WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 7, 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 : 458,559: 86,350 128,032 79,345 255,104 194,177 420,799 401,554: 37,760 57,005
Old : 253,897: 72,495 96,046 22,574 133,882 105,654 228,951 224,274: 24,946 29,623
Other: 204,662: 43,531 61,662 27,095 121,222 88,523 191,848 177,280: 12,814 27,382
: : :
: : Changes in Commitments from: January 31, 2012 :
: -10,614: -6,193 -6,372 -1,336 -6,226 -2,479 -13,755 -10,187: 3,141 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 27.9 17.3 55.6 42.3 91.8 87.6: 8.2 12.4
Old : 100.0: 28.6 37.8 8.9 52.7 41.6 90.2 88.3: 9.8 11.7
Other: 100.0: 21.3 30.1 13.2 59.2 43.3 93.7 86.6: 6.3 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 107 147 149 81 106 297 308:
Old : 361: 120 125 83 68 89 239 250:
Other: 263: 54 99 61 55 88 159 205:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 15.1 38.0 21.7 21.8 11.2 34.4 16.7
Old : 23.8 19.2 36.3 28.3 23.3 16.0 33.7 24.0
Other: 29.2 14.5 48.8 24.9 27.7 12.8 47.1 20.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 7, 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 : 1,278,749: 362,429 133,841 200,520 585,652 695,794 1,148,601 1,030,155: 130,148 248,594
Old : 965,043: 325,433 133,726 108,705 429,499 538,104 863,637 780,535: 101,406 184,508
Other: 313,706: 114,675 77,794 14,136 156,153 157,690 284,964 249,620: 28,742 64,086
: : :
: : Changes in Commitments from: January 31, 2012 :
: 43,208: 17,747 1,323 14,425 7,495 17,525 39,667 33,273: 3,541 9,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 10.5 15.7 45.8 54.4 89.8 80.6: 10.2 19.4
Old : 100.0: 33.7 13.9 11.3 44.5 55.8 89.5 80.9: 10.5 19.1
Other: 100.0: 36.6 24.8 4.5 49.8 50.3 90.8 79.6: 9.2 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 684: 171 148 198 210 294 488 557:
Old : 665: 171 143 158 195 282 439 524:
Other: 477: 89 107 46 90 233 206 363:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 11.1 20.3 17.0 12.1 7.3 19.1 12.2
Old : 13.9 12.5 23.2 18.4 13.8 9.5 23.0 14.6
Other: 24.3 18.7 37.9 26.8 19.8 11.6 29.9 19.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 7, 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 : 12,551: 2,860 1,838 78 7,676 8,673 10,614 10,589: 1,937 1,962
Old : 10,867: 2,659 1,574 46 6,508 7,452 9,213 9,072: 1,654 1,795
Other: 1,684: 232 295 1 1,168 1,221 1,401 1,517: 283 167
: : :
: : Changes in Commitments from: January 31, 2012 :
: -1,098: 249 -1,176 24 -955 332 -682 -820: -416 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 14.6 0.6 61.2 69.1 84.6 84.4: 15.4 15.6
Old : 100.0: 24.5 14.5 0.4 59.9 68.6 84.8 83.5: 15.2 16.5
Other: 100.0: 13.8 17.5 0.1 69.4 72.5 83.2 90.1: 16.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 13 3 15 8 28 22:
Old : 40: 11 12 2 15 7 27 20:
Other: 20: 7 1 1 10 6 17 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 : 36.8 67.1 57.6 77.6 36.7 64.8 57.1 73.1
Old : 38.5 67.2 59.1 77.5 38.5 65.0 58.7 73.3
Other: 57.2 88.4 74.8 90.1 56.1 88.1 73.2 88.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 7, 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 : 515,753: 138,856 65,194 79,192 249,886 292,046 467,934 436,432: 47,819 79,321
Old : 409,697: 111,084 64,986 57,572 202,522 229,819 371,178 352,377: 38,519 57,320
Other: 106,056: 44,507 16,943 4,885 47,364 62,227 96,756 84,055: 9,300 22,001
: : :
: : Changes in Commitments from: January 31, 2012 :
: 15,161: 13,197 -5,077 232 -3,711 19,453 9,718 14,608: 5,443 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 12.6 15.4 48.5 56.6 90.7 84.6: 9.3 15.4
Old : 100.0: 27.1 15.9 14.1 49.4 56.1 90.6 86.0: 9.4 14.0
Other: 100.0: 42.0 16.0 4.6 44.7 58.7 91.2 79.3: 8.8 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 154 110 150 104 149 339 356:
Old : 443: 149 116 116 96 134 307 321:
Other: 268: 71 64 33 53 109 144 190:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 17.5 24.4 27.0 13.3 14.1 22.0 22.3
Old : 17.2 18.2 26.8 28.3 15.9 15.8 25.1 25.3
Other: 28.0 25.6 41.8 39.0 22.5 23.1 35.1 32.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 7, 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 : 13,398: 9,195 1,630 176 320 1,611 9,691 3,417: 3,707 9,981
Old : 7,261: 4,121 1,605 176 320 614 4,617 2,395: 2,644 4,866
Other: 6,137: 5,074 25 0 0 997 5,074 1,022: 1,063 5,115
: : :
: : Changes in Commitments from: January 31, 2012 :
: 415: -99 -145 -153 -26 -457 -278 -755: 693 1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 12.2 1.3 2.4 12.0 72.3 25.5: 27.7 74.5
Old : 100.0: 56.8 22.1 2.4 4.4 8.5 63.6 33.0: 36.4 67.0
Other: 100.0: 82.7 0.4 0.0 0.0 16.2 82.7 16.7: 17.3 83.3
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 5 3 1 4 12 12:
Old : 20: 11 5 3 1 4 12 12:
Other: 11: 6 1 0 0 4 6 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 : 45.7 16.1 65.1 23.1 45.5 16.1 63.5 22.8
Old : 43.3 20.8 58.5 30.7 42.0 20.8 55.8 30.0
Other: 71.4 16.2 82.7 16.7 71.4 16.2 82.7 16.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 7, 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 : 315,496: 71,646 74,121 38,801 174,537 173,338 284,984 286,260: 30,512 29,236
Old : 276,291: 70,680 77,421 28,017 151,745 144,133 250,442 249,571: 25,849 26,720
Other: 39,205: 8,504 4,238 3,246 22,792 29,205 34,542 36,689: 4,663 2,516
: : :
: : Changes in Commitments from: January 31, 2012 :
: -10,768: 707 -11,466 -2,916 -12,423 6,733 -14,632 -7,649: 3,864 -3,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 23.5 12.3 55.3 54.9 90.3 90.7: 9.7 9.3
Old : 100.0: 25.6 28.0 10.1 54.9 52.2 90.6 90.3: 9.4 9.7
Other: 100.0: 21.7 10.8 8.3 58.1 74.5 88.1 93.6: 11.9 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 75 69 84 67 63 197 190:
Old : 255: 74 80 79 62 62 187 186:
Other: 92: 31 13 15 36 26 74 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 : 16.3 22.5 27.2 34.2 14.6 18.3 23.4 29.4
Old : 18.2 22.4 29.6 33.3 16.1 19.7 26.4 30.2
Other: 31.8 48.0 46.1 67.4 29.3 47.4 40.6 61.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 7, 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 : 621,121: 81,549 93,366 4,006 396,959 378,855 482,514 476,227: 138,607 144,894
Old : 621,121: 81,549 93,366 4,006 396,959 378,855 482,514 476,227: 138,607 144,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 1,313: 5,823 459 -1,111 344 -1,243 5,056 -1,895: -3,743 3,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.0 0.6 63.9 61.0 77.7 76.7: 22.3 23.3
Old : 100.0: 13.1 15.0 0.6 63.9 61.0 77.7 76.7: 22.3 23.3
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 : 163: 31 35 21 71 68 116 110:
Old : 163: 31 35 21 71 68 116 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 23.1 33.3 35.0 21.3 19.5 27.6 30.0
Old : 22.3 23.1 33.3 35.0 21.3 19.5 27.6 30.0
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, February 7, 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 : 378,563: 45,892 35,171 977 275,247 293,079 322,116 329,227: 56,447 49,336
Old : 378,563: 45,892 35,171 977 275,247 293,079 322,116 329,227: 56,447 49,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 107: 106 3,874 42 5,334 -1,649 5,482 2,267: -5,375 -2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.3 0.3 72.7 77.4 85.1 87.0: 14.9 13.0
Old : 100.0: 12.1 9.3 0.3 72.7 77.4 85.1 87.0: 14.9 13.0
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 : 70: 5 9 4 42 37 50 47:
Old : 70: 5 9 4 42 37 50 47:
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 : 27.0 48.8 46.4 63.9 24.1 48.7 41.5 63.2
Old : 27.0 48.8 46.4 63.9 24.1 48.7 41.5 63.2
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, February 7, 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 : 11,140: 1,442 204 1,286 7,585 9,116 10,313 10,606: 827 534
Old : 11,140: 1,442 204 1,286 7,585 9,116 10,313 10,606: 827 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 532: 242 22 -97 262 550 407 475: 125 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 1.8 11.5 68.1 81.8 92.6 95.2: 7.4 4.8
Old : 100.0: 12.9 1.8 11.5 68.1 81.8 92.6 95.2: 7.4 4.8
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 : 40: 11 1 6 22 25 35 31:
Old : 40: 11 1 6 22 25 35 31:
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 : 49.6 46.8 67.7 69.8 17.3 17.6 24.8 25.7
Old : 49.6 46.8 67.7 69.8 17.3 17.6 24.8 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, February 7, 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 : 188,968: 36,852 36,898 25,888 95,509 101,749 158,249 164,535: 30,719 24,433
Old : 154,378: 33,264 40,176 12,896 81,980 80,477 128,140 133,549: 26,238 20,829
Other: 34,590: 8,579 1,713 8,001 13,529 21,272 30,109 30,986: 4,481 3,604
: : :
: : Changes in Commitments from: January 31, 2012 :
: -13,382: 3,478 -4,501 -869 -18,259 -7,223 -15,650 -12,593: 2,268 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 19.5 13.7 50.5 53.8 83.7 87.1: 16.3 12.9
Old : 100.0: 21.5 26.0 8.4 53.1 52.1 83.0 86.5: 17.0 13.5
Other: 100.0: 24.8 5.0 23.1 39.1 61.5 87.0 89.6: 13.0 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 47 42 53 66 62 147 141:
Old : 185: 46 49 43 64 59 139 131:
Other: 92: 26 10 18 37 32 70 57:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 25.3 26.6 35.2 13.6 21.5 20.0 28.0
Old : 17.5 23.7 26.8 34.2 14.7 21.4 21.6 29.3
Other: 37.8 38.0 53.8 56.1 30.6 31.7 38.8 42.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 7, 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 : 15,373: 3,330 6,425 1,232 8,015 5,484 12,577 13,141: 2,796 2,232
Old : 15,013: 3,385 6,420 1,163 7,870 5,223 12,418 12,806: 2,595 2,207
Other: 360: 6 66 8 145 261 159 335: 201 25
: : :
: : Changes in Commitments from: January 31, 2012 :
: 433: 133 272 320 -141 -427 312 165: 121 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 41.8 8.0 52.1 35.7 81.8 85.5: 18.2 14.5
Old : 100.0: 22.5 42.8 7.7 52.4 34.8 82.7 85.3: 17.3 14.7
Other: 100.0: 1.7 18.3 2.2 40.3 72.5 44.2 93.1: 55.8 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 22 27 12 21 16 51 50:
Old : 82: 24 26 12 19 15 49 49:
Other: 16: 2 3 2 5 7 8 11:
:----------------------------------------------------------------------------------------------------
: 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 : 32.7 23.4 47.2 38.4 32.7 21.7 46.4 35.6
Old : 33.5 22.5 48.3 38.0 33.5 21.2 47.6 35.7
Other: 40.6 82.8 44.2 91.4 40.6 82.8 41.7 90.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 7, 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 : 926,616: 293,345 120,736 9,952 509,766 698,410 813,063 829,098: 113,553 97,518
Old : 926,616: 293,345 120,736 9,952 509,766 698,410 813,063 829,098: 113,553 97,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -8,050: -32,206 -4,658 1,734 32,608 -5,156 2,136 -8,080: -10,186 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 13.0 1.1 55.0 75.4 87.7 89.5: 12.3 10.5
Old : 100.0: 31.7 13.0 1.1 55.0 75.4 87.7 89.5: 12.3 10.5
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 : 219: 49 39 16 85 103 142 150:
Old : 219: 49 39 16 85 103 142 150:
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 : 20.7 31.8 34.7 40.5 18.9 30.8 32.5 39.0
Old : 20.7 31.8 34.7 40.5 18.9 30.8 32.5 39.0
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, February 7, 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 : 1,792,717: 211,279 254,739 21,233 1,280,704 1,171,127 1,513,216 1,447,099: 279,501 345,618
Old : 1,792,717: 211,279 254,739 21,233 1,280,704 1,171,127 1,513,216 1,447,099: 279,501 345,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 28,806: -6,038 7,839 -4,995 39,357 13,747 28,324 16,591: 482 12,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.2 1.2 71.4 65.3 84.4 80.7: 15.6 19.3
Old : 100.0: 11.8 14.2 1.2 71.4 65.3 84.4 80.7: 15.6 19.3
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 : 257: 30 60 36 110 129 168 197:
Old : 257: 30 60 36 110 129 168 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 26.9 40.5 33.3 30.4 23.7 39.0 29.9
Old : 31.0 26.9 40.5 33.3 30.4 23.7 39.0 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, February 7, 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 : 1,464,817: 408,754 135,961 10,756 817,640 1,094,635 1,237,150 1,241,352: 227,667 223,465
Old : 1,464,817: 408,754 135,961 10,756 817,640 1,094,635 1,237,150 1,241,352: 227,667 223,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -12,741: -47,357 -17,265 358 41,643 -3,533 -5,356 -20,440: -7,385 7,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 9.3 0.7 55.8 74.7 84.5 84.7: 15.5 15.3
Old : 100.0: 27.9 9.3 0.7 55.8 74.7 84.5 84.7: 15.5 15.3
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 : 193: 37 30 23 76 103 125 144:
Old : 193: 37 30 23 76 103 125 144:
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 26.6 47.6 36.1 36.4 25.4 43.9 33.4
Old : 38.8 26.6 47.6 36.1 36.4 25.4 43.9 33.4
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, February 7, 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 : 510,111: 81,580 58,716 68,751 325,086 344,625 475,417 472,092: 34,694 38,019
Old : 510,111: 81,580 58,716 68,751 325,086 344,625 475,417 472,092: 34,694 38,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -38,610: -4,155 -8,840 -4,277 -27,046 -25,481 -35,478 -38,598: -3,132 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 11.5 13.5 63.7 67.6 93.2 92.5: 6.8 7.5
Old : 100.0: 16.0 11.5 13.5 63.7 67.6 93.2 92.5: 6.8 7.5
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 : 86: 21 16 23 42 45 72 77:
Old : 86: 21 16 23 42 45 72 77:
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 : 43.4 36.1 55.7 54.9 32.2 23.1 36.1 33.5
Old : 43.4 36.1 55.7 54.9 32.2 23.1 36.1 33.5
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, February 7, 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 : 54,890: 19,704 5,388 24 27,993 45,092 47,720 50,503: 7,170 4,387
Old : 54,890: 19,704 5,388 24 27,993 45,092 47,720 50,503: 7,170 4,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 3,055: 2,260 870 -106 817 2,530 2,971 3,294: 84 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 9.8 0.0 51.0 82.1 86.9 92.0: 13.1 8.0
Old : 100.0: 35.9 9.8 0.0 51.0 82.1 86.9 92.0: 13.1 8.0
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 : 98: 30 15 3 26 32 58 48:
Old : 98: 30 15 3 26 32 58 48:
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 : 33.1 55.7 47.3 68.4 33.1 55.7 47.3 68.4
Old : 33.1 55.7 47.3 68.4 33.1 55.7 47.3 68.4
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, February 7, 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 : 109,780: 39,408 10,776 47 55,985 90,183 95,440 101,006: 14,340 8,774
Old : 109,780: 39,408 10,776 47 55,985 90,183 95,440 101,006: 14,340 8,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 6,109: 4,520 1,739 -211 1,633 5,060 5,942 6,588: 167 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 9.8 0.0 51.0 82.1 86.9 92.0: 13.1 8.0
Old : 100.0: 35.9 9.8 0.0 51.0 82.1 86.9 92.0: 13.1 8.0
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 : 98: 30 15 3 26 32 58 48:
Old : 98: 30 15 3 26 32 58 48:
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 : 33.1 55.7 47.3 68.4 33.1 55.7 47.3 68.4
Old : 33.1 55.7 47.3 68.4 33.1 55.7 47.3 68.4
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, February 7, 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 : 16,336: 13,944 7,954 683 1,361 7,678 15,988 16,315: 348 21
Old : 16,336: 13,944 7,954 683 1,361 7,678 15,988 16,315: 348 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -40: 185 234 -227 0 -46 -42 -39: 2 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 48.7 4.2 8.3 47.0 97.9 99.9: 2.1 0.1
Old : 100.0: 85.4 48.7 4.2 8.3 47.0 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: 10 11 3 1 2 13 14:
Old : 24: 10 11 3 1 2 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.7 73.6 95.0 89.6 85.7 72.6 92.7 86.6
Old : 85.7 73.6 95.0 89.6 85.7 72.6 92.7 86.6
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, February 7, 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 : 9,519: 1,597 594 33 7,667 8,798 9,297 9,425: 222 94
Old : 9,519: 1,597 594 33 7,667 8,798 9,297 9,425: 222 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -52: 209 -104 3 -254 62 -42 -39: -10 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 6.2 0.3 80.5 92.4 97.7 99.0: 2.3 1.0
Old : 100.0: 16.8 6.2 0.3 80.5 92.4 97.7 99.0: 2.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 9 5 1 6 11 16 16:
Old : 30: 9 5 1 6 11 16 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 : 82.5 84.3 93.1 93.9 82.5 84.2 93.1 93.5
Old : 82.5 84.3 93.1 93.9 82.5 84.2 93.1 93.5
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, February 7, 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 : 13,177: 2,079 1,043 0 10,841 12,010 12,920 13,053: 257 124
Old : 13,177: 2,079 1,043 0 10,841 12,010 12,920 13,053: 257 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -395: 970 -740 0 -1,356 345 -386 -395: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.9 0.0 82.3 91.1 98.0 99.1: 2.0 0.9
Old : 100.0: 15.8 7.9 0.0 82.3 91.1 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: 8 8 0 5 13 13 21:
Old : 34: 8 8 0 5 13 13 21:
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 : 88.7 69.6 96.3 83.9 88.7 69.6 96.3 83.9
Old : 88.7 69.6 96.3 83.9 88.7 69.6 96.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2012