16.3 9.6 24.9 47.5 56.1 88.7 90.6: 11.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 59 44 76 77 71 181 167:
Old : 205: 65 43 59 75 68 167 152:
Other: 133: 28 31 34 52 45 103 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 : 15.4 29.6 24.0 40.3 8.0 21.4 14.2 27.3
Old : 13.7 31.8 22.1 42.6 10.3 28.0 17.6 36.7
Other: 27.7 29.4 41.1 49.5 20.7 25.6 32.5 35.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,977: 7,243 3,463 2,451 9,129 18,287 18,822 24,200: 7,154 1,776
Old : 19,915: 6,625 3,018 1,639 6,144 14,195 14,408 18,853: 5,507 1,063
Other: 6,061: 853 679 577 2,984 4,092 4,414 5,348: 1,647 714
: : :
: : Changes in Commitments from: April 12, 2011 :
: -379: -154 -362 -50 -136 164 -340 -248: -39 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 13.3 9.4 35.1 70.4 72.5 93.2: 27.5 6.8
Old : 100.0: 33.3 15.2 8.2 30.9 71.3 72.3 94.7: 27.7 5.3
Other: 100.0: 14.1 11.2 9.5 49.2 67.5 72.8 88.2: 27.2 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 53 18 21 29 22 93 55:
Old : 104: 51 17 18 22 22 80 53:
Other: 52: 15 11 12 16 15 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 : 17.4 48.2 27.8 59.1 16.7 42.7 25.1 52.8
Old : 19.1 51.9 28.2 64.9 18.3 50.5 27.4 61.7
Other: 43.6 47.4 52.3 62.0 43.4 46.2 51.5 60.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,101,399: 306,558 161,376 47,998 647,178 728,065 1,001,734 937,439: 99,665 163,960
Old : 1,101,399: 306,558 161,376 47,998 647,178 728,065 1,001,734 937,439: 99,665 163,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -1,955: 52,247 -11,631 -12,136 -54,748 23,086 -14,637 -681: 12,682 -1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 14.7 4.4 58.8 66.1 91.0 85.1: 9.0 14.9
Old : 100.0: 27.8 14.7 4.4 58.8 66.1 91.0 85.1: 9.0 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 50 57 36 103 133 172 207:
Old : 272: 50 57 36 103 133 172 207:
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 : 28.4 19.8 40.6 27.6 28.4 16.7 39.2 24.1
Old : 28.4 19.8 40.6 27.6 28.4 16.7 39.2 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,999,926: 188,111 214,055 230,078 1,319,783 1,174,363 1,737,972 1,618,496: 261,954 381,430
Old : 1,999,926: 188,111 214,055 230,078 1,319,783 1,174,363 1,737,972 1,618,496: 261,954 381,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -22,956: -10,302 -64,598 18,817 134 62,941 8,649 17,161: -31,605 -40,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.7 11.5 66.0 58.7 86.9 80.9: 13.1 19.1
Old : 100.0: 9.4 10.7 11.5 66.0 58.7 86.9 80.9: 13.1 19.1
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 : 287: 40 72 77 144 159 233 259:
Old : 287: 40 72 77 144 159 233 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 14.2 28.0 21.7 19.4 11.4 26.2 16.3
Old : 19.6 14.2 28.0 21.7 19.4 11.4 26.2 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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,485,625: 303,580 113,801 105,783 879,232 978,147 1,288,595 1,197,732: 197,030 287,893
Old : 1,485,625: 303,580 113,801 105,783 879,232 978,147 1,288,595 1,197,732: 197,030 287,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 31,246: 18,523 -8,427 5,947 10,266 46,956 34,735 44,477: -3,489 -13,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 7.7 7.1 59.2 65.8 86.7 80.6: 13.3 19.4
Old : 100.0: 20.4 7.7 7.1 59.2 65.8 86.7 80.6: 13.3 19.4
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 : 212: 39 33 34 107 115 156 172:
Old : 212: 39 33 34 107 115 156 172:
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 : 21.8 19.1 33.8 28.1 20.6 17.1 30.1 24.4
Old : 21.8 19.1 33.8 28.1 20.6 17.1 30.1 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 998,691: 102,410 63,098 340,510 515,678 538,640 958,598 942,249: 40,094 56,443
Old : 998,691: 102,410 63,098 340,510 515,678 538,640 958,598 942,249: 40,094 56,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 14,853: 6,509 4,304 5,532 18,868 18,980 30,909 28,816: -16,056 -13,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.3 34.1 51.6 53.9 96.0 94.3: 4.0 5.7
Old : 100.0: 10.3 6.3 34.1 51.6 53.9 96.0 94.3: 4.0 5.7
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 : 144: 33 30 46 65 70 119 130:
Old : 144: 33 30 46 65 70 119 130:
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 : 33.6 22.5 48.8 39.8 16.3 9.4 21.3 15.2
Old : 33.6 22.5 48.8 39.8 16.3 9.4 21.3 15.2
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 54,502: 20,235 4,538 781 26,206 41,169 47,221 46,488: 7,280 8,014
Old : 54,502: 20,235 4,538 781 26,206 41,169 47,221 46,488: 7,280 8,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -6,309: -5,621 169 -194 -752 -6,662 -6,567 -6,686: 258 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 8.3 1.4 48.1 75.5 86.6 85.3: 13.4 14.7
Old : 100.0: 37.1 8.3 1.4 48.1 75.5 86.6 85.3: 13.4 14.7
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 : 100: 38 10 7 32 31 71 47:
Old : 100: 38 10 7 32 31 71 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 40.6 45.6 57.6 30.5 40.1 43.9 56.5
Old : 31.1 40.6 45.6 57.6 30.5 40.1 43.9 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 109,004: 40,470 9,076 1,561 52,412 82,338 94,443 92,975: 14,561 16,028
Old : 109,004: 40,470 9,076 1,561 52,412 82,338 94,443 92,975: 14,561 16,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -12,618: -11,241 339 -388 -1,505 -13,323 -13,134 -13,373: 516 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 8.3 1.4 48.1 75.5 86.6 85.3: 13.4 14.7
Old : 100.0: 37.1 8.3 1.4 48.1 75.5 86.6 85.3: 13.4 14.7
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 : 100: 38 10 7 32 31 71 47:
Old : 100: 38 10 7 32 31 71 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 40.6 45.6 57.6 30.5 40.1 43.9 56.5
Old : 31.1 40.6 45.6 57.6 30.5 40.1 43.9 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,543: 4,693 2,006 37 1,684 5,580 6,414 7,623: 2,129 920
Old : 8,543: 4,693 2,006 37 1,684 5,580 6,414 7,623: 2,129 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 119: 137 337 0 -20 -218 117 119: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 23.5 0.4 19.7 65.3 75.1 89.2: 24.9 10.8
Old : 100.0: 54.9 23.5 0.4 19.7 65.3 75.1 89.2: 24.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 5 1 1 4 13 10:
Old : 22: 12 5 1 1 4 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 80.2 68.1 87.9 46.2 80.2 68.1 87.9
Old : 46.2 80.2 68.1 87.9 46.2 80.2 68.1 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,067: 652 1,221 47 10,261 9,555 10,960 10,823: 107 244
Old : 11,067: 652 1,221 47 10,261 9,555 10,960 10,823: 107 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -162: 170 -102 21 -348 -44 -157 -125: -5 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.0 0.4 92.7 86.3 99.0 97.8: 1.0 2.2
Old : 100.0: 5.9 11.0 0.4 92.7 86.3 99.0 97.8: 1.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 8 1 6 14 10 23:
Old : 30: 4 8 1 6 14 10 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.4 67.4 98.6 82.8 90.4 67.4 98.1 82.6
Old : 90.4 67.4 98.6 82.8 90.4 67.4 98.1 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 29,131: 1,527 820 554 26,864 26,269 28,945 27,643: 186 1,488
Old : 29,131: 1,527 820 554 26,864 26,269 28,945 27,643: 186 1,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 522: 210 -1,051 554 -307 122 457 -375: 65 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.8 1.9 92.2 90.2 99.4 94.9: 0.6 5.1
Old : 100.0: 5.2 2.8 1.9 92.2 90.2 99.4 94.9: 0.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 6 1 8 14 13 20:
Old : 30: 4 6 1 8 14 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.0 72.6 98.7 86.3 95.0 72.6 97.0 85.8
Old : 95.0 72.6 98.7 86.3 95.0 72.6 97.0 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2011