WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 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 : 588,563: 112,905 124,623 190,119 246,329 215,602 549,354 530,345: 39,209 58,218
Old : 169,625: 57,410 66,105 42,422 57,217 43,369 157,049 151,896: 12,576 17,729
Other: 418,938: 78,411 81,434 124,782 189,112 172,233 392,305 378,449: 26,633 40,489
: : :
: : Changes in Commitments from: April 2, 2013 :
: 4,682: -4,074 -7,250 1,884 9,213 9,816 7,022 4,450: -2,340 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 21.2 32.3 41.9 36.6 93.3 90.1: 6.7 9.9
Old : 100.0: 33.8 39.0 25.0 33.7 25.6 92.6 89.5: 7.4 10.5
Other: 100.0: 18.7 19.4 29.8 45.1 41.1 93.6 90.3: 6.4 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 116 154 166 106 125 318 361:
Old : 336: 115 99 88 77 88 226 241:
Other: 350: 84 136 124 88 117 254 299:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 12.2 25.1 19.9 11.1 8.0 18.2 12.9
Old : 15.7 16.1 27.5 26.3 13.9 15.3 22.4 24.6
Other: 18.8 14.9 30.1 22.9 14.4 9.2 22.1 13.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 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 : 1,907,259: 331,990 224,175 604,848 780,951 788,242 1,717,789 1,617,265: 189,470 289,994
Old : 1,223,140: 216,511 160,497 360,016 522,050 538,224 1,098,576 1,058,736: 124,564 164,404
Other: 684,119: 199,655 147,854 160,656 258,901 250,018 619,212 558,528: 64,906 125,590
: : :
: : Changes in Commitments from: April 2, 2013 :
: 11,864: -38,126 12,711 35,491 13,644 -46,229 11,009 1,973: 855 9,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.8 31.7 40.9 41.3 90.1 84.8: 9.9 15.2
Old : 100.0: 17.7 13.1 29.4 42.7 44.0 89.8 86.6: 10.2 13.4
Other: 100.0: 29.2 21.6 23.5 37.8 36.5 90.5 81.6: 9.5 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 756: 203 193 267 269 308 623 628:
Old : 703: 178 182 214 234 291 537 568:
Other: 611: 151 131 143 202 267 424 476:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 13.1 18.1 19.6 7.1 7.2 13.5 11.0
Old : 11.7 12.4 20.7 19.0 9.4 7.9 16.3 11.7
Other: 16.3 20.3 26.3 27.6 14.6 17.3 21.9 22.4
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 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 : 9,018: 4,843 1,726 1,269 2,688 5,388 8,801 8,383: 217 635
Old : 8,955: 4,782 1,726 1,268 2,688 5,326 8,738 8,320: 216 635
Other: 63: 62 1 0 0 62 62 63: 1 -0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -353: -301 13 8 -1 -231 -294 -209: -60 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 19.1 14.1 29.8 59.7 97.6 93.0: 2.4 7.0
Old : 100.0: 53.4 19.3 14.2 30.0 59.5 97.6 92.9: 2.4 7.1
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 : 57.1 56.5 79.7 75.0 47.4 49.7 61.9 62.6
Old : 56.8 56.2 79.6 74.8 47.0 49.4 61.7 62.3
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 9, 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 : 10,595: 2,712 278 877 4,255 8,200 7,844 9,355: 2,751 1,240
Old : 5,493: 2,230 85 208 1,212 4,506 3,651 4,799: 1,842 693
Other: 5,102: 750 460 401 3,042 3,694 4,193 4,556: 909 547
: : :
: : Changes in Commitments from: April 2, 2013 :
: -1,499: -1,610 -54 -109 -4 -1,481 -1,723 -1,644: 224 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 2.6 8.3 40.2 77.4 74.0 88.3: 26.0 11.7
Old : 100.0: 40.6 1.5 3.8 22.1 82.0 66.5 87.4: 33.5 12.6
Other: 100.0: 14.7 9.0 7.9 59.6 72.4 82.2 89.3: 17.8 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 3 5 16 13 35 19:
Old : 31: 12 3 3 12 11 26 15:
Other: 31: 7 5 4 14 11 24 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 52.4 44.2 71.1 29.6 50.5 42.1 66.1
Old : 33.7 62.3 45.3 79.7 33.5 59.0 44.5 74.8
Other: 46.4 46.1 63.3 71.4 46.4 45.7 61.1 66.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 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 : 801,665: 155,940 83,399 274,818 310,355 362,951 741,112 721,167: 60,553 80,498
Old : 539,308: 122,192 65,078 157,239 214,493 273,934 493,924 496,251: 45,384 43,057
Other: 262,357: 63,485 48,058 87,842 95,862 89,017 247,188 224,916: 15,169 37,441
: : :
: : Changes in Commitments from: April 2, 2013 :
: 20,936: -12,114 16,429 19,775 11,534 -21,249 19,195 14,954: 1,741 5,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 10.4 34.3 38.7 45.3 92.4 90.0: 7.6 10.0
Old : 100.0: 22.7 12.1 29.2 39.8 50.8 91.6 92.0: 8.4 8.0
Other: 100.0: 24.2 18.3 33.5 36.5 33.9 94.2 85.7: 5.8 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 495: 166 157 233 124 142 415 428:
Old : 467: 179 132 195 112 124 375 375:
Other: 349: 95 119 110 85 106 251 271:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 11.6 21.6 20.4 9.9 8.4 15.3 12.5
Old : 17.0 14.1 24.9 22.0 15.2 10.4 21.2 17.2
Other: 17.5 16.8 29.7 29.5 13.3 11.6 20.8 18.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 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 : 407,260: 62,706 115,064 90,194 220,038 163,445 372,938 368,702: 34,322 38,558
Old : 312,654: 56,110 116,186 53,974 180,591 110,912 290,675 281,072: 21,978 31,582
Other: 94,606: 26,846 19,128 15,970 39,447 52,533 82,262 87,630: 12,344 6,976
: : :
: : Changes in Commitments from: April 2, 2013 :
: 23,711: -2,607 10,849 10,017 14,979 2,185 22,388 23,050: 1,323 661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 28.3 22.1 54.0 40.1 91.6 90.5: 8.4 9.5
Old : 100.0: 17.9 37.2 17.3 57.8 35.5 93.0 89.9: 7.0 10.1
Other: 100.0: 28.4 20.2 16.9 41.7 55.5 87.0 92.6: 13.0 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 64 101 98 73 75 197 229:
Old : 261: 65 101 84 71 71 179 217:
Other: 154: 48 37 38 47 39 120 96:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 17.9 29.4 26.4 11.3 13.5 18.8 19.5
Old : 23.5 17.5 34.1 26.4 21.9 15.3 31.2 23.0
Other: 17.3 40.0 29.0 55.0 14.6 35.8 25.1 47.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 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 : 773,244: 59,417 68,506 71,297 477,799 463,026 608,514 602,829: 164,731 170,415
Old : 773,244: 59,417 68,506 71,297 477,799 463,026 608,514 602,829: 164,731 170,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 57,349: -6,314 -1,569 24,243 24,462 29,593 42,391 52,266: 14,959 5,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.9 9.2 61.8 59.9 78.7 78.0: 21.3 22.0
Old : 100.0: 7.7 8.9 9.2 61.8 59.9 78.7 78.0: 21.3 22.0
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 : 175: 27 41 40 82 88 135 143:
Old : 175: 27 41 40 82 88 135 143:
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 : 26.3 16.0 34.0 23.6 23.7 13.1 30.0 20.4
Old : 26.3 16.0 34.0 23.6 23.7 13.1 30.0 20.4
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 9, 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 : 384,182: 29,962 44,717 4,320 272,884 273,186 307,166 322,224: 77,016 61,958
Old : 384,182: 29,962 44,717 4,320 272,884 273,186 307,166 322,224: 77,016 61,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 13,064: 2,759 -5,031 837 8,101 18,206 11,697 14,012: 1,367 -948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 11.6 1.1 71.0 71.1 80.0 83.9: 20.0 16.1
Old : 100.0: 7.8 11.6 1.1 71.0 71.1 80.0 83.9: 20.0 16.1
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 : 70: 10 7 8 33 39 47 50:
Old : 70: 10 7 8 33 39 47 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 : 36.9 35.2 51.2 49.7 33.5 35.1 45.8 49.6
Old : 36.9 35.2 51.2 49.7 33.5 35.1 45.8 49.6
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 9, 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 : 11,200: 1,022 1,611 409 9,108 8,756 10,539 10,776: 661 424
Old : 11,200: 1,022 1,611 409 9,108 8,756 10,539 10,776: 661 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -103: -60 -147 -63 27 -136 -96 -346: -7 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.4 3.7 81.3 78.2 94.1 96.2: 5.9 3.8
Old : 100.0: 9.1 14.4 3.7 81.3 78.2 94.1 96.2: 5.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 4 4 21 27 33 32:
Old : 42: 8 4 4 21 27 33 32:
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 : 53.2 43.3 66.8 68.0 29.4 24.8 35.6 34.7
Old : 53.2 43.3 66.8 68.0 29.4 24.8 35.6 34.7
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 9, 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 : 303,800: 62,242 46,305 51,254 148,113 169,833 261,608 267,391: 42,191 36,409
Old : 229,366: 52,373 31,997 37,729 108,630 130,200 198,733 199,927: 30,633 29,440
Other: 74,433: 12,790 17,229 10,603 39,483 39,633 62,876 67,464: 11,558 6,969
: : :
: : Changes in Commitments from: April 2, 2013 :
: 804: -6,732 6,825 -1,718 7,265 -8,147 -1,185 -3,041: 1,989 3,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 15.2 16.9 48.8 55.9 86.1 88.0: 13.9 12.0
Old : 100.0: 22.8 14.0 16.4 47.4 56.8 86.6 87.2: 13.4 12.8
Other: 100.0: 17.2 23.1 14.2 53.0 53.2 84.5 90.6: 15.5 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 62 56 68 88 81 186 176:
Old : 219: 58 53 60 82 75 170 163:
Other: 135: 33 29 26 62 37 110 78:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 28.0 18.4 39.6 8.3 24.7 14.5 31.2
Old : 11.1 30.9 20.3 40.0 10.6 27.6 18.7 34.7
Other: 17.6 30.1 28.3 46.3 13.6 27.7 24.0 41.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 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 : 14,894: 2,394 4,728 1,916 8,048 6,500 12,358 13,144: 2,537 1,750
Old : 13,997: 2,224 4,814 1,673 7,800 5,851 11,698 12,339: 2,299 1,658
Other: 898: 339 83 73 247 649 660 806: 238 92
: : :
: : Changes in Commitments from: April 2, 2013 :
: -943: -288 -1,232 203 -390 349 -476 -680: -467 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 31.7 12.9 54.0 43.6 83.0 88.2: 17.0 11.8
Old : 100.0: 15.9 34.4 12.0 55.7 41.8 83.6 88.2: 16.4 11.8
Other: 100.0: 37.8 9.3 8.2 27.5 72.3 73.5 89.7: 26.5 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 25 21 13 26 17 55 47:
Old : 75: 23 23 11 26 16 53 46:
Other: 26: 10 4 6 9 5 20 14:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 33.1 41.2 47.6 27.6 29.6 39.8 43.6
Old : 29.4 34.3 42.8 48.3 29.1 30.9 42.4 44.6
Other: 34.6 71.7 55.5 86.6 34.6 70.4 55.2 79.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 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 : 1,006,168: 319,654 149,419 66,060 479,138 707,686 864,852 923,165: 141,316 83,003
Old : 1,006,168: 319,654 149,419 66,060 479,138 707,686 864,852 923,165: 141,316 83,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 18,597: 26,268 -978 11,847 -20,642 -11,143 17,473 -275: 1,124 18,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 14.9 6.6 47.6 70.3 86.0 91.8: 14.0 8.2
Old : 100.0: 31.8 14.9 6.6 47.6 70.3 86.0 91.8: 14.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 52 30 27 80 86 143 132:
Old : 198: 52 30 27 80 86 143 132:
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 : 17.6 24.1 29.0 36.5 15.1 22.4 23.9 33.5
Old : 17.6 24.1 29.0 36.5 15.1 22.4 23.9 33.5
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 9, 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 : 2,768,249: 448,064 275,523 371,084 1,599,601 1,752,225 2,418,749 2,398,832: 349,500 369,417
Old : 2,768,249: 448,064 275,523 371,084 1,599,601 1,752,225 2,418,749 2,398,832: 349,500 369,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 119,993: 25,603 -1,275 66,546 18,290 57,703 110,439 122,974: 9,554 -2,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 10.0 13.4 57.8 63.3 87.4 86.7: 12.6 13.3
Old : 100.0: 16.2 10.0 13.4 57.8 63.3 87.4 86.7: 12.6 13.3
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 : 341: 64 69 84 155 184 263 293:
Old : 341: 64 69 84 155 184 263 293:
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 14.7 30.0 21.9 17.5 10.9 26.4 16.0
Old : 19.6 14.7 30.0 21.9 17.5 10.9 26.4 16.0
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 9, 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 : 2,058,854: 374,544 147,087 185,492 1,229,900 1,466,371 1,789,935 1,798,950: 268,919 259,905
Old : 2,058,854: 374,544 147,087 185,492 1,229,900 1,466,371 1,789,935 1,798,950: 268,919 259,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 33,114: -16,910 -24,892 29,129 15,487 20,764 27,706 25,001: 5,408 8,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.1 9.0 59.7 71.2 86.9 87.4: 13.1 12.6
Old : 100.0: 18.2 7.1 9.0 59.7 71.2 86.9 87.4: 13.1 12.6
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 : 234: 50 38 40 93 124 164 181:
Old : 234: 50 38 40 93 124 164 181:
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 : 31.2 25.3 42.9 37.5 30.8 23.7 38.5 32.8
Old : 31.2 25.3 42.9 37.5 30.8 23.7 38.5 32.8
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 9, 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 : 340,021: 20,185 37,651 53,486 243,165 210,997 316,836 302,133: 23,185 37,888
Old : 340,021: 20,185 37,651 53,486 243,165 210,997 316,836 302,133: 23,185 37,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 8,276: -2,259 -246 -319 7,876 7,207 5,297 6,642: 2,979 1,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.1 15.7 71.5 62.1 93.2 88.9: 6.8 11.1
Old : 100.0: 5.9 11.1 15.7 71.5 62.1 93.2 88.9: 6.8 11.1
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 : 65: 9 15 18 31 38 51 61:
Old : 65: 9 15 18 31 38 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 : 41.7 27.6 56.2 42.4 30.6 22.8 39.1 30.3
Old : 41.7 27.6 56.2 42.4 30.6 22.8 39.1 30.3
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 9, 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 : 58,237: 21,516 5,565 1,025 26,760 41,353 49,301 47,943: 8,936 10,294
Old : 58,237: 21,516 5,565 1,025 26,760 41,353 49,301 47,943: 8,936 10,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -1,077: -1,207 204 80 -445 -894 -1,572 -611: 495 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 9.6 1.8 46.0 71.0 84.7 82.3: 15.3 17.7
Old : 100.0: 36.9 9.6 1.8 46.0 71.0 84.7 82.3: 15.3 17.7
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 : 112: 33 24 9 34 30 72 58:
Old : 112: 33 24 9 34 30 72 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 32.5 42.2 55.4 27.0 32.1 42.1 55.0
Old : 27.1 32.5 42.2 55.4 27.0 32.1 42.1 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 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 : 116,475: 43,031 11,130 2,051 53,520 82,706 98,603 95,887: 17,872 20,588
Old : 116,475: 43,031 11,130 2,051 53,520 82,706 98,603 95,887: 17,872 20,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -2,153: -2,414 407 159 -889 -1,788 -3,144 -1,221: 990 -932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 9.6 1.8 46.0 71.0 84.7 82.3: 15.3 17.7
Old : 100.0: 36.9 9.6 1.8 46.0 71.0 84.7 82.3: 15.3 17.7
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 : 112: 33 24 9 34 30 72 58:
Old : 112: 33 24 9 34 30 72 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 32.5 42.2 55.4 27.0 32.1 42.1 55.0
Old : 27.1 32.5 42.2 55.4 27.0 32.1 42.1 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 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 : 9,513: 7,144 8,384 1,109 1,089 0 9,342 9,493: 171 20
Old : 9,513: 7,144 8,384 1,109 1,089 0 9,342 9,493: 171 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 398: 870 463 -79 49 0 840 384: -442 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 88.1 11.7 11.4 0.0 98.2 99.8: 1.8 0.2
Old : 100.0: 75.1 88.1 11.7 11.4 0.0 98.2 99.8: 1.8 0.2
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 : 21: 11 8 3 2 0 15 9:
Old : 21: 11 8 3 2 0 15 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 : 66.8 84.2 84.1 99.1 66.1 81.0 79.9 88.1
Old : 66.8 84.2 84.1 99.1 66.1 81.0 79.9 88.1
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 9, 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 : 8,625: 686 4,771 26 7,849 3,690 8,561 8,487: 64 138
Old : 8,625: 686 4,771 26 7,849 3,690 8,561 8,487: 64 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -742: -1,444 -565 5 693 -163 -746 -723: 4 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 55.3 0.3 91.0 42.8 99.3 98.4: 0.7 1.6
Old : 100.0: 8.0 55.3 0.3 91.0 42.8 99.3 98.4: 0.7 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 : 23: 5 6 2 4 8 11 14:
Old : 23: 5 6 2 4 8 11 14:
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 : 94.7 70.4 98.4 89.2 94.7 70.1 98.4 88.9
Old : 94.7 70.4 98.4 89.2 94.7 70.1 98.4 88.9
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 9, 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 : 18,598: 4,085 2,966 43 14,443 15,394 18,571 18,403: 27 195
Old : 18,598: 4,085 2,966 43 14,443 15,394 18,571 18,403: 27 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 936: -479 470 0 1,425 406 946 876: -10 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.9 0.2 77.7 82.8 99.9 99.0: 0.1 1.0
Old : 100.0: 22.0 15.9 0.2 77.7 82.8 99.9 99.0: 0.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 6 2 5 13 9 20:
Old : 27: 3 6 2 5 13 9 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 : 95.1 68.0 99.7 89.2 95.1 68.0 99.6 89.2
Old : 95.1 68.0 99.7 89.2 95.1 68.0 99.6 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 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 : 12,889: 60 2,154 212 12,584 10,285 12,856 12,651: 33 238
Old : 12,889: 60 2,154 212 12,584 10,285 12,856 12,651: 33 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 16.7 1.6 97.6 79.8 99.7 98.2: 0.3 1.8
Old : 100.0: 0.5 16.7 1.6 97.6 79.8 99.7 98.2: 0.3 1.8
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 : 20: 1 4 1 3 12 5 16:
Old : 20: 1 4 1 3 12 5 16:
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 : 99.3 60.8 99.7 84.8 98.1 60.8 98.1 84.8
Old : 99.3 60.8 99.7 84.8 98.1 60.8 98.1 84.8
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 9, 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 : 3,302: 367 1,016 0 2,806 2,225 3,173 3,241: 129 61
Old : 3,302: 367 1,016 0 2,806 2,225 3,173 3,241: 129 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 202: 43 386 0 106 -225 149 161: 53 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 30.8 0.0 85.0 67.4 96.1 98.2: 3.9 1.8
Old : 100.0: 11.1 30.8 0.0 85.0 67.4 96.1 98.2: 3.9 1.8
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 : 21: 3 5 0 6 8 9 13:
Old : 21: 3 5 0 6 8 9 13:
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 : 89.2 64.2 95.3 88.1 89.2 64.2 95.0 88.1
Old : 89.2 64.2 95.3 88.1 89.2 64.2 95.0 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2013