WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 443,914: 76,396 138,941 77,762 253,940 166,018 408,098 382,721: 35,816 61,193
Old : 264,052: 70,856 111,863 25,731 143,085 91,173 239,672 228,767: 24,380 35,285
Other: 179,862: 36,274 57,812 21,297 110,855 74,845 168,426 153,954: 11,436 25,908
: : :
: : Changes in Commitments from: January 10, 2012 :
: 36,251: 2,687 9,923 10,261 22,654 9,734 35,602 29,918: 649 6,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 31.3 17.5 57.2 37.4 91.9 86.2: 8.1 13.8
Old : 100.0: 26.8 42.4 9.7 54.2 34.5 90.8 86.6: 9.2 13.4
Other: 100.0: 20.2 32.1 11.8 61.6 41.6 93.6 85.6: 6.4 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 91 173 137 76 99 264 323:
Old : 357: 106 141 77 66 80 221 253:
Other: 249: 48 99 51 50 83 136 201:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 11.9 38.1 18.1 22.8 9.6 35.2 14.3
Old : 25.7 12.1 36.9 20.5 25.7 11.1 35.1 18.9
Other: 30.5 15.9 48.1 23.8 27.4 11.8 44.9 18.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,205,421: 333,795 134,867 167,217 560,119 654,271 1,061,131 956,355: 144,290 249,066
Old : 935,758: 303,389 127,449 102,081 409,813 510,650 815,283 740,180: 120,475 195,578
Other: 269,663: 85,630 62,642 9,912 150,306 143,621 245,848 216,175: 23,815 53,488
: : :
: : Changes in Commitments from: January 10, 2012 :
: -6,058: -4,698 19,792 7,128 -15,522 -35,140 -13,092 -8,220: 7,034 2,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 11.2 13.9 46.5 54.3 88.0 79.3: 12.0 20.7
Old : 100.0: 32.4 13.6 10.9 43.8 54.6 87.1 79.1: 12.9 20.9
Other: 100.0: 31.8 23.2 3.7 55.7 53.3 91.2 80.2: 8.8 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 702: 173 157 191 192 300 468 568:
Old : 682: 176 149 151 180 288 428 526:
Other: 479: 80 109 38 81 239 183 369:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 10.0 21.5 16.0 12.9 8.7 19.9 13.7
Old : 14.5 10.9 22.6 16.4 14.5 10.9 22.0 15.9
Other: 25.7 18.9 39.1 27.6 19.6 13.1 29.6 20.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,456: 2,506 2,667 50 8,652 8,476 11,208 11,193: 2,248 2,263
Old : 12,899: 2,372 2,685 32 8,431 8,023 10,835 10,740: 2,064 2,159
Other: 557: 152 0 0 221 453 373 453: 184 104
: : :
: : Changes in Commitments from: January 10, 2012 :
: 544: 119 58 3 410 176 532 237: 12 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 19.8 0.4 64.3 63.0 83.3 83.2: 16.7 16.8
Old : 100.0: 18.4 20.8 0.2 65.4 62.2 84.0 83.3: 16.0 16.7
Other: 100.0: 27.3 0.0 0.0 39.7 81.3 67.0 81.3: 33.0 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 12 2 16 7 29 20:
Old : 41: 11 13 1 15 5 27 18:
Other: 14: 4 0 0 7 6 11 6:
:----------------------------------------------------------------------------------------------------
: 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 : 38.4 69.2 56.7 77.1 38.4 67.8 54.7 74.4
Old : 39.4 69.6 57.6 77.8 39.4 68.7 55.5 75.6
Other: 48.5 79.7 65.5 81.3 44.5 70.4 55.3 70.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 478,025: 112,834 69,682 75,866 246,390 257,178 435,090 402,726: 42,935 75,299
Old : 391,286: 97,063 73,618 53,451 205,888 207,278 356,402 334,347: 34,884 56,939
Other: 86,739: 34,311 14,604 3,875 40,502 49,900 78,688 68,379: 8,051 18,360
: : :
: : Changes in Commitments from: January 10, 2012 :
: 18,276: 1,150 6,648 9,499 7,110 -2,170 17,759 13,977: 517 4,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 14.6 15.9 51.5 53.8 91.0 84.2: 9.0 15.8
Old : 100.0: 24.8 18.8 13.7 52.6 53.0 91.1 85.4: 8.9 14.6
Other: 100.0: 39.6 16.8 4.5 46.7 57.5 90.7 78.8: 9.3 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 127 122 136 99 143 312 337:
Old : 426: 131 123 113 96 130 294 311:
Other: 248: 55 65 27 49 107 120 185:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 15.9 26.1 24.6 15.0 14.2 24.1 20.9
Old : 19.0 17.3 28.9 26.1 17.8 16.5 27.5 24.2
Other: 33.6 27.2 47.6 39.3 28.2 24.2 40.0 31.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 17, 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 : 12,723: 8,959 1,785 423 355 2,441 9,737 4,649: 2,986 8,074
Old : 7,954: 5,065 1,876 236 355 1,572 5,656 3,684: 2,298 4,270
Other: 4,769: 4,080 95 1 0 869 4,081 965: 688 3,804
: : :
: : Changes in Commitments from: January 10, 2012 :
: 931: 670 1,605 158 -1 57 827 1,820: 104 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 14.0 3.3 2.8 19.2 76.5 36.5: 23.5 63.5
Old : 100.0: 63.7 23.6 3.0 4.5 19.8 71.1 46.3: 28.9 53.7
Other: 100.0: 85.6 2.0 0.0 0.0 18.2 85.6 20.2: 14.4 79.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 5 6 1 5 13 16:
Old : 22: 11 6 5 1 5 12 16:
Other: 14: 7 2 1 0 5 7 8:
:----------------------------------------------------------------------------------------------------
: 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 : 44.6 21.3 65.3 30.6 43.2 21.3 62.2 30.6
Old : 42.3 26.6 60.4 38.2 41.4 26.6 57.2 38.2
Other: 74.4 17.6 85.6 20.2 74.4 17.6 85.6 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 294,612: 59,832 72,585 29,620 178,256 160,420 267,708 262,625: 26,904 31,987
Old : 262,617: 61,567 74,461 21,602 157,002 136,788 240,171 232,851: 22,446 29,766
Other: 31,995: 3,564 3,423 2,719 21,254 23,632 27,537 29,774: 4,458 2,221
: : :
: : Changes in Commitments from: January 10, 2012 :
: 16,806: -8,191 12,148 1,219 25,316 1,716 18,344 15,083: -1,538 1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 24.6 10.1 60.5 54.5 90.9 89.1: 9.1 10.9
Old : 100.0: 23.4 28.4 8.2 59.8 52.1 91.5 88.7: 8.5 11.3
Other: 100.0: 11.1 10.7 8.5 66.4 73.9 86.1 93.1: 13.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 63 77 68 69 64 178 186:
Old : 251: 66 83 60 66 63 169 182:
Other: 80: 17 13 10 36 25 61 42:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 22.5 28.5 34.7 14.8 19.0 23.7 29.6
Old : 19.1 21.6 29.9 33.3 17.1 19.6 26.8 29.7
Other: 33.7 43.9 47.8 64.0 28.5 42.6 41.2 56.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 641,385: 90,188 107,540 3,974 399,410 407,368 493,572 518,882: 147,813 122,503
Old : 641,385: 90,188 107,540 3,974 399,410 407,368 493,572 518,882: 147,813 122,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 42,182: 22,673 275 509 25,075 52,486 48,257 53,270: -6,075 -11,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.8 0.6 62.3 63.5 77.0 80.9: 23.0 19.1
Old : 100.0: 14.1 16.8 0.6 62.3 63.5 77.0 80.9: 23.0 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 29 34 17 69 78 108 119:
Old : 168: 29 34 17 69 78 108 119:
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 : 22.2 23.2 33.7 36.8 21.1 21.2 28.7 32.8
Old : 22.2 23.2 33.7 36.8 21.1 21.2 28.7 32.8
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 374,518: 59,165 33,855 466 253,498 294,305 313,129 328,626: 61,389 45,892
Old : 374,518: 59,165 33,855 466 253,498 294,305 313,129 328,626: 61,389 45,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 912: 245 486 -211 -2,458 1,939 -2,424 2,214: 3,336 -1,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.0 0.1 67.7 78.6 83.6 87.7: 16.4 12.3
Old : 100.0: 15.8 9.0 0.1 67.7 78.6 83.6 87.7: 16.4 12.3
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 : 68: 7 7 3 40 38 49 46:
Old : 68: 7 7 3 40 38 49 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 : 26.7 49.5 46.0 63.7 23.5 49.4 41.3 63.6
Old : 26.7 49.5 46.0 63.7 23.5 49.4 41.3 63.6
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 - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,070: 1,167 137 1,455 6,830 8,038 9,452 9,630: 618 440
Old : 10,070: 1,167 137 1,455 6,830 8,038 9,452 9,630: 618 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -176: 84 -361 202 -492 29 -206 -130: 30 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 1.4 14.4 67.8 79.8 93.9 95.6: 6.1 4.4
Old : 100.0: 11.6 1.4 14.4 67.8 79.8 93.9 95.6: 6.1 4.4
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 : 35: 8 2 6 18 20 29 26:
Old : 35: 8 2 6 18 20 29 26:
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 : 51.8 50.9 71.6 72.7 17.1 15.3 21.4 21.2
Old : 51.8 50.9 71.6 72.7 17.1 15.3 21.4 21.2
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 190,530: 29,007 47,337 21,841 112,942 97,077 163,790 166,255: 26,740 24,275
Old : 161,090: 24,235 48,475 13,207 101,076 78,001 138,518 139,683: 22,572 21,407
Other: 29,440: 7,320 1,410 6,086 11,866 19,076 25,272 26,572: 4,168 2,868
: : :
: : Changes in Commitments from: January 10, 2012 :
: 6,941: -1,519 5,331 -1,750 10,360 2,145 7,091 5,726: -150 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 24.8 11.5 59.3 51.0 86.0 87.3: 14.0 12.7
Old : 100.0: 15.0 30.1 8.2 62.7 48.4 86.0 86.7: 14.0 13.3
Other: 100.0: 24.9 4.8 20.7 40.3 64.8 85.8 90.3: 14.2 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 38 57 45 68 62 136 145:
Old : 188: 37 62 42 67 61 132 141:
Other: 84: 27 8 11 36 28 64 46:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 26.0 32.7 35.7 16.5 19.1 24.1 26.3
Old : 24.3 25.5 35.0 34.8 17.9 18.3 26.1 25.8
Other: 34.7 39.3 51.0 56.0 30.6 33.1 38.8 44.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,140: 2,905 5,486 698 8,112 6,188 11,715 12,372: 2,425 1,768
Old : 13,893: 2,904 5,486 693 8,023 5,960 11,620 12,139: 2,273 1,754
Other: 247: 5 4 1 89 228 95 233: 152 14
: : :
: : Changes in Commitments from: January 10, 2012 :
: 40: 144 81 -23 127 44 248 102: -208 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 38.8 4.9 57.4 43.8 82.9 87.5: 17.1 12.5
Old : 100.0: 20.9 39.5 5.0 57.7 42.9 83.6 87.4: 16.4 12.6
Other: 100.0: 2.0 1.6 0.4 36.0 92.3 38.5 94.3: 61.5 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 22 21 10 17 14 45 42:
Old : 73: 22 21 10 16 13 44 41:
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 : 36.6 32.5 51.5 49.7 36.6 27.4 51.5 44.2
Old : 37.2 31.8 52.4 49.3 37.2 26.9 52.4 44.4
Other: 38.5 87.9 38.5 93.9 38.1 87.9 38.1 93.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 787,412: 302,564 143,210 6,146 358,915 536,352 667,625 685,708: 119,787 101,704
Old : 787,412: 302,564 143,210 6,146 358,915 536,352 667,625 685,708: 119,787 101,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 108,475: 140,395 5,209 1,011 -43,529 106,397 97,877 112,617: 10,598 -4,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 18.2 0.8 45.6 68.1 84.8 87.1: 15.2 12.9
Old : 100.0: 38.4 18.2 0.8 45.6 68.1 84.8 87.1: 15.2 12.9
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 : 213: 43 40 11 78 103 128 147:
Old : 213: 43 40 11 78 103 128 147:
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 : 21.8 20.2 33.8 29.0 21.4 19.6 32.5 26.6
Old : 21.8 20.2 33.8 29.0 21.4 19.6 32.5 26.6
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,688,393: 286,446 193,943 19,832 1,094,088 1,143,838 1,400,366 1,357,613: 288,027 330,780
Old : 1,688,393: 286,446 193,943 19,832 1,094,088 1,143,838 1,400,366 1,357,613: 288,027 330,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 109,414: 43,775 -28,452 -5,540 60,258 125,669 98,493 91,677: 10,921 17,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 11.5 1.2 64.8 67.7 82.9 80.4: 17.1 19.6
Old : 100.0: 17.0 11.5 1.2 64.8 67.7 82.9 80.4: 17.1 19.6
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 : 245: 44 46 27 104 119 161 179:
Old : 245: 44 46 27 104 119 161 179:
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 : 30.5 24.4 39.7 34.6 30.0 19.8 37.9 29.9
Old : 30.5 24.4 39.7 34.6 30.0 19.8 37.9 29.9
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,425,200: 461,973 157,382 9,145 716,350 1,044,374 1,187,468 1,210,901: 237,732 214,299
Old : 1,425,200: 461,973 157,382 9,145 716,350 1,044,374 1,187,468 1,210,901: 237,732 214,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 94,670: 35,692 34,793 238 59,897 77,112 95,827 112,143: -1,157 -17,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 11.0 0.6 50.3 73.3 83.3 85.0: 16.7 15.0
Old : 100.0: 32.4 11.0 0.6 50.3 73.3 83.3 85.0: 16.7 15.0
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 : 181: 31 23 13 68 107 106 136:
Old : 181: 31 23 13 68 107 106 136:
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 : 39.8 22.6 49.6 31.8 37.4 21.6 47.1 29.5
Old : 39.8 22.6 49.6 31.8 37.4 21.6 47.1 29.5
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 520,680: 81,816 64,676 70,842 329,971 349,876 482,629 485,394: 38,051 35,286
Old : 520,680: 81,816 64,676 70,842 329,971 349,876 482,629 485,394: 38,051 35,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 4,364: -1,504 -3,462 4,101 52 3,371 2,649 4,010: 1,715 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.4 13.6 63.4 67.2 92.7 93.2: 7.3 6.8
Old : 100.0: 15.7 12.4 13.6 63.4 67.2 92.7 93.2: 7.3 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 : 87: 20 18 23 40 42 72 73:
Old : 87: 20 18 23 40 42 72 73:
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 : 45.5 37.3 54.2 55.9 33.4 27.4 38.5 39.5
Old : 45.5 37.3 54.2 55.9 33.4 27.4 38.5 39.5
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 50,886: 13,940 4,327 812 28,691 41,314 43,442 46,452: 7,444 4,434
Old : 50,886: 13,940 4,327 812 28,691 41,314 43,442 46,452: 7,444 4,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 637: 527 433 272 -99 -202 700 503: -64 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.5 1.6 56.4 81.2 85.4 91.3: 14.6 8.7
Old : 100.0: 27.4 8.5 1.6 56.4 81.2 85.4 91.3: 14.6 8.7
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 : 89: 27 12 5 28 28 58 42:
Old : 89: 27 12 5 28 28 58 42:
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 : 35.5 58.3 48.2 69.5 35.5 58.3 48.2 69.5
Old : 35.5 58.3 48.2 69.5 35.5 58.3 48.2 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 101,771: 27,880 8,653 1,623 57,381 82,628 86,884 92,904: 14,887 8,867
Old : 101,771: 27,880 8,653 1,623 57,381 82,628 86,884 92,904: 14,887 8,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,273: 1,054 865 544 -198 -404 1,400 1,005: -127 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.5 1.6 56.4 81.2 85.4 91.3: 14.6 8.7
Old : 100.0: 27.4 8.5 1.6 56.4 81.2 85.4 91.3: 14.6 8.7
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 : 89: 27 12 5 28 28 58 42:
Old : 89: 27 12 5 28 28 58 42:
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 : 35.5 58.3 48.2 69.5 35.5 58.3 48.2 69.5
Old : 35.5 58.3 48.2 69.5 35.5 58.3 48.2 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,148: 13,709 8,049 840 1,331 7,244 15,880 16,133: 268 15
Old : 16,148: 13,709 8,049 840 1,331 7,244 15,880 16,133: 268 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -1,493: 110 -1,517 343 0 1,681 453 507: -1,946 -2,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 49.8 5.2 8.2 44.9 98.3 99.9: 1.7 0.1
Old : 100.0: 84.9 49.8 5.2 8.2 44.9 98.3 99.9: 1.7 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 : 24: 8 13 3 1 2 11 16:
Old : 24: 8 13 3 1 2 11 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 : 89.5 66.4 96.7 86.0 89.5 65.4 92.8 83.5
Old : 89.5 66.4 96.7 86.0 89.5 65.4 92.8 83.5
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 9,465: 1,291 1,045 30 7,904 8,303 9,225 9,378: 240 87
Old : 9,465: 1,291 1,045 30 7,904 8,303 9,225 9,378: 240 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -848: -3 -909 3 -818 36 -818 -870: -30 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 11.0 0.3 83.5 87.7 97.5 99.1: 2.5 0.9
Old : 100.0: 13.6 11.0 0.3 83.5 87.7 97.5 99.1: 2.5 0.9
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 : 28: 7 6 1 6 10 14 16:
Old : 28: 7 6 1 6 10 14 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 : 85.5 79.7 95.2 92.8 85.5 79.6 95.2 92.3
Old : 85.5 79.7 95.2 92.8 85.5 79.6 95.2 92.3
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,428: 2,048 1,767 0 9,989 10,466 12,037 12,233: 391 195
Old : 12,428: 2,048 1,767 0 9,989 10,466 12,037 12,233: 391 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 145: 659 -538 0 -491 681 168 143: -23 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 14.2 0.0 80.4 84.2 96.9 98.4: 3.1 1.6
Old : 100.0: 16.5 14.2 0.0 80.4 84.2 96.9 98.4: 3.1 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 : 33: 11 5 0 5 12 16 17:
Old : 33: 11 5 0 5 12 16 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 : 83.3 69.9 91.5 85.7 83.3 69.9 91.5 85.7
Old : 83.3 69.9 91.5 85.7 83.3 69.9 91.5 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012