WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 584,831: 95,208 150,758 151,281 302,840 227,265 549,329 529,304: 35,502 55,527
Old : 104,532: 24,067 35,384 22,916 46,375 35,062 93,359 93,362: 11,173 11,170
Other: 480,299: 80,460 124,694 119,045 256,465 192,204 455,970 435,942: 24,329 44,357
: : :
: : Changes in Commitments from: April 10, 2012 :
: 3,466: -117 6,896 2,741 458 -5,503 3,082 4,134: 384 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 25.8 25.9 51.8 38.9 93.9 90.5: 6.1 9.5
Old : 100.0: 23.0 33.8 21.9 44.4 33.5 89.3 89.3: 10.7 10.7
Other: 100.0: 16.8 26.0 24.8 53.4 40.0 94.9 90.8: 5.1 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 110 167 172 92 112 308 356:
Old : 253: 82 74 75 70 64 189 176:
Other: 388: 94 168 143 78 107 267 332:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 11.0 32.3 18.3 18.3 9.2 29.0 14.9
Old : 22.5 22.5 33.5 33.0 22.2 21.6 31.5 30.4
Other: 23.0 12.9 35.5 20.4 21.2 10.3 33.0 16.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 1,865,114: 338,075 145,204 570,204 786,231 831,543 1,694,511 1,546,951: 170,604 318,163
Old : 1,238,367: 256,300 157,400 369,266 502,363 531,294 1,127,929 1,057,960: 110,439 180,407
Other: 626,747: 166,296 72,325 116,417 283,869 300,250 566,582 488,991: 60,165 137,755
: : :
: : Changes in Commitments from: April 10, 2012 :
: 27,862: -15,603 18,723 9,758 31,108 -4,678 25,263 23,803: 2,600 4,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 7.8 30.6 42.2 44.6 90.9 82.9: 9.1 17.1
Old : 100.0: 20.7 12.7 29.8 40.6 42.9 91.1 85.4: 8.9 14.6
Other: 100.0: 26.5 11.5 18.6 45.3 47.9 90.4 78.0: 9.6 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 765: 206 173 282 266 340 605 679:
Old : 726: 183 176 236 231 317 530 622:
Other: 606: 145 128 146 166 289 389 489:
:----------------------------------------------------------------------------------------------------
: 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 10.1 18.7 15.3 8.7 5.0 14.2 8.4
Old : 11.4 9.2 20.4 14.7 10.6 5.9 17.3 9.2
Other: 15.0 15.7 25.1 21.1 12.4 11.3 19.8 15.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 11,985: 2,291 500 621 6,621 9,000 9,533 10,121: 2,452 1,864
Old : 3,002: 538 118 202 1,370 1,982 2,110 2,303: 892 699
Other: 8,983: 1,850 479 321 5,251 7,018 7,423 7,818: 1,561 1,165
: : :
: : Changes in Commitments from: April 10, 2012 :
: -114: -248 -9 -57 424 -43 119 -109: -234 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 4.2 5.2 55.2 75.1 79.5 84.4: 20.5 15.6
Old : 100.0: 17.9 3.9 6.7 45.6 66.0 70.3 76.7: 29.7 23.3
Other: 100.0: 20.6 5.3 3.6 58.5 78.1 82.6 87.0: 17.4 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 7 5 17 12 31 20:
Old : 25: 6 4 4 10 9 19 14:
Other: 32: 8 6 4 16 11 27 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 62.8 50.2 72.2 25.4 49.4 41.3 56.6
Old : 39.1 51.6 56.5 65.0 27.7 34.2 39.6 45.4
Other: 32.4 66.9 57.6 77.9 31.7 56.3 49.6 64.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 1,137,348: 287,175 43,017 382,051 393,873 596,930 1,063,099 1,021,998: 74,249 115,350
Old : 639,176: 203,723 34,376 213,678 181,742 337,726 599,144 585,780: 40,031 53,396
Other: 498,172: 116,886 42,075 134,939 212,130 259,204 463,955 436,218: 34,217 61,955
: : :
: : Changes in Commitments from: April 10, 2012 :
: 41,634: 2,793 1,475 22,737 11,407 12,639 36,936 36,851: 4,697 4,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 3.8 33.6 34.6 52.5 93.5 89.9: 6.5 10.1
Old : 100.0: 31.9 5.4 33.4 28.4 52.8 93.7 91.6: 6.3 8.4
Other: 100.0: 23.5 8.4 27.1 42.6 52.0 93.1 87.6: 6.9 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 645: 253 141 261 177 217 559 514:
Old : 600: 212 158 194 130 207 446 463:
Other: 489: 157 105 178 144 191 393 397:
:----------------------------------------------------------------------------------------------------
: 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 16.1 18.0 23.8 6.7 12.7 11.3 17.4
Old : 11.7 16.7 19.7 25.9 9.3 15.2 16.0 22.7
Other: 15.7 18.7 23.4 27.3 11.0 11.3 17.3 16.8
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 10,959: 1,904 2,056 5,508 3,119 3,234 10,532 10,799: 427 160
Old : 10,923: 1,875 2,058 5,504 3,119 3,234 10,498 10,796: 425 127
Other: 36: 31 0 2 0 0 33 2: 2 33
: : :
: : Changes in Commitments from: April 10, 2012 :
: 2,056: 938 1,016 602 387 414 1,927 2,032: 129 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.8 50.3 28.5 29.5 96.1 98.5: 3.9 1.5
Old : 100.0: 17.2 18.8 50.4 28.6 29.6 96.1 98.8: 3.9 1.2
Other: 100.0: 86.6 0.0 6.7 0.0 0.0 93.3 6.7: 6.7 93.3
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 6 11 7 9 19 21:
Old : 25: 7 6 11 7 9 19 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 : 65.0 66.9 81.6 82.1 13.4 21.0 21.7 26.4
Old : 64.9 67.1 81.5 82.3 13.2 21.0 21.5 26.5
Other: 93.3 6.7 93.3 6.7 86.6 0.0 86.6 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 446,749: 109,321 54,838 95,266 198,893 271,391 403,480 421,494: 43,268 25,254
Old : 328,161: 104,942 61,593 55,841 135,229 192,398 296,012 309,832: 32,149 18,329
Other: 118,588: 29,212 18,077 14,593 63,664 78,993 107,469 111,662: 11,119 6,925
: : :
: : Changes in Commitments from: April 10, 2012 :
: -4,758: -2,995 -2,430 3,111 -4,297 -4,247 -4,180 -3,567: -577 -1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 12.3 21.3 44.5 60.7 90.3 94.3: 9.7 5.7
Old : 100.0: 32.0 18.8 17.0 41.2 58.6 90.2 94.4: 9.8 5.6
Other: 100.0: 24.6 15.2 12.3 53.7 66.6 90.6 94.2: 9.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 104 71 104 67 80 234 215:
Old : 281: 104 83 84 64 77 214 203:
Other: 157: 55 31 42 45 49 119 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 27.3 23.9 37.7 9.3 20.5 15.8 27.4
Old : 16.7 25.4 24.8 34.7 13.0 23.5 20.0 30.4
Other: 18.9 39.0 32.5 55.3 18.4 34.6 30.9 49.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 699,905: 61,452 67,032 62,186 418,023 414,633 541,661 543,852: 158,244 156,053
Old : 699,905: 61,452 67,032 62,186 418,023 414,633 541,661 543,852: 158,244 156,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -29,982: -4,323 -11,663 -1,960 -25,941 -18,226 -32,223 -31,849: 2,241 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.6 8.9 59.7 59.2 77.4 77.7: 22.6 22.3
Old : 100.0: 8.8 9.6 8.9 59.7 59.2 77.4 77.7: 22.6 22.3
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 : 172: 24 42 45 92 85 150 138:
Old : 172: 24 42 45 92 85 150 138:
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 : 16.2 14.2 23.7 24.1 12.0 13.5 18.0 21.3
Old : 16.2 14.2 23.7 24.1 12.0 13.5 18.0 21.3
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 17, 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 : 367,536: 43,796 27,342 249 268,728 287,970 312,773 315,561: 54,762 51,975
Old : 367,536: 43,796 27,342 249 268,728 287,970 312,773 315,561: 54,762 51,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 10,246: 4,167 -3,205 -50 7,778 13,703 11,895 10,448: -1,650 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.4 0.1 73.1 78.4 85.1 85.9: 14.9 14.1
Old : 100.0: 11.9 7.4 0.1 73.1 78.4 85.1 85.9: 14.9 14.1
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 : 73: 6 7 2 38 44 44 53:
Old : 73: 6 7 2 38 44 44 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 44.9 45.8 55.8 25.3 44.8 42.2 55.2
Old : 26.1 44.9 45.8 55.8 25.3 44.8 42.2 55.2
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 17, 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 : 11,631: 1,779 339 1,631 7,717 9,142 11,127 11,112: 504 519
Old : 11,631: 1,779 339 1,631 7,717 9,142 11,127 11,112: 504 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -244: -715 -164 23 443 -105 -249 -246: 5 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 2.9 14.0 66.3 78.6 95.7 95.5: 4.3 4.5
Old : 100.0: 15.3 2.9 14.0 66.3 78.6 95.7 95.5: 4.3 4.5
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 : 41: 8 5 6 21 22 33 31:
Old : 41: 8 5 6 21 22 33 31:
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 : 42.7 48.9 62.0 69.0 14.6 18.9 23.8 24.7
Old : 42.7 48.9 62.0 69.0 14.6 18.9 23.8 24.7
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 17, 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 : 305,408: 110,741 10,910 52,275 95,999 217,699 259,015 280,883: 46,393 24,525
Old : 215,293: 90,382 10,736 32,049 57,312 153,889 179,743 196,675: 35,549 18,618
Other: 90,115: 24,422 4,235 16,164 38,687 63,810 79,272 84,208: 10,843 5,907
: : :
: : Changes in Commitments from: April 10, 2012 :
: 7,397: 4,629 -2,274 -1,247 2,412 10,746 5,793 7,225: 1,604 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 3.6 17.1 31.4 71.3 84.8 92.0: 15.2 8.0
Old : 100.0: 42.0 5.0 14.9 26.6 71.5 83.5 91.4: 16.5 8.6
Other: 100.0: 27.1 4.7 17.9 42.9 70.8 88.0 93.4: 12.0 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 105 28 61 71 78 208 147:
Old : 223: 94 32 50 65 74 183 139:
Other: 138: 44 19 31 43 50 104 88:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 33.0 19.3 44.8 8.1 28.3 14.5 36.3
Old : 10.6 34.8 19.3 45.4 10.6 31.2 17.8 40.3
Other: 25.4 40.8 37.7 54.7 21.3 33.9 31.3 45.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 16,166: 4,270 4,475 1,623 6,931 8,274 12,824 14,371: 3,343 1,795
Old : 13,598: 4,016 4,481 963 5,657 6,615 10,636 12,059: 2,963 1,540
Other: 2,568: 768 508 146 1,273 1,659 2,188 2,312: 380 255
: : :
: : Changes in Commitments from: April 10, 2012 :
: -1,010: 416 -1,087 -703 -305 1,641 -593 -149: -417 -861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 27.7 10.0 42.9 51.2 79.3 88.9: 20.7 11.1
Old : 100.0: 29.5 33.0 7.1 41.6 48.6 78.2 88.7: 21.8 11.3
Other: 100.0: 29.9 19.8 5.7 49.6 64.6 85.2 90.1: 14.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 30 17 14 22 17 57 47:
Old : 77: 30 19 13 22 14 56 43:
Other: 33: 9 7 6 9 13 20 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 : 23.1 36.1 37.2 50.5 21.6 31.3 32.6 44.7
Old : 23.3 36.8 35.9 53.9 21.9 36.0 32.4 52.0
Other: 60.6 50.7 72.7 73.6 58.0 48.8 69.6 71.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 897,925: 206,367 173,571 53,970 522,019 569,315 782,355 796,855: 115,570 101,070
Old : 897,925: 206,367 173,571 53,970 522,019 569,315 782,355 796,855: 115,570 101,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 40,183: 22,831 -16,547 -1,578 -119 64,882 21,134 46,758: 19,049 -6,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.3 6.0 58.1 63.4 87.1 88.7: 12.9 11.3
Old : 100.0: 23.0 19.3 6.0 58.1 63.4 87.1 88.7: 12.9 11.3
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 : 220: 43 42 29 99 102 152 163:
Old : 220: 43 42 29 99 102 152 163:
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 : 21.3 20.8 31.6 30.2 18.9 19.8 28.1 28.7
Old : 21.3 20.8 31.6 30.2 18.9 19.8 28.1 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 2,330,452: 186,717 316,762 279,025 1,573,178 1,375,922 2,038,920 1,971,709: 291,531 358,743
Old : 2,330,452: 186,717 316,762 279,025 1,573,178 1,375,922 2,038,920 1,971,709: 291,531 358,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 69,793: 25,320 -5,364 20,206 21,032 58,649 66,558 73,491: 3,235 -3,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.6 12.0 67.5 59.0 87.5 84.6: 12.5 15.4
Old : 100.0: 8.0 13.6 12.0 67.5 59.0 87.5 84.6: 12.5 15.4
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 : 308: 37 80 74 158 172 244 277:
Old : 308: 37 80 74 158 172 244 277:
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 13.2 32.4 21.2 21.7 9.3 28.6 14.1
Old : 23.7 13.2 32.4 21.2 21.7 9.3 28.6 14.1
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 17, 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 : 1,555,721: 327,677 157,551 149,173 845,165 1,000,054 1,322,014 1,306,778: 233,707 248,943
Old : 1,555,721: 327,677 157,551 149,173 845,165 1,000,054 1,322,014 1,306,778: 233,707 248,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 29,735: 39,671 13,472 27,122 -71,751 -14,666 -4,958 25,927: 34,693 3,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 10.1 9.6 54.3 64.3 85.0 84.0: 15.0 16.0
Old : 100.0: 21.1 10.1 9.6 54.3 64.3 85.0 84.0: 15.0 16.0
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 : 209: 35 39 37 94 116 149 172:
Old : 209: 35 39 37 94 116 149 172:
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 : 25.0 18.0 34.4 27.2 21.8 17.5 29.8 23.8
Old : 25.0 18.0 34.4 27.2 21.8 17.5 29.8 23.8
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 with Delta-adjusted Options and Futures Combined, April 17, 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 : 611,490: 43,719 78,409 148,963 389,699 332,856 582,381 560,228: 29,109 51,262
Old : 611,490: 43,719 78,409 148,963 389,699 332,856 582,381 560,228: 29,109 51,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 9,516: -27,651 4,215 13,773 19,858 -11,272 5,981 6,717: 3,536 2,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.8 24.4 63.7 54.4 95.2 91.6: 4.8 8.4
Old : 100.0: 7.1 12.8 24.4 63.7 54.4 95.2 91.6: 4.8 8.4
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 : 88: 13 21 30 46 51 77 85:
Old : 88: 13 21 30 46 51 77 85:
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 : 39.7 23.8 52.0 38.8 26.0 16.6 31.5 23.7
Old : 39.7 23.8 52.0 38.8 26.0 16.6 31.5 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 53,134: 20,021 6,736 775 25,566 40,576 46,362 48,087: 6,772 5,047
Old : 53,134: 20,021 6,736 775 25,566 40,576 46,362 48,087: 6,772 5,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 1,983: 1,944 -1,461 119 1,324 2,970 3,386 1,629: -1,403 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 12.7 1.5 48.1 76.4 87.3 90.5: 12.7 9.5
Old : 100.0: 37.7 12.7 1.5 48.1 76.4 87.3 90.5: 12.7 9.5
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 : 106: 38 14 9 32 32 77 48:
Old : 106: 38 14 9 32 32 77 48:
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 : 25.8 40.4 40.1 57.2 25.8 40.4 40.1 56.6
Old : 25.8 40.4 40.1 57.2 25.8 40.4 40.1 56.6
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 17, 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 : 106,268: 40,042 13,473 1,549 51,132 81,152 92,723 96,174: 13,545 10,094
Old : 106,268: 40,042 13,473 1,549 51,132 81,152 92,723 96,174: 13,545 10,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 3,966: 3,888 -2,921 238 2,647 5,941 6,773 3,258: -2,807 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 12.7 1.5 48.1 76.4 87.3 90.5: 12.7 9.5
Old : 100.0: 37.7 12.7 1.5 48.1 76.4 87.3 90.5: 12.7 9.5
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 : 106: 38 14 9 32 32 77 48:
Old : 106: 38 14 9 32 32 77 48:
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 : 25.8 40.4 40.1 57.2 25.8 40.4 40.1 56.6
Old : 25.8 40.4 40.1 57.2 25.8 40.4 40.1 56.6
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 17, 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 : 7,412: 5,104 5,909 880 1,361 598 7,345 7,387: 67 25
Old : 7,412: 5,104 5,909 880 1,361 598 7,345 7,387: 67 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 64: 58 132 0 0 -40 58 92: 6 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 79.7 11.9 18.4 8.1 99.1 99.7: 0.9 0.3
Old : 100.0: 68.9 79.7 11.9 18.4 8.1 99.1 99.7: 0.9 0.3
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 : 23: 11 9 2 1 2 14 11:
Old : 23: 11 9 2 1 2 14 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 : 62.5 67.6 91.2 96.3 62.5 62.4 84.7 84.4
Old : 62.5 67.6 91.2 96.3 62.5 62.4 84.7 84.4
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 17, 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 : 9,756: 3,977 411 21 5,593 9,193 9,591 9,625: 165 131
Old : 9,756: 3,977 411 21 5,593 9,193 9,591 9,625: 165 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -345: -308 -20 0 -51 -315 -359 -335: 14 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 4.2 0.2 57.3 94.2 98.3 98.7: 1.7 1.3
Old : 100.0: 40.8 4.2 0.2 57.3 94.2 98.3 98.7: 1.7 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 : 28: 8 4 1 5 12 13 17:
Old : 28: 8 4 1 5 12 13 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 : 80.4 78.0 94.5 91.2 80.2 78.0 94.3 91.2
Old : 80.4 78.0 94.5 91.2 80.2 78.0 94.3 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 8,600: 2,262 1,513 0 6,136 7,035 8,398 8,548: 202 52
Old : 8,600: 2,262 1,513 0 6,136 7,035 8,398 8,548: 202 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 678: 746 452 0 -71 271 675 723: 3 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 17.6 0.0 71.3 81.8 97.7 99.4: 2.3 0.6
Old : 100.0: 26.3 17.6 0.0 71.3 81.8 97.7 99.4: 2.3 0.6
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 : 35: 8 10 0 5 13 13 23:
Old : 35: 8 10 0 5 13 13 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 : 84.6 57.9 95.3 77.6 84.6 57.9 95.3 77.6
Old : 84.6 57.9 95.3 77.6 84.6 57.9 95.3 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2012