WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 6, 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 : 438,188: 92,927 123,471 77,178 231,002 184,137 401,107 384,786: 37,081 53,402
Old : 184,962: 72,302 76,399 6,639 88,433 81,563 167,374 164,601: 17,588 20,361
Other: 253,226: 56,403 82,850 34,761 142,569 102,574 233,733 220,185: 19,493 33,041
: : :
: : Changes in Commitments from: February 28, 2012 :
: -8,569: 1,097 -18,556 3,953 -13,613 3,815 -8,563 -10,788: -6 2,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 28.2 17.6 52.7 42.0 91.5 87.8: 8.5 12.2
Old : 100.0: 39.1 41.3 3.6 47.8 44.1 90.5 89.0: 9.5 11.0
Other: 100.0: 22.3 32.7 13.7 56.3 40.5 92.3 87.0: 7.7 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 110 136 140 75 102 279 300:
Old : 318: 121 93 26 46 71 181 176:
Other: 298: 62 114 76 62 94 183 236:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 18.2 38.3 25.9 22.8 15.3 35.4 21.6
Old : 28.8 32.6 40.5 43.3 28.7 32.5 40.4 42.1
Other: 28.9 13.9 45.7 23.0 28.5 12.6 44.1 19.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 6, 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 : 1,289,545: 374,758 91,866 221,243 567,409 736,496 1,163,410 1,049,605: 126,135 239,940
Old : 930,289: 322,283 101,400 120,020 400,806 545,629 843,109 767,049: 87,180 163,240
Other: 359,256: 139,852 77,843 13,846 166,603 190,867 320,301 282,556: 38,955 76,700
: : :
: : Changes in Commitments from: February 28, 2012 :
: 7,926: 12,354 -21,434 13,460 -10,839 20,900 14,975 12,926: -7,049 -5,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.1 17.2 44.0 57.1 90.2 81.4: 9.8 18.6
Old : 100.0: 34.6 10.9 12.9 43.1 58.7 90.6 82.5: 9.4 17.5
Other: 100.0: 38.9 21.7 3.9 46.4 53.1 89.2 78.7: 10.8 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 684: 204 123 188 186 304 466 550:
Old : 661: 191 124 138 161 289 403 506:
Other: 512: 96 113 48 104 252 230 386:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 12.1 22.4 18.8 12.4 7.6 19.8 13.5
Old : 14.6 12.0 26.4 19.2 14.3 9.4 24.1 14.8
Other: 25.0 22.2 38.3 28.7 20.4 14.4 30.7 20.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 6, 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 : 10,860: 1,799 1,585 145 6,682 7,046 8,626 8,776: 2,234 2,084
Old : 7,874: 1,668 1,423 0 4,495 4,770 6,163 6,193: 1,711 1,681
Other: 2,986: 261 292 15 2,187 2,276 2,463 2,583: 523 403
: : :
: : Changes in Commitments from: February 28, 2012 :
: -176: -203 41 57 -252 -805 -398 -707: 222 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 14.6 1.3 61.5 64.9 79.4 80.8: 20.6 19.2
Old : 100.0: 21.2 18.1 0.0 57.1 60.6 78.3 78.7: 21.7 21.3
Other: 100.0: 8.7 9.8 0.5 73.2 76.2 82.5 86.5: 17.5 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 8 3 16 10 27 20:
Old : 34: 9 8 0 12 7 21 15:
Other: 18: 5 1 2 11 8 16 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 : 30.9 67.3 50.9 74.5 30.7 62.8 50.2 69.9
Old : 33.5 66.5 53.4 74.1 33.5 64.1 52.8 71.6
Other: 45.7 79.3 71.1 86.1 44.9 74.4 63.0 74.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 6, 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 : 568,715: 203,586 43,077 80,451 232,821 359,718 516,858 483,246: 51,857 85,469
Old : 393,073: 167,907 53,000 31,623 158,934 256,576 358,464 341,199: 34,609 51,874
Other: 175,642: 66,357 20,755 18,150 73,887 103,142 158,394 142,047: 17,248 33,595
: : :
: : Changes in Commitments from: February 28, 2012 :
: 28,405: 28,241 -5,711 -2,571 1,621 33,676 27,291 25,394: 1,114 3,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 7.6 14.1 40.9 63.3 90.9 85.0: 9.1 15.0
Old : 100.0: 42.7 13.5 8.0 40.4 65.3 91.2 86.8: 8.8 13.2
Other: 100.0: 37.8 11.8 10.3 42.1 58.7 90.2 80.9: 9.8 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 511: 192 106 162 113 175 377 391:
Old : 487: 176 113 104 87 161 311 337:
Other: 353: 100 74 60 82 142 215 254:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 19.2 22.1 28.9 11.8 16.4 19.5 25.5
Old : 15.4 20.9 24.7 33.1 15.4 20.7 24.4 32.9
Other: 23.2 24.1 36.8 33.9 21.8 19.9 30.7 27.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 6, 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 : 16,066: 12,629 210 605 151 2,473 13,385 3,288: 2,681 12,778
Old : 5,935: 3,665 474 225 151 703 4,041 1,402: 1,894 4,533
Other: 10,131: 9,328 100 16 0 1,770 9,344 1,886: 787 8,245
: : :
: : Changes in Commitments from: February 28, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 1.3 3.8 0.9 15.4 83.3 20.5: 16.7 79.5
Old : 100.0: 61.8 8.0 3.8 2.5 11.8 68.1 23.6: 31.9 76.4
Other: 100.0: 92.1 1.0 0.2 0.0 17.5 92.2 18.6: 7.8 81.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 14 1 7 1 6 15 14:
Old : 21: 11 4 5 1 6 14 13:
Other: 17: 10 1 2 0 6 10 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 12.4 70.6 18.0 51.4 12.4 68.1 15.8
Old : 45.9 13.1 62.3 21.0 45.9 12.1 60.8 19.2
Other: 63.4 15.0 87.6 18.6 63.4 15.0 87.6 18.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 6, 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 : 313,490: 75,905 61,234 33,686 168,901 192,484 278,492 287,404: 34,998 26,086
Old : 252,085: 71,472 61,626 17,694 134,485 151,611 223,651 230,931: 28,434 21,154
Other: 61,405: 11,655 6,830 8,770 34,416 40,873 54,841 56,473: 6,564 4,932
: : :
: : Changes in Commitments from: February 28, 2012 :
: 6,232: -4,395 9,352 -7,753 20,266 4,765 8,118 6,364: -1,886 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 19.5 10.7 53.9 61.4 88.8 91.7: 11.2 8.3
Old : 100.0: 28.4 24.4 7.0 53.3 60.1 88.7 91.6: 11.3 8.4
Other: 100.0: 19.0 11.1 14.3 56.0 66.6 89.3 92.0: 10.7 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 85 66 67 64 68 189 172:
Old : 248: 87 69 54 59 66 176 162:
Other: 111: 31 24 18 37 31 81 61:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 25.3 25.6 36.5 14.3 22.4 23.0 31.3
Old : 17.0 26.9 27.7 36.4 16.6 25.3 25.2 33.1
Other: 25.7 38.0 44.0 59.8 22.9 37.0 37.2 51.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 6, 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 : 605,174: 78,778 87,842 3,270 381,806 366,526 463,854 457,638: 141,320 147,536
Old : 605,174: 78,778 87,842 3,270 381,806 366,526 463,854 457,638: 141,320 147,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -38,350: 9,212 671 -1,520 -20,035 -26,215 -12,343 -27,064: -26,007 -11,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 14.5 0.5 63.1 60.6 76.6 75.6: 23.4 24.4
Old : 100.0: 13.0 14.5 0.5 63.1 60.6 76.6 75.6: 23.4 24.4
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 : 166: 28 37 11 79 69 113 111:
Old : 166: 28 37 11 79 69 113 111:
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 23.3 30.7 35.1 19.4 20.3 27.1 30.1
Old : 20.3 23.3 30.7 35.1 19.4 20.3 27.1 30.1
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, March 6, 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 : 355,708: 39,960 27,211 687 257,686 275,116 298,333 303,014: 57,375 52,694
Old : 355,708: 39,960 27,211 687 257,686 275,116 298,333 303,014: 57,375 52,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -49,550: -3,987 -6,472 -5,577 -35,024 -42,317 -44,588 -54,366: -4,962 4,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.6 0.2 72.4 77.3 83.9 85.2: 16.1 14.8
Old : 100.0: 11.2 7.6 0.2 72.4 77.3 83.9 85.2: 16.1 14.8
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 : 63: 6 7 3 39 36 46 45:
Old : 63: 6 7 3 39 36 46 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 : 26.3 45.5 44.9 60.8 23.8 41.4 40.3 56.0
Old : 26.3 45.5 44.9 60.8 23.8 41.4 40.3 56.0
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, March 6, 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 : 11,215: 1,431 524 1,498 7,447 8,493 10,376 10,515: 839 700
Old : 11,215: 1,431 524 1,498 7,447 8,493 10,376 10,515: 839 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -168: -53 318 -150 -89 -390 -292 -222: 124 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.7 13.4 66.4 75.7 92.5 93.8: 7.5 6.2
Old : 100.0: 12.8 4.7 13.4 66.4 75.7 92.5 93.8: 7.5 6.2
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 : 44: 11 5 7 20 25 35 35:
Old : 44: 11 5 7 20 25 35 35:
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 : 47.9 46.7 65.4 66.8 14.5 12.2 20.4 20.6
Old : 47.9 46.7 65.4 66.8 14.5 12.2 20.4 20.6
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, March 6, 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 : 206,515: 69,297 16,410 21,847 77,124 146,858 168,268 185,115: 38,247 21,400
Old : 166,506: 63,716 15,267 12,543 58,413 121,495 134,672 149,305: 31,834 17,201
Other: 40,009: 8,301 3,863 6,584 18,711 25,363 33,596 35,810: 6,413 4,199
: : :
: : Changes in Commitments from: February 28, 2012 :
: 16,712: 17,185 -4,243 -5,414 4,152 29,568 15,923 19,911: 789 -3,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 7.9 10.6 37.3 71.1 81.5 89.6: 18.5 10.4
Old : 100.0: 38.3 9.2 7.5 35.1 73.0 80.9 89.7: 19.1 10.3
Other: 100.0: 20.7 9.7 16.5 46.8 63.4 84.0 89.5: 16.0 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 65 36 43 59 68 149 131:
Old : 192: 64 37 37 57 63 140 123:
Other: 96: 27 13 18 34 34 71 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 33.8 23.6 46.7 11.1 28.4 19.6 36.6
Old : 13.0 35.4 23.6 46.4 12.1 32.4 21.9 40.0
Other: 35.5 39.8 49.0 57.4 34.7 34.7 42.1 49.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 6, 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 : 14,698: 3,760 6,177 756 7,254 5,609 11,770 12,542: 2,928 2,156
Old : 13,824: 4,057 6,177 385 6,755 5,158 11,197 11,720: 2,627 2,104
Other: 874: 67 364 7 499 451 573 822: 301 52
: : :
: : Changes in Commitments from: February 28, 2012 :
: -952: 491 284 -1,226 -220 -38 -955 -980: 3 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 42.0 5.1 49.4 38.2 80.1 85.3: 19.9 14.7
Old : 100.0: 29.3 44.7 2.8 48.9 37.3 81.0 84.8: 19.0 15.2
Other: 100.0: 7.7 41.6 0.8 57.1 51.6 65.6 94.1: 34.4 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 24 25 11 20 18 51 50:
Old : 82: 26 25 9 17 16 48 46:
Other: 23: 3 6 1 7 8 11 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 : 31.7 22.1 46.9 38.4 31.4 20.7 46.6 36.7
Old : 33.7 21.8 49.7 39.0 33.7 21.4 49.7 38.3
Other: 56.5 68.5 64.1 87.0 55.5 68.5 63.0 87.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 6, 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 : 851,489: 202,543 138,964 18,301 522,650 585,754 743,494 743,019: 107,995 108,470
Old : 851,489: 202,543 138,964 18,301 522,650 585,754 743,494 743,019: 107,995 108,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -77,009: 9,477 -28,915 -1,165 -65,881 -36,357 -57,569 -66,437: -19,440 -10,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.3 2.1 61.4 68.8 87.3 87.3: 12.7 12.7
Old : 100.0: 23.8 16.3 2.1 61.4 68.8 87.3 87.3: 12.7 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 42 37 18 94 94 143 142:
Old : 206: 42 37 18 94 94 143 142:
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 : 19.9 34.8 33.3 44.4 18.3 28.6 30.6 37.3
Old : 19.9 34.8 33.3 44.4 18.3 28.6 30.6 37.3
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, March 6, 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 : 1,858,467: 248,244 271,585 25,386 1,304,858 1,214,064 1,578,488 1,511,035: 279,979 347,432
Old : 1,858,467: 248,244 271,585 25,386 1,304,858 1,214,064 1,578,488 1,511,035: 279,979 347,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -42,682: 37,740 38,585 -21,644 -26,271 -54,297 -10,175 -37,356: -32,507 -5,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.6 1.4 70.2 65.3 84.9 81.3: 15.1 18.7
Old : 100.0: 13.4 14.6 1.4 70.2 65.3 84.9 81.3: 15.1 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 38 66 24 112 133 163 210:
Old : 271: 38 66 24 112 133 163 210:
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 : 33.6 28.1 43.2 35.1 33.2 25.0 41.9 31.7
Old : 33.6 28.1 43.2 35.1 33.2 25.0 41.9 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, March 6, 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 : 1,377,653: 370,722 155,039 6,566 787,064 981,031 1,164,352 1,142,636: 213,301 235,017
Old : 1,377,653: 370,722 155,039 6,566 787,064 981,031 1,164,352 1,142,636: 213,301 235,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -59,853: 25,844 14,918 -24,276 -37,600 -47,800 -36,032 -57,158: -23,821 -2,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 11.3 0.5 57.1 71.2 84.5 82.9: 15.5 17.1
Old : 100.0: 26.9 11.3 0.5 57.1 71.2 84.5 82.9: 15.5 17.1
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 : 186: 33 35 14 76 92 115 135:
Old : 186: 33 35 14 76 92 115 135:
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 : 28.7 29.8 39.9 38.9 26.2 28.7 35.9 36.7
Old : 28.7 29.8 39.9 38.9 26.2 28.7 35.9 36.7
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, March 6, 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 : 512,829: 70,347 73,620 69,241 340,529 328,968 480,117 471,829: 32,712 41,000
Old : 512,829: 70,347 73,620 69,241 340,529 328,968 480,117 471,829: 32,712 41,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -53,352: -14,995 308 -4,186 -35,358 -50,643 -54,539 -54,521: 1,187 1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.4 13.5 66.4 64.1 93.6 92.0: 6.4 8.0
Old : 100.0: 13.7 14.4 13.5 66.4 64.1 93.6 92.0: 6.4 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 : 82: 17 15 23 44 48 69 79:
Old : 82: 17 15 23 44 48 69 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 : 42.6 32.1 57.5 51.2 34.7 21.1 39.1 30.6
Old : 42.6 32.1 57.5 51.2 34.7 21.1 39.1 30.6
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, March 6, 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 : 54,004: 19,077 7,468 392 27,696 40,341 47,165 48,200: 6,839 5,804
Old : 54,004: 19,077 7,468 392 27,696 40,341 47,165 48,200: 6,839 5,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,945: -2,176 1,679 -18 207 -4,237 -1,988 -2,576: 43 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 13.8 0.7 51.3 74.7 87.3 89.3: 12.7 10.7
Old : 100.0: 35.3 13.8 0.7 51.3 74.7 87.3 89.3: 12.7 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 25 21 9 33 28 67 50:
Old : 99: 25 21 9 33 28 67 50:
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 : 30.1 54.2 44.9 64.4 30.1 54.2 44.9 64.4
Old : 30.1 54.2 44.9 64.4 30.1 54.2 44.9 64.4
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, March 6, 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 : 108,007: 38,153 14,935 784 55,392 80,681 94,329 96,400: 13,678 11,607
Old : 108,007: 38,153 14,935 784 55,392 80,681 94,329 96,400: 13,678 11,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,890: -4,352 3,358 -36 413 -8,473 -3,975 -5,151: 85 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 13.8 0.7 51.3 74.7 87.3 89.3: 12.7 10.7
Old : 100.0: 35.3 13.8 0.7 51.3 74.7 87.3 89.3: 12.7 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 25 21 9 33 28 67 50:
Old : 99: 25 21 9 33 28 67 50:
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 : 30.1 54.2 44.9 64.4 30.1 54.2 44.9 64.4
Old : 30.1 54.2 44.9 64.4 30.1 54.2 44.9 64.4
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, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 17,174: 14,176 7,406 1,068 1,361 8,578 16,605 17,052: 569 122
Old : 17,174: 14,176 7,406 1,068 1,361 8,578 16,605 17,052: 569 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 206: -300 349 -10 0 -252 -310 87: 516 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 43.1 6.2 7.9 49.9 96.7 99.3: 3.3 0.7
Old : 100.0: 82.5 43.1 6.2 7.9 49.9 96.7 99.3: 3.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 10 2 1 3 15 13:
Old : 26: 12 10 2 1 3 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 75.5 92.0 90.5 81.9 73.5 88.4 85.4
Old : 81.9 75.5 92.0 90.5 81.9 73.5 88.4 85.4
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, March 6, 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 : 9,674: 2,130 468 315 6,954 8,805 9,399 9,588: 275 86
Old : 9,674: 2,130 468 315 6,954 8,805 9,399 9,588: 275 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -976: -757 263 205 -415 -1,428 -967 -960: -9 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 4.8 3.3 71.9 91.0 97.2 99.1: 2.8 0.9
Old : 100.0: 22.0 4.8 3.3 71.9 91.0 97.2 99.1: 2.8 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 : 29: 9 4 2 7 11 17 16:
Old : 29: 9 4 2 7 11 17 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 : 75.7 83.2 90.1 94.5 75.6 83.2 88.7 91.1
Old : 75.7 83.2 90.1 94.5 75.6 83.2 88.7 91.1
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, March 6, 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 : 11,456: 3,165 1,169 814 7,238 9,049 11,217 11,032: 239 424
Old : 11,456: 3,165 1,169 814 7,238 9,049 11,217 11,032: 239 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -561: 120 605 802 -1,470 -2,296 -548 -889: -13 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 10.2 7.1 63.2 79.0 97.9 96.3: 2.1 3.7
Old : 100.0: 27.6 10.2 7.1 63.2 79.0 97.9 96.3: 2.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 10 2 4 12 11 23:
Old : 32: 6 10 2 4 12 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 : 81.7 57.8 96.5 75.2 79.2 57.8 90.2 73.1
Old : 81.7 57.8 96.5 75.2 79.2 57.8 90.2 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012