WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 10, 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 : 407,663: 73,709 129,018 67,501 231,286 156,284 372,496 352,803: 35,167 54,860
Old : 250,597: 72,145 97,165 22,962 130,172 99,424 225,279 219,551: 25,318 31,046
Other: 157,066: 26,084 56,373 20,019 101,114 56,860 147,217 133,252: 9,849 23,814
: : :
: : Changes in Commitments from: January 3, 2012 :
: 21,262: 771 11,987 5,234 12,480 2,980 18,485 20,201: 2,777 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 31.6 16.6 56.7 38.3 91.4 86.5: 8.6 13.5
Old : 100.0: 28.8 38.8 9.2 51.9 39.7 89.9 87.6: 10.1 12.4
Other: 100.0: 16.6 35.9 12.7 64.4 36.2 93.7 84.8: 6.3 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 98 160 132 78 104 268 315:
Old : 362: 116 131 75 60 86 224 248:
Other: 250: 46 95 50 56 85 136 204:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 12.0 38.3 18.9 23.8 10.5 35.9 16.2
Old : 26.0 15.4 37.3 24.8 25.8 14.4 36.2 23.5
Other: 31.6 11.9 49.3 20.9 28.2 8.6 45.5 16.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 10, 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 : 1,211,479: 338,493 115,075 160,089 575,641 689,411 1,074,223 964,575: 137,256 246,904
Old : 955,249: 309,508 107,737 102,641 427,158 548,309 839,307 758,687: 115,942 196,562
Other: 256,230: 76,084 54,437 10,349 148,483 141,102 234,916 205,888: 21,314 50,342
: : :
: : Changes in Commitments from: January 3, 2012 :
: 35,470: 29,854 -2,835 4,162 -4,251 27,840 29,765 29,167: 5,705 6,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 9.5 13.2 47.5 56.9 88.7 79.6: 11.3 20.4
Old : 100.0: 32.4 11.3 10.7 44.7 57.4 87.9 79.4: 12.1 20.6
Other: 100.0: 29.7 21.2 4.0 57.9 55.1 91.7 80.4: 8.3 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 696: 176 152 174 182 308 447 563:
Old : 679: 180 145 139 168 296 412 522:
Other: 458: 74 98 33 80 240 172 355:
:----------------------------------------------------------------------------------------------------
: 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 10.9 23.2 17.4 13.5 9.3 20.4 14.7
Old : 15.1 11.4 23.8 17.4 15.1 11.4 22.6 17.2
Other: 28.0 21.6 41.6 29.9 21.1 13.1 31.5 20.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 10, 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 : 12,912: 2,387 2,609 47 8,242 8,300 10,676 10,956: 2,236 1,956
Old : 12,476: 2,259 2,624 32 8,109 7,932 10,400 10,588: 2,076 1,888
Other: 436: 143 0 0 133 368 276 368: 160 68
: : :
: : Changes in Commitments from: January 3, 2012 :
: 22: -301 127 9 49 -252 -243 -116: 265 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 20.2 0.4 63.8 64.3 82.7 84.9: 17.3 15.1
Old : 100.0: 18.1 21.0 0.3 65.0 63.6 83.4 84.9: 16.6 15.1
Other: 100.0: 32.8 0.0 0.0 30.5 84.4 63.3 84.4: 36.7 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 9 2 16 8 28 19:
Old : 38: 10 11 1 15 4 26 15:
Other: 14: 4 0 0 6 7 10 7:
:----------------------------------------------------------------------------------------------------
: 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 : 40.7 72.9 57.4 80.3 40.4 71.4 57.1 78.7
Old : 41.8 73.8 58.3 81.5 41.8 72.7 58.3 80.4
Other: 49.1 79.1 62.2 84.4 49.1 74.3 54.4 75.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 10, 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 : 459,749: 111,684 63,034 66,367 239,280 259,348 417,331 388,749: 42,418 71,000
Old : 377,830: 95,838 67,296 46,311 200,562 210,120 342,711 323,727: 35,119 54,103
Other: 81,919: 32,156 12,048 3,746 38,718 49,228 74,620 65,022: 7,299 16,897
: : :
: : Changes in Commitments from: January 3, 2012 :
: -901: 1,465 -7,774 -1,207 -28 8,140 230 -841: -1,131 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 13.7 14.4 52.0 56.4 90.8 84.6: 9.2 15.4
Old : 100.0: 25.4 17.8 12.3 53.1 55.6 90.7 85.7: 9.3 14.3
Other: 100.0: 39.3 14.7 4.6 47.3 60.1 91.1 79.4: 8.9 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 138 100 127 94 147 306 321:
Old : 411: 136 98 107 90 130 288 290:
Other: 243: 48 60 28 44 113 111 188:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 16.8 27.5 26.2 15.5 14.6 24.9 21.7
Old : 19.5 18.3 31.3 28.3 18.3 16.8 30.1 26.0
Other: 36.9 32.5 51.0 43.4 32.4 29.4 44.3 37.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 11,792: 8,289 180 265 356 2,384 8,910 2,829: 2,882 8,963
Old : 7,133: 4,347 180 244 356 1,534 4,947 1,958: 2,186 5,175
Other: 4,659: 3,962 20 1 0 850 3,963 871: 696 3,788
: : :
: : Changes in Commitments from: January 3, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 1.5 2.2 3.0 20.2 75.6 24.0: 24.4 76.0
Old : 100.0: 60.9 2.5 3.4 5.0 21.5 69.4 27.4: 30.6 72.6
Other: 100.0: 85.0 0.4 0.0 0.0 18.2 85.1 18.7: 14.9 81.3
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 14 1 5 1 5 15 11:
Old : 20: 14 1 5 1 5 15 11:
Other: 12: 6 1 1 0 5 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 45.6 19.1 61.1 23.2 43.9 19.1 59.2 20.6
Old : 31.2 21.0 52.0 26.4 30.1 21.0 48.6 23.3
Other: 74.0 17.4 85.1 18.7 73.9 17.4 85.0 18.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 10, 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 : 277,806: 68,023 60,437 28,401 152,940 158,704 249,364 247,542: 28,442 30,264
Old : 247,834: 68,770 62,146 21,193 134,916 137,057 224,879 220,396: 22,955 27,438
Other: 29,972: 3,583 2,621 2,878 18,024 21,647 24,485 27,146: 5,487 2,826
: : :
: : Changes in Commitments from: January 3, 2012 :
: 4,352: 6,560 -3,386 -2,736 -19 7,601 3,805 1,479: 547 2,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 21.8 10.2 55.1 57.1 89.8 89.1: 10.2 10.9
Old : 100.0: 27.7 25.1 8.6 54.4 55.3 90.7 88.9: 9.3 11.1
Other: 100.0: 12.0 8.7 9.6 60.1 72.2 81.7 90.6: 18.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 73 64 65 63 61 176 164:
Old : 234: 75 68 59 61 60 169 161:
Other: 76: 19 10 10 35 24 60 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 23.6 25.8 36.0 14.0 21.1 22.9 32.1
Old : 17.2 22.9 27.5 34.4 15.7 21.7 25.3 32.5
Other: 35.8 42.8 49.0 63.5 29.9 40.8 41.8 55.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 10, 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 : 599,203: 67,515 107,265 3,465 374,335 354,882 445,315 465,612: 153,888 133,591
Old : 599,203: 67,515 107,265 3,465 374,335 354,882 445,315 465,612: 153,888 133,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 13,675: 4,048 10,251 621 -6,707 -9,716 -2,038 1,156: 15,713 12,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 17.9 0.6 62.5 59.2 74.3 77.7: 25.7 22.3
Old : 100.0: 11.3 17.9 0.6 62.5 59.2 74.3 77.7: 25.7 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 : 150: 26 31 11 68 64 100 100:
Old : 150: 26 31 11 68 64 100 100:
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 : 22.5 22.6 33.4 35.7 21.5 20.9 28.5 32.2
Old : 22.5 22.6 33.4 35.7 21.5 20.9 28.5 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, January 10, 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 : 373,606: 58,920 33,369 677 255,956 292,366 315,553 326,412: 58,053 47,194
Old : 373,606: 58,920 33,369 677 255,956 292,366 315,553 326,412: 58,053 47,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 11,314: -199 1,370 122 11,463 2,752 11,386 4,244: -72 7,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.9 0.2 68.5 78.3 84.5 87.4: 15.5 12.6
Old : 100.0: 15.8 8.9 0.2 68.5 78.3 84.5 87.4: 15.5 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 : 69: 7 7 4 41 38 51 46:
Old : 69: 7 7 4 41 38 51 46:
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 48.9 45.1 63.5 23.6 48.9 41.3 63.4
Old : 25.8 48.9 45.1 63.5 23.6 48.9 41.3 63.4
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 - Futures Only, January 10, 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 : 10,246: 1,083 498 1,253 7,322 8,009 9,658 9,760: 588 486
Old : 10,246: 1,083 498 1,253 7,322 8,009 9,658 9,760: 588 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 196: -26 -470 213 -11 502 176 245: 20 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 4.9 12.2 71.5 78.2 94.3 95.3: 5.7 4.7
Old : 100.0: 10.6 4.9 12.2 71.5 78.2 94.3 95.3: 5.7 4.7
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 : 33: 7 4 6 19 17 30 23:
Old : 33: 7 4 6 19 17 30 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 : 50.4 50.6 69.0 71.6 20.9 16.9 26.9 26.9
Old : 50.4 50.6 69.0 71.6 20.9 16.9 26.9 26.9
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 - Futures Only, January 10, 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 : 183,589: 30,526 42,006 23,591 102,582 94,932 156,699 160,529: 26,890 23,060
Old : 156,844: 27,945 43,346 14,715 90,610 78,299 133,270 136,360: 23,574 20,484
Other: 26,745: 5,188 1,267 6,269 11,972 16,633 23,429 24,169: 3,316 2,576
: : :
: : Changes in Commitments from: January 3, 2012 :
: -11,768: 538 -6,093 -4,262 -5,387 3,506 -9,111 -6,849: -2,657 -4,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 22.9 12.8 55.9 51.7 85.4 87.4: 14.6 12.6
Old : 100.0: 17.8 27.6 9.4 57.8 49.9 85.0 86.9: 15.0 13.1
Other: 100.0: 19.4 4.7 23.4 44.8 62.2 87.6 90.4: 12.4 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 37 46 49 67 62 137 138:
Old : 180: 39 53 45 67 61 136 133:
Other: 80: 24 8 14 34 27 61 47:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 27.8 30.6 38.3 15.9 21.0 22.7 28.6
Old : 22.2 28.2 31.6 38.7 16.8 21.5 24.0 29.8
Other: 38.1 41.7 55.3 56.1 33.6 34.8 40.5 44.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 10, 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 : 14,100: 2,761 5,405 721 7,985 6,144 11,467 12,270: 2,633 1,830
Old : 13,866: 2,762 5,405 714 7,896 5,931 11,372 12,050: 2,494 1,816
Other: 234: 5 6 1 89 213 95 220: 139 14
: : :
: : Changes in Commitments from: January 3, 2012 :
: -599: -287 50 -216 -2 -214 -505 -380: -94 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 38.3 5.1 56.6 43.6 81.3 87.0: 18.7 13.0
Old : 100.0: 19.9 39.0 5.1 56.9 42.8 82.0 86.9: 18.0 13.1
Other: 100.0: 2.1 2.6 0.4 38.0 91.0 40.6 94.0: 59.4 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 21 20 10 17 14 44 41:
Old : 71: 21 20 10 16 13 43 40:
Other: 11: 1 1 1 1 7 3 9:
:----------------------------------------------------------------------------------------------------
: 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 : 34.2 32.5 50.8 49.7 34.2 27.6 50.8 44.2
Old : 34.8 31.9 51.7 49.3 34.8 27.6 51.7 44.4
Other: 40.6 82.9 40.6 93.6 40.2 82.9 40.2 93.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 10, 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 : 678,937: 162,169 138,001 5,135 402,444 429,955 569,748 573,091: 109,189 105,846
Old : 678,937: 162,169 138,001 5,135 402,444 429,955 569,748 573,091: 109,189 105,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -18,475: 1,571 -4,126 -85 -17,897 -18,131 -16,411 -22,342: -2,064 3,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 20.3 0.8 59.3 63.3 83.9 84.4: 16.1 15.6
Old : 100.0: 23.9 20.3 0.8 59.3 63.3 83.9 84.4: 16.1 15.6
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 : 207: 37 42 16 78 99 125 147:
Old : 207: 37 42 16 78 99 125 147:
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 18.9 38.7 28.0 26.6 18.1 36.1 25.5
Old : 27.1 18.9 38.7 28.0 26.6 18.1 36.1 25.5
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 - Futures Only, January 10, 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 : 1,578,979: 242,671 222,395 25,372 1,033,830 1,018,169 1,301,873 1,265,936: 277,106 313,043
Old : 1,578,979: 242,671 222,395 25,372 1,033,830 1,018,169 1,301,873 1,265,936: 277,106 313,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 81,423: 30,944 16,904 5,439 40,840 35,638 77,223 57,981: 4,200 23,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.1 1.6 65.5 64.5 82.5 80.2: 17.5 19.8
Old : 100.0: 15.4 14.1 1.6 65.5 64.5 82.5 80.2: 17.5 19.8
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 : 251: 40 56 27 101 118 159 183:
Old : 251: 40 56 27 101 118 159 183:
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 : 30.8 22.1 39.9 29.8 30.3 18.0 38.9 25.5
Old : 30.8 22.1 39.9 29.8 30.3 18.0 38.9 25.5
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 - Futures Only, January 10, 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 : 1,330,530: 426,281 122,589 8,907 656,453 967,262 1,091,641 1,098,758: 238,889 231,772
Old : 1,330,530: 426,281 122,589 8,907 656,453 967,262 1,091,641 1,098,758: 238,889 231,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 44,061: 44,984 -6,835 836 -17,540 39,643 28,280 33,644: 15,781 10,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 9.2 0.7 49.3 72.7 82.0 82.6: 18.0 17.4
Old : 100.0: 32.0 9.2 0.7 49.3 72.7 82.0 82.6: 18.0 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 30 21 13 63 99 99 127:
Old : 170: 30 21 13 63 99 99 127:
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 : 38.8 22.0 48.6 32.2 36.2 20.9 46.0 29.2
Old : 38.8 22.0 48.6 32.2 36.2 20.9 46.0 29.2
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 - Futures Only, January 10, 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 : 516,316: 83,320 68,138 66,741 329,919 346,505 479,980 481,384: 36,336 34,932
Old : 516,316: 83,320 68,138 66,741 329,919 346,505 479,980 481,384: 36,336 34,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 3,125: 3,953 1,088 633 -5,831 329 -1,245 2,050: 4,370 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.2 12.9 63.9 67.1 93.0 93.2: 7.0 6.8
Old : 100.0: 16.1 13.2 12.9 63.9 67.1 93.0 93.2: 7.0 6.8
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 : 88: 19 18 22 43 45 73 75:
Old : 88: 19 18 22 43 45 73 75:
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 : 44.8 36.5 53.7 55.2 33.9 26.7 39.5 40.0
Old : 44.8 36.5 53.7 55.2 33.9 26.7 39.5 40.0
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 - Futures Only, January 10, 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 : 50,249: 13,413 3,894 540 28,790 41,516 42,742 45,950: 7,507 4,300
Old : 50,249: 13,413 3,894 540 28,790 41,516 42,742 45,950: 7,507 4,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,287: -403 30 360 925 1,265 882 1,655: 1,406 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.7 1.1 57.3 82.6 85.1 91.4: 14.9 8.6
Old : 100.0: 26.7 7.7 1.1 57.3 82.6 85.1 91.4: 14.9 8.6
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 : 88: 27 10 5 30 27 59 40:
Old : 88: 27 10 5 30 27 59 40:
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 : 35.7 60.5 48.8 72.1 35.7 60.5 48.8 72.0
Old : 35.7 60.5 48.8 72.1 35.7 60.5 48.8 72.0
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 - Futures Only, January 10, 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 : 100,498: 26,826 7,788 1,079 57,579 83,032 85,484 91,899: 15,014 8,599
Old : 100,498: 26,826 7,788 1,079 57,579 83,032 85,484 91,899: 15,014 8,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 4,574: -806 60 720 1,849 2,530 1,763 3,310: 2,811 1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.7 1.1 57.3 82.6 85.1 91.4: 14.9 8.6
Old : 100.0: 26.7 7.7 1.1 57.3 82.6 85.1 91.4: 14.9 8.6
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 : 88: 27 10 5 30 27 59 40:
Old : 88: 27 10 5 30 27 59 40:
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 : 35.7 60.5 48.8 72.1 35.7 60.5 48.8 72.0
Old : 35.7 60.5 48.8 72.1 35.7 60.5 48.8 72.0
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 - Futures Only, January 10, 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 : 17,641: 13,599 9,566 497 1,331 5,563 15,427 15,626: 2,214 2,015
Old : 17,641: 13,599 9,566 497 1,331 5,563 15,427 15,626: 2,214 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,010: 0 -4,814 7 0 4,816 7 9: 2,003 2,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 54.2 2.8 7.5 31.5 87.4 88.6: 12.6 11.4
Old : 100.0: 77.1 54.2 2.8 7.5 31.5 87.4 88.6: 12.6 11.4
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 : 25: 7 15 3 1 2 11 17:
Old : 25: 7 15 3 1 2 11 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 : 81.9 52.3 86.1 72.5 81.9 51.3 84.6 70.1
Old : 81.9 52.3 86.1 72.5 81.9 51.3 84.6 70.1
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 - Futures Only, January 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,313: 1,294 1,954 27 8,722 8,267 10,043 10,248: 270 65
Old : 10,313: 1,294 1,954 27 8,722 8,267 10,043 10,248: 270 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -262: 85 -559 2 -347 322 -260 -235: -2 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.9 0.3 84.6 80.2 97.4 99.4: 2.6 0.6
Old : 100.0: 12.5 18.9 0.3 84.6 80.2 97.4 99.4: 2.6 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 : 30: 7 6 1 6 12 14 18:
Old : 30: 7 6 1 6 12 14 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 : 81.8 77.7 94.4 92.5 81.8 77.7 94.4 92.2
Old : 81.8 77.7 94.4 92.5 81.8 77.7 94.4 92.2
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 - Futures Only, January 10, 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 : 12,283: 1,389 2,305 0 10,480 9,785 11,869 12,090: 414 193
Old : 12,283: 1,389 2,305 0 10,480 9,785 11,869 12,090: 414 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -39: 203 1,511 0 -215 -1,554 -12 -43: -27 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 18.8 0.0 85.3 79.7 96.6 98.4: 3.4 1.6
Old : 100.0: 11.3 18.8 0.0 85.3 79.7 96.6 98.4: 3.4 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 : 32: 9 6 0 5 12 14 18:
Old : 32: 9 6 0 5 12 14 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 : 88.2 70.5 93.2 86.4 88.2 70.5 93.2 86.4
Old : 88.2 70.5 93.2 86.4 88.2 70.5 93.2 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012