WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 583,881: 116,980 131,873 188,236 237,117 205,787 542,332 525,895: 41,549 57,986
Old : 217,545: 77,983 86,726 48,178 75,202 59,517 201,363 194,421: 16,182 23,124
Other: 366,336: 62,330 68,480 116,724 161,915 146,270 340,969 331,474: 25,367 34,862
: : :
: : Changes in Commitments from: March 26, 2013 :
: -2,264: -6,300 -3,211 14,550 -11,809 -16,610 -3,558 -5,271: 1,294 3,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 22.6 32.2 40.6 35.2 92.9 90.1: 7.1 9.9
Old : 100.0: 35.8 39.9 22.1 34.6 27.4 92.6 89.4: 7.4 10.6
Other: 100.0: 17.0 18.7 31.9 44.2 39.9 93.1 90.5: 6.9 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 131 143 155 109 122 322 345:
Old : 348: 112 112 93 81 89 235 252:
Other: 327: 87 114 107 86 110 239 269:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 11.2 24.4 19.7 11.1 7.4 18.3 12.6
Old : 13.4 16.0 24.3 27.5 11.0 16.0 20.5 26.1
Other: 18.8 15.2 29.9 23.9 13.9 7.7 20.5 12.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,895,395: 370,116 211,464 569,357 767,307 834,471 1,706,780 1,615,292: 188,615 280,104
Old : 1,236,978: 248,111 151,343 336,773 526,211 590,171 1,111,095 1,078,286: 125,883 158,692
Other: 658,417: 203,409 141,525 151,180 241,096 244,300 595,685 537,006: 62,732 121,412
: : :
: : Changes in Commitments from: March 26, 2013 :
: 76,840: -59,259 38,239 79,853 43,676 -44,384 64,271 73,708: 12,569 3,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 11.2 30.0 40.5 44.0 90.0 85.2: 10.0 14.8
Old : 100.0: 20.1 12.2 27.2 42.5 47.7 89.8 87.2: 10.2 12.8
Other: 100.0: 30.9 21.5 23.0 36.6 37.1 90.5 81.6: 9.5 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 196 186 256 275 329 617 633:
Old : 715: 166 184 209 235 311 529 583:
Other: 618: 148 125 143 203 280 424 481:
:----------------------------------------------------------------------------------------------------
: 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 13.7 18.6 20.4 7.3 8.4 13.7 12.4
Old : 11.5 12.7 21.1 20.1 9.8 8.6 16.4 13.0
Other: 16.9 21.3 26.6 28.6 15.2 18.1 22.1 23.4
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,371: 5,144 1,713 1,261 2,689 5,619 9,094 8,593: 277 779
Old : 9,296: 5,072 1,713 1,259 2,689 5,545 9,020 8,517: 276 779
Other: 75: 74 1 0 0 74 74 75: 1 -0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 182: 252 323 -14 -112 -50 126 259: 56 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 18.3 13.5 28.7 60.0 97.0 91.7: 3.0 8.3
Old : 100.0: 54.6 18.4 13.5 28.9 59.6 97.0 91.6: 3.0 8.4
Other: 100.0: 98.0 2.0 0.0 0.0 98.0 98.0 100.0: 2.0 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 6 7 7 9 14 22:
Old : 22: 7 6 7 7 9 14 22:
Other: 3: 1 1 0 0 1 1 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 : 57.0 55.5 79.4 73.2 46.6 48.4 61.2 60.2
Old : 56.7 55.1 79.2 73.0 46.2 48.0 61.0 59.9
Other: 98.0 100.0 98.0 100.0 98.0 100.0 98.0 100.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,094: 4,322 332 986 4,259 9,682 9,566 10,999: 2,528 1,095
Old : 7,890: 4,000 318 308 1,510 6,604 5,818 7,231: 2,072 659
Other: 4,205: 554 245 446 2,749 3,077 3,749 3,768: 456 436
: : :
: : Changes in Commitments from: March 26, 2013 :
: -291: -359 136 -262 204 71 -417 -55: 126 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 2.7 8.1 35.2 80.1 79.1 90.9: 20.9 9.1
Old : 100.0: 50.7 4.0 3.9 19.1 83.7 73.7 91.7: 26.3 8.3
Other: 100.0: 13.2 5.8 10.6 65.4 73.2 89.2 89.6: 10.8 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 5 7 14 14 36 23:
Old : 42: 17 5 5 13 13 32 21:
Other: 32: 6 6 5 13 12 23 19:
:----------------------------------------------------------------------------------------------------
: 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 : 36.7 53.3 50.8 71.2 36.7 52.3 50.8 69.2
Old : 40.1 60.4 52.6 76.2 40.1 58.8 52.6 73.8
Other: 52.9 50.0 69.2 73.9 52.9 50.0 64.5 69.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 780,729: 168,053 66,970 255,043 298,821 384,200 721,917 706,213: 58,812 74,516
Old : 535,630: 138,235 51,042 142,667 211,227 302,821 492,129 496,531: 43,501 39,099
Other: 245,100: 61,675 47,784 80,519 87,593 81,379 229,788 209,682: 15,312 35,417
: : :
: : Changes in Commitments from: March 26, 2013 :
: -14,348: -14,197 13,102 4,122 -391 -34,415 -10,466 -17,190: -3,882 2,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 8.6 32.7 38.3 49.2 92.5 90.5: 7.5 9.5
Old : 100.0: 25.8 9.5 26.6 39.4 56.5 91.9 92.7: 8.1 7.3
Other: 100.0: 25.2 19.5 32.9 35.7 33.2 93.8 85.5: 6.2 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 176 142 222 121 141 407 413:
Old : 459: 178 128 194 111 121 375 363:
Other: 335: 103 106 103 78 99 239 253:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 13.1 21.8 22.5 10.2 9.7 15.7 15.5
Old : 17.5 17.5 24.9 26.5 15.8 14.0 22.2 22.4
Other: 18.3 17.7 30.5 30.6 13.9 11.6 21.3 19.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 383,549: 65,314 104,215 80,177 205,060 161,260 350,550 345,652: 32,999 37,897
Old : 301,448: 58,772 104,780 48,699 171,953 116,100 279,424 269,579: 22,025 31,869
Other: 82,101: 22,902 15,795 15,118 33,106 45,160 71,126 76,073: 10,975 6,028
: : :
: : Changes in Commitments from: March 26, 2013 :
: 6,320: -2,372 2,378 6,808 6,657 -4,659 11,093 4,527: -4,772 1,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 27.2 20.9 53.5 42.0 91.4 90.1: 8.6 9.9
Old : 100.0: 19.5 34.8 16.2 57.0 38.5 92.7 89.4: 7.3 10.6
Other: 100.0: 27.9 19.2 18.4 40.3 55.0 86.6 92.7: 13.4 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 59 99 94 75 75 194 220:
Old : 257: 63 95 82 71 73 179 211:
Other: 142: 40 32 36 52 36 118 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 18.4 29.9 26.9 11.9 15.0 19.6 21.2
Old : 23.0 18.9 34.5 28.0 21.2 17.0 31.5 24.9
Other: 18.8 38.6 31.7 54.8 15.4 34.9 27.1 47.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 715,895: 65,732 70,075 47,055 453,337 433,434 566,123 550,563: 149,772 165,332
Old : 715,895: 65,732 70,075 47,055 453,337 433,434 566,123 550,563: 149,772 165,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 18,053: 7,904 5,812 4,259 -4,062 17,064 8,101 27,135: 9,952 -9,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 9.8 6.6 63.3 60.5 79.1 76.9: 20.9 23.1
Old : 100.0: 9.2 9.8 6.6 63.3 60.5 79.1 76.9: 20.9 23.1
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 : 169: 28 41 35 77 84 129 136:
Old : 169: 28 41 35 77 84 129 136:
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 : 28.0 18.0 36.1 26.1 24.9 15.4 31.6 22.7
Old : 28.0 18.0 36.1 26.1 24.9 15.4 31.6 22.7
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 371,118: 27,203 49,748 3,483 264,783 254,980 295,469 308,211: 75,648 62,906
Old : 371,118: 27,203 49,748 3,483 264,783 254,980 295,469 308,211: 75,648 62,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -7,124: 1,553 -1,355 129 -10,702 -5,910 -9,020 -7,136: 1,896 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.4 0.9 71.3 68.7 79.6 83.0: 20.4 17.0
Old : 100.0: 7.3 13.4 0.9 71.3 68.7 79.6 83.0: 20.4 17.0
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 : 68: 8 8 7 32 39 44 50:
Old : 68: 8 8 7 32 39 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 34.7 52.5 49.2 34.2 34.7 46.9 49.1
Old : 37.6 34.7 52.5 49.2 34.2 34.7 46.9 49.1
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,303: 1,082 1,758 472 9,081 8,892 10,635 11,122: 668 181
Old : 11,303: 1,082 1,758 472 9,081 8,892 10,635 11,122: 668 181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 404: 37 209 -76 570 400 531 533: -127 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 15.6 4.2 80.3 78.7 94.1 98.4: 5.9 1.6
Old : 100.0: 9.6 15.6 4.2 80.3 78.7 94.1 98.4: 5.9 1.6
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 : 49: 7 6 8 23 30 38 39:
Old : 49: 7 6 8 23 30 38 39:
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 : 47.8 45.2 63.7 66.3 26.8 26.1 33.8 35.7
Old : 47.8 45.2 63.7 66.3 26.8 26.1 33.8 35.7
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 302,995: 68,973 39,480 52,972 140,848 177,980 262,793 270,432: 40,202 32,563
Old : 236,995: 59,379 28,604 41,145 106,246 141,083 206,770 210,832: 30,225 26,162
Other: 66,001: 12,620 13,901 8,802 34,602 36,897 56,023 59,600: 9,977 6,401
: : :
: : Changes in Commitments from: March 26, 2013 :
: -15,020: -10,192 2,289 -3,825 2,908 -18,274 -11,110 -19,810: -3,910 4,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 13.0 17.5 46.5 58.7 86.7 89.3: 13.3 10.7
Old : 100.0: 25.1 12.1 17.4 44.8 59.5 87.2 89.0: 12.8 11.0
Other: 100.0: 19.1 21.1 13.3 52.4 55.9 84.9 90.3: 15.1 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 61 62 64 87 79 189 170:
Old : 223: 60 57 60 83 75 176 165:
Other: 129: 29 31 26 60 36 106 76:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 28.7 17.1 40.5 8.4 26.2 14.7 32.4
Old : 10.5 30.8 19.2 39.9 10.0 28.6 17.6 34.8
Other: 16.8 31.3 28.4 45.7 13.6 26.6 24.6 39.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,837: 2,682 5,960 1,713 8,438 6,151 12,833 13,824: 3,004 2,013
Old : 15,091: 2,509 5,959 1,638 8,236 5,661 12,384 13,258: 2,707 1,833
Other: 746: 180 8 67 202 490 449 565: 296 181
: : :
: : Changes in Commitments from: March 26, 2013 :
: -1,063: 40 -984 -168 -922 343 -1,050 -809: -12 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 37.6 10.8 53.3 38.8 81.0 87.3: 19.0 12.7
Old : 100.0: 16.6 39.5 10.9 54.6 37.5 82.1 87.9: 17.9 12.1
Other: 100.0: 24.2 1.1 9.0 27.0 65.7 60.3 75.8: 39.7 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 23 22 12 25 16 51 47:
Old : 73: 23 22 12 25 16 51 47:
Other: 22: 8 3 6 9 4 18 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 : 27.5 33.0 40.7 48.7 27.2 30.8 39.7 45.1
Old : 28.7 34.6 42.6 49.4 28.4 32.3 41.7 46.0
Other: 38.4 68.4 50.2 73.9 38.4 64.2 45.8 64.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 987,571: 293,385 150,397 54,213 499,780 718,829 847,379 923,439: 140,192 64,132
Old : 987,571: 293,385 150,397 54,213 499,780 718,829 847,379 923,439: 140,192 64,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -23,636: -34,783 -11,415 6,694 -3,358 -5,158 -31,448 -9,879: 7,812 -13,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.2 5.5 50.6 72.8 85.8 93.5: 14.2 6.5
Old : 100.0: 29.7 15.2 5.5 50.6 72.8 85.8 93.5: 14.2 6.5
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 : 202: 50 32 25 83 85 144 131:
Old : 202: 50 32 25 83 85 144 131:
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 : 18.3 25.9 28.8 38.0 16.5 24.8 25.8 34.9
Old : 18.3 25.9 28.8 38.0 16.5 24.8 25.8 34.9
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,648,257: 422,461 276,798 304,539 1,581,311 1,694,522 2,308,311 2,275,858: 339,946 372,398
Old : 2,648,257: 422,461 276,798 304,539 1,581,311 1,694,522 2,308,311 2,275,858: 339,946 372,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 93,273: 38,571 6,580 46,410 -23,963 41,308 61,018 94,298: 32,255 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 10.5 11.5 59.7 64.0 87.2 85.9: 12.8 14.1
Old : 100.0: 16.0 10.5 11.5 59.7 64.0 87.2 85.9: 12.8 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 : 318: 51 72 77 151 174 248 277:
Old : 318: 51 72 77 151 174 248 277:
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 : 22.3 14.6 33.5 22.0 20.4 10.8 29.6 17.3
Old : 22.3 14.6 33.5 22.0 20.4 10.8 29.6 17.3
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,025,741: 391,454 171,979 156,363 1,214,413 1,445,607 1,762,230 1,773,949: 263,511 251,792
Old : 2,025,741: 391,454 171,979 156,363 1,214,413 1,445,607 1,762,230 1,773,949: 263,511 251,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 57,711: 54,445 11,390 10,753 -35,491 41,626 29,707 63,769: 28,005 -6,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 8.5 7.7 59.9 71.4 87.0 87.6: 13.0 12.4
Old : 100.0: 19.3 8.5 7.7 59.9 71.4 87.0 87.6: 13.0 12.4
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 : 219: 45 40 39 86 113 151 172:
Old : 219: 45 40 39 86 113 151 172:
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 : 29.8 26.0 43.0 38.8 29.5 25.2 39.0 35.2
Old : 29.8 26.0 43.0 38.8 29.5 25.2 39.0 35.2
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 331,745: 22,444 37,896 53,806 235,289 203,790 311,539 295,492: 20,206 36,253
Old : 331,745: 22,444 37,896 53,806 235,289 203,790 311,539 295,492: 20,206 36,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -45,440: -20,164 493 -6,799 -17,075 -41,863 -44,039 -48,169: -1,402 2,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 11.4 16.2 70.9 61.4 93.9 89.1: 6.1 10.9
Old : 100.0: 6.8 11.4 16.2 70.9 61.4 93.9 89.1: 6.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 12 14 19 30 36 51 61:
Old : 65: 12 14 19 30 36 51 61:
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 : 42.1 28.1 56.5 42.2 30.2 22.2 38.7 30.2
Old : 42.1 28.1 56.5 42.2 30.2 22.2 38.7 30.2
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 59,314: 22,723 5,361 946 27,205 42,247 50,873 48,554: 8,441 10,760
Old : 59,314: 22,723 5,361 946 27,205 42,247 50,873 48,554: 8,441 10,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 940: 517 811 -152 1,299 -1,697 1,664 -1,039: -723 1,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 9.0 1.6 45.9 71.2 85.8 81.9: 14.2 18.1
Old : 100.0: 38.3 9.0 1.6 45.9 71.2 85.8 81.9: 14.2 18.1
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 : 111: 37 18 8 34 31 75 53:
Old : 111: 37 18 8 34 31 75 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 : 26.6 30.3 41.5 53.2 26.3 29.9 41.3 52.8
Old : 26.6 30.3 41.5 53.2 26.3 29.9 41.3 52.8
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 118,628: 45,446 10,723 1,892 54,410 84,493 101,747 97,108: 16,882 21,520
Old : 118,628: 45,446 10,723 1,892 54,410 84,493 101,747 97,108: 16,882 21,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 1,881: 1,034 1,621 -305 2,598 -3,393 3,327 -2,077: -1,446 3,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 9.0 1.6 45.9 71.2 85.8 81.9: 14.2 18.1
Old : 100.0: 38.3 9.0 1.6 45.9 71.2 85.8 81.9: 14.2 18.1
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 : 111: 37 18 8 34 31 75 53:
Old : 111: 37 18 8 34 31 75 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 : 26.6 30.3 41.5 53.2 26.3 29.9 41.3 52.8
Old : 26.6 30.3 41.5 53.2 26.3 29.9 41.3 52.8
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 9,115: 6,274 7,921 1,188 1,040 0 8,502 9,109: 613 6
Old : 9,115: 6,274 7,921 1,188 1,040 0 8,502 9,109: 613 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 2,426: 2,278 2,894 47 86 -517 2,411 2,424: 15 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 86.9 13.0 11.4 0.0 93.3 99.9: 6.7 0.1
Old : 100.0: 68.8 86.9 13.0 11.4 0.0 93.3 99.9: 6.7 0.1
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 : 22: 10 8 3 4 0 16 9:
Old : 22: 10 8 3 4 0 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 86.6 81.8 99.2 63.3 80.6 75.5 86.9
Old : 64.1 86.6 81.8 99.2 63.3 80.6 75.5 86.9
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 2, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,367: 2,130 5,336 21 7,156 3,853 9,307 9,210: 60 157
Old : 9,367: 2,130 5,336 21 7,156 3,853 9,307 9,210: 60 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 753: 665 0 0 59 757 724 757: 29 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 57.0 0.2 76.4 41.1 99.4 98.3: 0.6 1.7
Old : 100.0: 22.7 57.0 0.2 76.4 41.1 99.4 98.3: 0.6 1.7
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 : 23: 5 6 2 3 9 10 15:
Old : 23: 5 6 2 3 9 10 15:
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 : 96.9 73.7 99.1 91.1 96.9 73.5 99.1 90.9
Old : 96.9 73.7 99.1 91.1 96.9 73.5 99.1 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 17,662: 4,564 2,496 43 13,018 14,988 17,625 17,527: 37 135
Old : 17,662: 4,564 2,496 43 13,018 14,988 17,625 17,527: 37 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 1,209: -118 16 -43 1,381 1,132 1,220 1,105: -11 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 14.1 0.2 73.7 84.9 99.8 99.2: 0.2 0.8
Old : 100.0: 25.8 14.1 0.2 73.7 84.9 99.8 99.2: 0.2 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 : 26: 3 6 2 6 11 10 18:
Old : 26: 3 6 2 6 11 10 18:
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 : 94.2 68.2 99.3 90.4 94.2 68.2 99.2 90.4
Old : 94.2 68.2 99.3 90.4 94.2 68.2 99.2 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 5, 2013