WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 31, 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 : 469,173: 92,543 134,404 80,681 261,330 196,656 434,554 411,741: 34,619 57,432
Old : 278,737: 79,645 103,562 31,434 145,467 112,571 256,546 247,567: 22,191 31,170
Other: 190,436: 39,349 57,293 22,796 115,863 84,085 178,008 164,174: 12,428 26,262
: : :
: : Changes in Commitments from: January 24, 2012 :
: 4,310: 6,769 -10,753 -2,469 3,159 19,337 7,459 6,115: -3,149 -1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 28.6 17.2 55.7 41.9 92.6 87.8: 7.4 12.2
Old : 100.0: 28.6 37.2 11.3 52.2 40.4 92.0 88.8: 8.0 11.2
Other: 100.0: 20.7 30.1 12.0 60.8 44.2 93.5 86.2: 6.5 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 100 153 148 77 101 278 317:
Old : 357: 111 134 85 63 85 227 256:
Other: 253: 53 94 56 54 85 146 203:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 15.3 38.1 21.9 21.7 11.6 33.6 16.9
Old : 24.3 18.5 36.8 27.6 23.3 15.5 32.3 23.0
Other: 30.5 14.2 51.0 24.3 28.5 12.4 48.7 20.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 31, 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 : 1,235,541: 344,682 132,518 186,095 578,157 678,269 1,108,934 996,882: 126,607 238,659
Old : 944,193: 316,127 134,234 102,458 426,437 527,280 845,022 763,972: 99,171 180,221
Other: 291,348: 99,936 69,665 12,256 151,720 150,989 263,912 232,910: 27,436 58,438
: : :
: : Changes in Commitments from: January 24, 2012 :
: 21,080: 14,724 -17,986 10,593 11,596 37,631 36,913 30,238: -15,833 -9,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 10.7 15.1 46.8 54.9 89.8 80.7: 10.2 19.3
Old : 100.0: 33.5 14.2 10.9 45.2 55.8 89.5 80.9: 10.5 19.1
Other: 100.0: 34.3 23.9 4.2 52.1 51.8 90.6 79.9: 9.4 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 685: 171 148 194 213 302 478 570:
Old : 669: 162 153 159 200 289 439 535:
Other: 488: 89 107 42 89 241 201 373:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 10.3 21.2 16.5 12.8 7.4 19.9 12.5
Old : 14.5 11.3 24.0 17.7 14.5 9.5 23.4 14.8
Other: 24.3 18.4 36.7 26.5 18.5 12.4 27.9 19.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 31, 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 : 13,649: 2,611 3,014 54 8,631 8,341 11,296 11,409: 2,353 2,240
Old : 12,310: 2,437 3,034 32 7,691 7,157 10,160 10,223: 2,150 2,087
Other: 1,339: 194 0 2 940 1,184 1,136 1,186: 203 153
: : :
: : Changes in Commitments from: January 24, 2012 :
: -64: -47 161 -1 -186 -244 -234 -84: 170 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 22.1 0.4 63.2 61.1 82.8 83.6: 17.2 16.4
Old : 100.0: 19.8 24.6 0.3 62.5 58.1 82.5 83.0: 17.5 17.0
Other: 100.0: 14.5 0.0 0.1 70.2 88.4 84.8 88.6: 15.2 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 14 3 16 7 28 23:
Old : 42: 10 15 1 15 5 26 20:
Other: 17: 6 0 1 9 6 15 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 : 36.5 66.3 55.8 75.1 36.5 65.6 54.1 72.6
Old : 36.6 65.2 55.8 74.9 36.6 64.7 53.0 72.6
Other: 64.5 87.8 78.5 88.6 60.9 81.9 72.7 81.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 31, 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 : 500,592: 125,659 70,271 78,960 253,597 272,593 458,216 421,824: 42,376 78,768
Old : 407,241: 102,565 70,777 59,036 211,344 217,907 372,945 347,720: 34,296 59,521
Other: 93,351: 39,083 15,483 3,935 42,253 54,686 85,271 74,104: 8,080 19,247
: : :
: : Changes in Commitments from: January 24, 2012 :
: 22,288: 4,547 1,401 2,055 15,189 15,508 21,791 18,964: 497 3,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 14.0 15.8 50.7 54.5 91.5 84.3: 8.5 15.7
Old : 100.0: 25.2 17.4 14.5 51.9 53.5 91.6 85.4: 8.4 14.6
Other: 100.0: 41.9 16.6 4.2 45.3 58.6 91.3 79.4: 8.7 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 133 114 148 111 143 327 354:
Old : 428: 122 122 122 105 127 300 323:
Other: 258: 67 57 33 56 109 144 181:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 16.7 25.3 25.4 13.8 13.5 22.8 20.5
Old : 18.4 17.3 28.1 25.7 16.6 15.3 26.2 22.7
Other: 31.2 26.5 45.7 40.4 24.8 23.0 37.5 32.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 31, 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 : 12,983: 9,294 1,775 329 346 2,068 9,969 4,172: 3,014 8,811
Old : 7,654: 4,895 1,862 217 346 1,189 5,458 3,268: 2,196 4,386
Other: 5,329: 4,511 25 0 0 879 4,511 904: 818 4,425
: : :
: : Changes in Commitments from: January 24, 2012 :
: 131: 95 465 -78 -3 -369 14 18: 117 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 13.7 2.5 2.7 15.9 76.8 32.1: 23.2 67.9
Old : 100.0: 64.0 24.3 2.8 4.5 15.5 71.3 42.7: 28.7 57.3
Other: 100.0: 84.7 0.5 0.0 0.0 16.5 84.7 17.0: 15.3 83.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 5 7 1 4 14 16:
Old : 22: 12 6 6 1 4 13 16:
Other: 12: 7 1 0 0 4 7 5:
:----------------------------------------------------------------------------------------------------
: 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 : 44.3 20.5 65.5 28.5 44.0 20.5 63.3 28.5
Old : 45.7 26.9 62.0 37.7 45.3 26.9 59.6 37.7
Other: 73.3 16.5 84.7 17.0 73.3 16.5 84.7 17.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 31, 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 : 326,264: 70,939 85,587 41,717 186,960 166,605 299,616 293,909: 26,648 32,355
Old : 286,672: 70,746 88,680 31,234 162,589 136,508 264,569 256,422: 22,103 30,250
Other: 39,592: 7,790 4,504 2,886 24,371 30,097 35,047 37,487: 4,545 2,105
: : :
: : Changes in Commitments from: January 24, 2012 :
: 10,939: 2,576 5,780 3,743 5,188 -802 11,507 8,721: -568 2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 26.2 12.8 57.3 51.1 91.8 90.1: 8.2 9.9
Old : 100.0: 24.7 30.9 10.9 56.7 47.6 92.3 89.4: 7.7 10.6
Other: 100.0: 19.7 11.4 7.3 61.6 76.0 88.5 94.7: 11.5 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 69 82 83 69 61 192 198:
Old : 260: 69 89 74 65 60 180 193:
Other: 88: 27 13 13 36 26 68 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 : 17.4 20.8 28.6 31.9 14.0 16.6 23.2 26.7
Old : 19.5 20.5 31.5 31.1 18.0 17.5 28.0 27.6
Other: 31.4 51.1 48.2 69.4 29.8 50.5 43.1 63.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 31, 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 : 619,808: 75,726 92,907 5,117 396,615 380,098 477,458 478,122: 142,350 141,686
Old : 619,808: 75,726 92,907 5,117 396,615 380,098 477,458 478,122: 142,350 141,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -4,888: 3,641 -20,759 808 -15,267 5,405 -10,818 -14,546: 5,930 9,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 15.0 0.8 64.0 61.3 77.0 77.1: 23.0 22.9
Old : 100.0: 12.2 15.0 0.8 64.0 61.3 77.0 77.1: 23.0 22.9
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 : 157: 30 30 19 71 68 115 103:
Old : 157: 30 30 19 71 68 115 103:
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 : 22.8 25.7 34.6 38.4 21.9 22.4 28.0 32.9
Old : 22.8 25.7 34.6 38.4 21.9 22.4 28.0 32.9
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 31, 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 : 378,456: 45,786 31,297 935 269,913 294,728 316,634 326,960: 61,822 51,496
Old : 378,456: 45,786 31,297 935 269,913 294,728 316,634 326,960: 61,822 51,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 6,139: -12,234 -1,971 472 16,217 3,509 4,455 2,010: 1,684 4,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 8.3 0.2 71.3 77.9 83.7 86.4: 16.3 13.6
Old : 100.0: 12.1 8.3 0.2 71.3 77.9 83.7 86.4: 16.3 13.6
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 : 66: 5 7 3 40 36 47 44:
Old : 66: 5 7 3 40 36 47 44:
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 : 26.5 49.6 45.8 64.3 23.6 49.5 40.9 64.2
Old : 26.5 49.6 45.8 64.3 23.6 49.5 40.9 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, January 31, 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 : 10,608: 1,200 182 1,383 7,323 8,566 9,906 10,131: 702 477
Old : 10,608: 1,200 182 1,383 7,323 8,566 9,906 10,131: 702 477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 376: 158 -30 -87 246 536 317 419: 59 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.7 13.0 69.0 80.8 93.4 95.5: 6.6 4.5
Old : 100.0: 11.3 1.7 13.0 69.0 80.8 93.4 95.5: 6.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 1 6 19 23 31 29:
Old : 37: 10 1 6 19 23 31 29:
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 47.4 70.9 70.8 18.1 17.7 23.4 25.2
Old : 53.2 47.4 70.9 70.8 18.1 17.7 23.4 25.2
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 31, 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 : 202,350: 33,374 41,399 26,757 113,768 108,972 173,899 177,128: 28,451 25,222
Old : 167,106: 29,493 45,359 14,265 99,931 85,118 143,689 144,742: 23,417 22,364
Other: 35,244: 9,301 1,460 7,072 13,837 23,854 30,210 32,386: 5,034 2,858
: : :
: : Changes in Commitments from: January 24, 2012 :
: 382: 1,362 -1,140 2,509 -1,769 -729 2,102 640: -1,720 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 20.5 13.2 56.2 53.9 85.9 87.5: 14.1 12.5
Old : 100.0: 17.6 27.1 8.5 59.8 50.9 86.0 86.6: 14.0 13.4
Other: 100.0: 26.4 4.1 20.1 39.3 67.7 85.7 91.9: 14.3 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 41 45 51 72 65 144 148:
Old : 187: 40 55 44 71 64 140 142:
Other: 87: 28 8 15 38 28 67 50:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 25.1 30.5 35.0 14.6 18.3 20.6 24.8
Old : 22.4 24.5 32.2 33.9 17.7 18.3 24.2 26.1
Other: 37.2 42.9 52.5 59.8 31.4 37.2 39.6 47.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 31, 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 : 14,940: 3,197 6,153 912 8,156 5,911 12,265 12,976: 2,675 1,964
Old : 14,604: 3,229 6,172 850 8,009 5,633 12,088 12,655: 2,516 1,949
Other: 336: 27 40 3 147 278 177 321: 159 15
: : :
: : Changes in Commitments from: January 24, 2012 :
: 755: 210 512 263 283 -90 756 685: -1 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 41.2 6.1 54.6 39.6 82.1 86.9: 17.9 13.1
Old : 100.0: 22.1 42.3 5.8 54.8 38.6 82.8 86.7: 17.2 13.3
Other: 100.0: 8.0 11.9 0.9 43.8 82.7 52.7 95.5: 47.3 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 23 25 11 20 16 49 50:
Old : 81: 23 26 11 18 15 47 49:
Other: 15: 3 2 2 3 7 7 10:
:----------------------------------------------------------------------------------------------------
: 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 : 34.4 26.6 48.3 42.4 34.4 23.9 48.3 38.9
Old : 35.2 25.7 49.4 41.8 35.2 23.4 49.4 39.0
Other: 49.4 86.6 52.7 94.9 49.4 86.6 51.8 94.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 31, 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 : 934,666: 325,551 125,394 8,218 477,158 703,566 810,927 837,178: 123,739 97,488
Old : 934,666: 325,551 125,394 8,218 477,158 703,566 810,927 837,178: 123,739 97,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 89,406: 29,877 -11,792 1,252 56,875 103,372 88,004 92,832: 1,402 -3,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 13.4 0.9 51.1 75.3 86.8 89.6: 13.2 10.4
Old : 100.0: 34.8 13.4 0.9 51.1 75.3 86.8 89.6: 13.2 10.4
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 : 225: 53 39 17 87 101 148 149:
Old : 225: 53 39 17 87 101 148 149:
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 : 20.3 31.6 34.0 39.9 19.0 30.0 32.2 37.0
Old : 20.3 31.6 34.0 39.9 19.0 30.0 32.2 37.0
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 31, 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 : 1,763,911: 217,317 246,900 26,228 1,241,347 1,157,380 1,484,892 1,430,508: 279,019 333,403
Old : 1,763,911: 217,317 246,900 26,228 1,241,347 1,157,380 1,484,892 1,430,508: 279,019 333,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 55,506: -3,714 -18,008 7,823 29,030 83,508 33,139 73,323: 22,367 -17,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 14.0 1.5 70.4 65.6 84.2 81.1: 15.8 18.9
Old : 100.0: 12.3 14.0 1.5 70.4 65.6 84.2 81.1: 15.8 18.9
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 : 261: 40 56 37 112 127 171 201:
Old : 261: 40 56 37 112 127 171 201:
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 : 30.9 25.2 40.4 34.4 30.3 20.8 37.8 29.2
Old : 30.9 25.2 40.4 34.4 30.3 20.8 37.8 29.2
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 31, 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 : 1,477,558: 456,111 153,226 10,398 775,997 1,098,168 1,242,506 1,261,792: 235,052 215,766
Old : 1,477,558: 456,111 153,226 10,398 775,997 1,098,168 1,242,506 1,261,792: 235,052 215,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 31,082: 47,746 1,563 -8,569 -22,469 45,898 16,708 38,892: 14,374 -7,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 10.4 0.7 52.5 74.3 84.1 85.4: 15.9 14.6
Old : 100.0: 30.9 10.4 0.7 52.5 74.3 84.1 85.4: 15.9 14.6
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 : 200: 41 33 23 71 105 124 149:
Old : 200: 41 33 23 71 105 124 149:
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 : 40.7 25.7 49.0 35.4 38.3 24.6 45.4 32.5
Old : 40.7 25.7 49.0 35.4 38.3 24.6 45.4 32.5
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 31, 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 : 548,721: 85,735 67,556 73,028 352,132 370,106 510,895 510,690: 37,826 38,031
Old : 548,721: 85,735 67,556 73,028 352,132 370,106 510,895 510,690: 37,826 38,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 18,492: 4,631 7,836 -769 18,191 12,509 22,053 19,576: -3,561 -1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.3 13.3 64.2 67.4 93.1 93.1: 6.9 6.9
Old : 100.0: 15.6 12.3 13.3 64.2 67.4 93.1 93.1: 6.9 6.9
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 : 87: 24 11 22 43 45 72 75:
Old : 87: 24 11 22 43 45 72 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 : 44.0 38.6 54.4 57.5 31.6 27.6 36.6 39.5
Old : 44.0 38.6 54.4 57.5 31.6 27.6 36.6 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 31, 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 : 51,836: 17,444 4,519 129 27,176 42,562 44,749 47,209: 7,087 4,627
Old : 51,836: 17,444 4,519 129 27,176 42,562 44,749 47,209: 7,087 4,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 120: 1,151 -39 31 -637 652 545 644: -426 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 8.7 0.2 52.4 82.1 86.3 91.1: 13.7 8.9
Old : 100.0: 33.7 8.7 0.2 52.4 82.1 86.3 91.1: 13.7 8.9
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 : 90: 30 13 4 24 29 57 43:
Old : 90: 30 13 4 24 29 57 43:
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 : 35.3 57.9 49.8 69.1 35.3 57.9 49.8 69.1
Old : 35.3 57.9 49.8 69.1 35.3 57.9 49.8 69.1
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 31, 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 : 103,671: 34,888 9,037 258 54,352 85,123 89,498 94,418: 14,173 9,253
Old : 103,671: 34,888 9,037 258 54,352 85,123 89,498 94,418: 14,173 9,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 239: 2,301 -78 62 -1,273 1,304 1,090 1,288: -851 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 8.7 0.2 52.4 82.1 86.3 91.1: 13.7 8.9
Old : 100.0: 33.7 8.7 0.2 52.4 82.1 86.3 91.1: 13.7 8.9
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 : 90: 30 13 4 24 29 57 43:
Old : 90: 30 13 4 24 29 57 43:
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 : 35.3 57.9 49.8 69.1 35.3 57.9 49.8 69.1
Old : 35.3 57.9 49.8 69.1 35.3 57.9 49.8 69.1
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 31, 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 : 16,376: 13,759 7,720 910 1,361 7,724 16,030 16,354: 346 22
Old : 16,376: 13,759 7,720 910 1,361 7,724 16,030 16,354: 346 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 22: 0 -18 3 30 28 33 13: -11 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 47.1 5.6 8.3 47.2 97.9 99.9: 2.1 0.1
Old : 100.0: 84.0 47.1 5.6 8.3 47.2 97.9 99.9: 2.1 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: 9 12 3 1 2 12 15:
Old : 24: 9 12 3 1 2 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.6 68.4 96.1 86.2 87.6 67.4 91.8 83.3
Old : 87.6 68.4 96.1 86.2 87.6 67.4 91.8 83.3
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 31, 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 : 9,571: 1,388 698 30 7,921 8,736 9,339 9,464: 232 107
Old : 9,571: 1,388 698 30 7,921 8,736 9,339 9,464: 232 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -93: -151 30 0 53 -165 -98 -135: 5 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 7.3 0.3 82.8 91.3 97.6 98.9: 2.4 1.1
Old : 100.0: 14.5 7.3 0.3 82.8 91.3 97.6 98.9: 2.4 1.1
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 : 29: 8 5 1 6 11 15 16:
Old : 29: 8 5 1 6 11 15 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 : 83.5 82.8 94.4 93.9 83.5 82.7 94.4 93.4
Old : 83.5 82.8 94.4 93.9 83.5 82.7 94.4 93.4
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 31, 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 : 13,572: 1,109 1,783 0 12,197 11,665 13,306 13,448: 266 124
Old : 13,572: 1,109 1,783 0 12,197 11,665 13,306 13,448: 266 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 997: -1,176 227 0 2,223 763 1,047 990: -50 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 13.1 0.0 89.9 85.9 98.0 99.1: 2.0 0.9
Old : 100.0: 8.2 13.1 0.0 89.9 85.9 98.0 99.1: 2.0 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 : 34: 6 10 0 5 13 11 23:
Old : 34: 6 10 0 5 13 11 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 : 92.6 67.2 96.9 82.6 92.6 67.2 96.9 82.6
Old : 92.6 67.2 96.9 82.6 92.6 67.2 96.9 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012