WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 14, 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 : 449,066: 86,991 139,884 72,218 251,767 179,296 410,976 391,398: 38,090 57,668
Old : 223,188: 74,154 89,456 12,745 112,799 91,651 199,698 193,852: 23,490 29,336
Other: 225,878: 43,786 81,377 28,524 138,968 87,645 211,278 197,546: 14,600 28,332
: : :
: : Changes in Commitments from: February 7, 2012 :
: -9,493: 641 11,852 -7,127 -3,337 -14,881 -9,823 -10,156: 330 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 31.1 16.1 56.1 39.9 91.5 87.2: 8.5 12.8
Old : 100.0: 33.2 40.1 5.7 50.5 41.1 89.5 86.9: 10.5 13.1
Other: 100.0: 19.4 36.0 12.6 61.5 38.8 93.5 87.5: 6.5 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 102 146 151 78 102 284 307:
Old : 340: 115 117 85 63 82 228 235:
Other: 269: 52 106 60 57 86 157 212:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 14.8 38.4 21.8 22.5 12.0 35.4 18.0
Old : 24.6 20.7 35.9 31.0 24.2 20.4 34.7 29.0
Other: 30.7 14.9 50.1 24.8 29.6 13.1 48.3 21.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 14, 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 : 1,315,896: 363,551 137,710 214,669 611,398 712,531 1,189,618 1,064,910: 126,278 250,986
Old : 983,449: 317,720 134,752 114,922 454,459 548,691 887,101 798,365: 96,348 185,084
Other: 332,447: 130,791 87,918 14,787 156,939 163,840 302,517 266,545: 29,930 65,902
: : :
: : Changes in Commitments from: February 7, 2012 :
: 37,147: 1,122 3,869 14,149 25,746 16,737 41,017 34,755: -3,870 2,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 10.5 16.3 46.5 54.1 90.4 80.9: 9.6 19.1
Old : 100.0: 32.3 13.7 11.7 46.2 55.8 90.2 81.2: 9.8 18.8
Other: 100.0: 39.3 26.4 4.4 47.2 49.3 91.0 80.2: 9.0 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 689: 179 151 215 210 292 500 571:
Old : 669: 178 144 172 198 283 453 537:
Other: 493: 95 114 50 91 236 216 374:
:----------------------------------------------------------------------------------------------------
: 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 11.4 20.6 17.1 11.7 6.9 18.4 11.4
Old : 13.4 12.9 23.2 18.7 13.3 8.7 21.7 13.6
Other: 25.3 20.7 38.7 28.4 21.0 12.7 31.2 20.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 14, 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 : 12,054: 2,993 1,439 70 7,281 8,561 10,344 10,070: 1,710 1,984
Old : 10,338: 2,827 1,167 45 6,074 7,349 8,946 8,561: 1,392 1,777
Other: 1,716: 189 295 2 1,207 1,212 1,398 1,509: 318 207
: : :
: : Changes in Commitments from: February 7, 2012 :
: -497: 133 -399 -8 -395 -112 -270 -519: -227 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 11.9 0.6 60.4 71.0 85.8 83.5: 14.2 16.5
Old : 100.0: 27.3 11.3 0.4 58.8 71.1 86.5 82.8: 13.5 17.2
Other: 100.0: 11.0 17.2 0.1 70.3 70.6 81.5 87.9: 18.5 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 10 3 15 8 28 18:
Old : 36: 10 9 2 14 7 26 16:
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 : 36.0 71.0 57.1 78.0 35.9 69.3 55.4 75.1
Old : 37.2 72.1 58.1 78.4 37.2 70.5 56.2 75.1
Other: 56.2 86.2 72.3 87.9 54.9 86.0 70.7 86.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 14, 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 : 549,099: 152,160 60,561 91,110 255,980 311,928 499,250 463,599: 49,849 85,500
Old : 425,410: 119,004 64,934 64,103 203,058 236,435 386,165 365,472: 39,245 59,938
Other: 123,689: 53,010 15,481 7,153 52,922 75,493 113,085 98,127: 10,604 25,562
: : :
: : Changes in Commitments from: February 7, 2012 :
: 33,346: 13,304 -4,633 11,918 6,094 19,882 31,316 27,167: 2,030 6,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 11.0 16.6 46.6 56.8 90.9 84.4: 9.1 15.6
Old : 100.0: 28.0 15.3 15.1 47.7 55.6 90.8 85.9: 9.2 14.1
Other: 100.0: 42.9 12.5 5.8 42.8 61.0 91.4 79.3: 8.6 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 471: 170 102 166 111 156 367 367:
Old : 455: 161 108 134 102 143 335 331:
Other: 290: 83 62 47 56 117 166 208:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 17.4 23.2 26.1 12.5 12.7 20.6 20.4
Old : 15.9 17.9 24.7 27.3 15.1 15.3 23.0 24.3
Other: 27.5 27.1 41.9 39.7 22.8 25.2 34.2 32.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 14, 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 : 14,508: 10,838 1,465 250 302 1,762 11,390 3,477: 3,118 11,031
Old : 7,507: 4,713 1,474 215 302 662 5,230 2,351: 2,277 5,156
Other: 7,001: 6,159 25 1 0 1,100 6,160 1,126: 841 5,875
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,110: 1,643 -165 74 -18 151 1,699 60: -589 1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 10.1 1.7 2.1 12.1 78.5 24.0: 21.5 76.0
Old : 100.0: 62.8 19.6 2.9 4.0 8.8 69.7 31.3: 30.3 68.7
Other: 100.0: 88.0 0.4 0.0 0.0 15.7 88.0 16.1: 12.0 83.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 4 5 1 4 14 13:
Old : 21: 12 5 5 1 4 14 13:
Other: 13: 8 1 1 0 4 8 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 : 48.3 15.1 68.2 22.2 47.8 15.1 66.5 20.8
Old : 45.7 19.9 61.3 29.1 44.8 19.9 58.5 27.9
Other: 70.8 15.7 88.0 16.1 70.7 15.7 88.0 16.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 14, 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 : 314,635: 71,097 64,554 42,742 167,461 175,758 281,300 283,054: 33,335 31,581
Old : 269,565: 70,318 68,178 29,414 141,519 143,816 241,251 241,408: 28,314 28,157
Other: 45,070: 9,625 5,222 4,482 25,942 31,942 40,049 41,646: 5,021 3,424
: : :
: : Changes in Commitments from: February 7, 2012 :
: -861: -549 -9,567 3,941 -7,076 2,420 -3,684 -3,206: 2,823 2,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 20.5 13.6 53.2 55.9 89.4 90.0: 10.6 10.0
Old : 100.0: 26.1 25.3 10.9 52.5 53.4 89.5 89.6: 10.5 10.4
Other: 100.0: 21.4 11.6 9.9 57.6 70.9 88.9 92.4: 11.1 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 73 73 83 60 66 187 192:
Old : 250: 72 83 77 57 65 177 189:
Other: 93: 30 16 15 35 25 73 48:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 22.9 26.5 34.9 14.8 19.8 24.0 30.0
Old : 17.0 22.3 28.5 33.6 16.5 20.6 26.4 30.5
Other: 27.8 46.8 47.3 65.8 26.8 46.4 42.1 60.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 14, 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 : 605,045: 71,940 86,710 4,871 391,442 372,937 468,253 464,518: 136,792 140,527
Old : 605,045: 71,940 86,710 4,871 391,442 372,937 468,253 464,518: 136,792 140,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -16,076: -9,609 -6,656 865 -5,517 -5,918 -14,261 -11,709: -1,815 -4,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.3 0.8 64.7 61.6 77.4 76.8: 22.6 23.2
Old : 100.0: 11.9 14.3 0.8 64.7 61.6 77.4 76.8: 22.6 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 29 39 23 73 75 117 122:
Old : 165: 29 39 23 73 75 117 122:
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 : 23.0 22.4 33.8 34.4 22.2 19.3 28.9 29.7
Old : 23.0 22.4 33.8 34.4 22.2 19.3 28.9 29.7
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 14, 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 : 378,075: 47,574 33,223 6,386 269,944 289,946 323,904 329,555: 54,171 48,520
Old : 378,075: 47,574 33,223 6,386 269,944 289,946 323,904 329,555: 54,171 48,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -488: 1,682 -1,948 5,409 -5,303 -3,133 1,788 328: -2,276 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.8 1.7 71.4 76.7 85.7 87.2: 14.3 12.8
Old : 100.0: 12.6 8.8 1.7 71.4 76.7 85.7 87.2: 14.3 12.8
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 : 72: 6 9 6 43 38 53 49:
Old : 72: 6 9 6 43 38 53 49:
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 : 26.1 46.8 44.8 62.4 23.3 46.7 39.8 61.8
Old : 26.1 46.8 44.8 62.4 23.3 46.7 39.8 61.8
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 14, 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 : 10,992: 1,299 237 1,362 7,463 8,855 10,124 10,454: 868 538
Old : 10,992: 1,299 237 1,362 7,463 8,855 10,124 10,454: 868 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -148: -143 33 76 -122 -261 -189 -152: 41 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.2 12.4 67.9 80.6 92.1 95.1: 7.9 4.9
Old : 100.0: 11.8 2.2 12.4 67.9 80.6 92.1 95.1: 7.9 4.9
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 : 41: 12 2 6 21 24 36 30:
Old : 41: 12 2 6 21 24 36 30:
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 : 49.8 47.4 68.9 69.8 17.0 17.1 21.9 23.7
Old : 49.8 47.4 68.9 69.8 17.0 17.1 21.9 23.7
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 14, 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 : 182,669: 36,246 35,345 24,509 88,795 98,102 149,550 157,956: 33,119 24,713
Old : 149,486: 33,250 36,879 13,141 75,058 78,714 121,449 128,734: 28,037 20,752
Other: 33,183: 6,074 1,544 8,290 13,737 19,388 28,101 29,222: 5,082 3,961
: : :
: : Changes in Commitments from: February 7, 2012 :
: -6,299: -606 -1,553 -1,379 -6,714 -3,647 -8,699 -6,579: 2,400 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 19.3 13.4 48.6 53.7 81.9 86.5: 18.1 13.5
Old : 100.0: 22.2 24.7 8.8 50.2 52.7 81.2 86.1: 18.8 13.9
Other: 100.0: 18.3 4.7 25.0 41.4 58.4 84.7 88.1: 15.3 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 49 42 52 65 60 144 139:
Old : 183: 48 51 42 62 55 137 127:
Other: 89: 25 10 15 36 29 66 53:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 24.8 25.7 34.9 13.8 22.7 20.6 29.6
Old : 15.7 23.4 25.9 33.1 13.3 21.9 20.6 28.9
Other: 34.3 40.3 51.2 54.8 29.5 33.0 37.0 42.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 14, 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 : 15,133: 3,480 5,846 1,154 7,934 5,830 12,568 12,830: 2,565 2,303
Old : 14,605: 3,618 5,846 982 7,673 5,490 12,273 12,318: 2,332 2,287
Other: 528: 18 156 16 261 340 295 512: 233 16
: : :
: : Changes in Commitments from: February 7, 2012 :
: -240: 150 -579 -78 -81 346 -9 -311: -231 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 38.6 7.6 52.4 38.5 83.1 84.8: 16.9 15.2
Old : 100.0: 24.8 40.0 6.7 52.5 37.6 84.0 84.3: 16.0 15.7
Other: 100.0: 3.4 29.5 3.0 49.4 64.4 55.9 97.0: 44.1 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 23 24 12 21 17 50 51:
Old : 81: 25 24 9 19 16 48 47:
Other: 19: 3 5 3 4 7 8 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 23.3 47.6 38.7 33.5 21.4 47.5 35.2
Old : 34.8 22.8 49.3 38.7 34.8 21.4 49.3 36.7
Other: 50.6 67.0 55.9 91.7 49.4 67.0 52.8 91.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 14, 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 : 892,123: 229,684 138,653 10,128 534,752 637,022 774,564 785,803: 117,559 106,320
Old : 892,123: 229,684 138,653 10,128 534,752 637,022 774,564 785,803: 117,559 106,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -34,493: -63,661 17,917 176 24,986 -61,388 -38,499 -43,295: 4,006 8,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.5 1.1 59.9 71.4 86.8 88.1: 13.2 11.9
Old : 100.0: 25.7 15.5 1.1 59.9 71.4 86.8 88.1: 13.2 11.9
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 : 221: 47 41 22 90 100 147 153:
Old : 221: 47 41 22 90 100 147 153:
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 : 20.8 32.7 33.2 42.2 20.4 31.1 32.0 39.1
Old : 20.8 32.7 33.2 42.2 20.4 31.1 32.0 39.1
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 14, 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 : 1,803,352: 211,298 255,698 24,803 1,277,073 1,198,319 1,513,174 1,478,820: 290,178 324,532
Old : 1,803,352: 211,298 255,698 24,803 1,277,073 1,198,319 1,513,174 1,478,820: 290,178 324,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 10,635: 19 959 3,570 -3,631 27,192 -42 31,721: 10,677 -21,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.2 1.4 70.8 66.4 83.9 82.0: 16.1 18.0
Old : 100.0: 11.7 14.2 1.4 70.8 66.4 83.9 82.0: 16.1 18.0
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 : 262: 37 59 34 113 132 172 203:
Old : 262: 37 59 34 113 132 172 203:
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 : 30.4 27.8 39.8 35.4 29.8 24.3 38.0 31.7
Old : 30.4 27.8 39.8 35.4 29.8 24.3 38.0 31.7
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 14, 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 : 1,436,134: 372,296 141,287 10,484 814,856 1,050,186 1,197,636 1,201,957: 238,498 234,177
Old : 1,436,134: 372,296 141,287 10,484 814,856 1,050,186 1,197,636 1,201,957: 238,498 234,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -28,683: -36,458 5,326 -272 -2,784 -44,449 -39,514 -39,395: 10,831 10,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 9.8 0.7 56.7 73.1 83.4 83.7: 16.6 16.3
Old : 100.0: 25.9 9.8 0.7 56.7 73.1 83.4 83.7: 16.6 16.3
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 : 185: 37 28 24 76 98 124 139:
Old : 185: 37 28 24 76 98 124 139:
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 : 37.2 27.5 46.0 37.0 34.8 26.4 42.8 34.2
Old : 37.2 27.5 46.0 37.0 34.8 26.4 42.8 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, February 14, 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 : 526,334: 89,392 61,548 67,720 341,541 359,748 498,653 489,016: 27,681 37,318
Old : 526,334: 89,392 61,548 67,720 341,541 359,748 498,653 489,016: 27,681 37,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 16,223: 7,812 2,832 -1,031 16,455 15,123 23,236 16,924: -7,013 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 11.7 12.9 64.9 68.3 94.7 92.9: 5.3 7.1
Old : 100.0: 17.0 11.7 12.9 64.9 68.3 94.7 92.9: 5.3 7.1
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 : 87: 19 18 23 43 47 72 79:
Old : 87: 19 18 23 43 47 72 79:
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 : 43.3 35.4 56.5 53.3 33.0 23.1 37.2 32.5
Old : 43.3 35.4 56.5 53.3 33.0 23.1 37.2 32.5
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 14, 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 : 53,993: 18,506 5,624 24 28,318 43,139 46,848 48,787: 7,146 5,207
Old : 53,993: 18,506 5,624 24 28,318 43,139 46,848 48,787: 7,146 5,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -897: -1,198 236 0 326 -1,953 -873 -1,717: -25 820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 10.4 0.0 52.4 79.9 86.8 90.4: 13.2 9.6
Old : 100.0: 34.3 10.4 0.0 52.4 79.9 86.8 90.4: 13.2 9.6
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 : 96: 27 16 3 29 28 58 45:
Old : 96: 27 16 3 29 28 58 45:
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 : 34.5 55.6 48.9 67.5 34.5 55.6 48.9 67.4
Old : 34.5 55.6 48.9 67.5 34.5 55.6 48.9 67.4
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 14, 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 : 107,986: 37,012 11,248 47 56,636 86,278 93,695 97,573: 14,291 10,413
Old : 107,986: 37,012 11,248 47 56,636 86,278 93,695 97,573: 14,291 10,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -1,794: -2,396 472 0 651 -3,905 -1,745 -3,433: -49 1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 10.4 0.0 52.4 79.9 86.8 90.4: 13.2 9.6
Old : 100.0: 34.3 10.4 0.0 52.4 79.9 86.8 90.4: 13.2 9.6
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 : 96: 27 16 3 29 28 58 45:
Old : 96: 27 16 3 29 28 58 45:
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 : 34.5 55.6 48.9 67.5 34.5 55.6 48.9 67.4
Old : 34.5 55.6 48.9 67.5 34.5 55.6 48.9 67.4
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 14, 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 : 16,312: 13,908 7,405 988 1,361 7,893 16,257 16,286: 55 26
Old : 16,312: 13,908 7,405 988 1,361 7,893 16,257 16,286: 55 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -24: -36 -549 305 0 215 269 -29: -293 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 45.4 6.1 8.3 48.4 99.7 99.8: 0.3 0.2
Old : 100.0: 85.3 45.4 6.1 8.3 48.4 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 11 3 1 2 14 14:
Old : 25: 11 11 3 1 2 14 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 : 85.8 72.7 95.3 88.3 84.9 70.8 92.0 83.5
Old : 85.8 72.7 95.3 88.3 84.9 70.8 92.0 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, February 14, 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 : 9,975: 2,225 295 10 7,493 9,560 9,728 9,865: 247 110
Old : 9,975: 2,225 295 10 7,493 9,560 9,728 9,865: 247 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 456: 628 -299 -23 -174 762 431 440: 25 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.0 0.1 75.1 95.8 97.5 98.9: 2.5 1.1
Old : 100.0: 22.3 3.0 0.1 75.1 95.8 97.5 98.9: 2.5 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 : 30: 10 4 1 6 11 16 16:
Old : 30: 10 4 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 : 80.6 88.2 92.9 95.0 80.6 88.1 92.9 94.9
Old : 80.6 88.2 92.9 95.0 80.6 88.1 92.9 94.9
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 14, 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 : 12,690: 2,361 489 0 10,082 12,039 12,443 12,528: 247 162
Old : 12,690: 2,361 489 0 10,082 12,039 12,443 12,528: 247 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -487: 282 -554 0 -759 29 -477 -525: -10 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.9 0.0 79.4 94.9 98.1 98.7: 1.9 1.3
Old : 100.0: 18.6 3.9 0.0 79.4 94.9 98.1 98.7: 1.9 1.3
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 : 29: 7 5 0 4 13 11 18:
Old : 29: 7 5 0 4 13 11 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.9 72.6 97.2 87.4 88.9 72.6 97.2 87.4
Old : 88.9 72.6 97.2 87.4 88.9 72.6 97.2 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2012