WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 13, 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 : 441,469: 93,656 134,821 77,461 230,974 176,193 402,091 388,475: 39,378 52,994
Old : 190,320: 72,338 86,424 7,333 91,121 75,880 170,792 169,637: 19,528 20,683
Other: 251,149: 58,854 85,933 32,592 139,853 100,313 231,299 218,838: 19,850 32,311
: : :
: : Changes in Commitments from: March 6, 2012 :
: 3,281: 729 11,350 283 -28 -7,944 984 3,689: 2,297 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 30.5 17.5 52.3 39.9 91.1 88.0: 8.9 12.0
Old : 100.0: 38.0 45.4 3.9 47.9 39.9 89.7 89.1: 10.3 10.9
Other: 100.0: 23.4 34.2 13.0 55.7 39.9 92.1 87.1: 7.9 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 113 145 140 77 99 279 306:
Old : 324: 123 100 28 47 63 181 180:
Other: 300: 71 114 69 63 92 185 230:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 16.0 38.0 24.0 22.6 14.0 35.2 20.2
Old : 31.0 29.9 42.7 41.3 30.9 29.9 42.6 40.8
Other: 30.1 13.2 44.1 22.6 29.7 11.7 41.8 19.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 13, 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 : 1,322,339: 382,012 94,585 230,576 575,543 751,089 1,188,131 1,076,250: 134,208 246,089
Old : 934,660: 332,079 110,115 115,215 395,735 543,916 843,029 769,246: 91,631 165,414
Other: 387,679: 150,731 85,268 14,563 179,808 207,173 345,102 307,004: 42,577 80,675
: : :
: : Changes in Commitments from: March 6, 2012 :
: 32,794: 7,254 2,719 9,333 8,134 14,593 24,721 26,645: 8,073 6,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 7.2 17.4 43.5 56.8 89.9 81.4: 10.1 18.6
Old : 100.0: 35.5 11.8 12.3 42.3 58.2 90.2 82.3: 9.8 17.7
Other: 100.0: 38.9 22.0 3.8 46.4 53.4 89.0 79.2: 11.0 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 700: 202 129 196 187 315 481 562:
Old : 673: 198 127 144 160 296 416 511:
Other: 540: 107 118 50 107 266 243 407:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 11.8 22.3 18.4 12.4 7.5 19.8 13.5
Old : 14.9 11.6 26.3 18.5 14.5 9.6 24.2 15.1
Other: 23.4 21.8 36.3 28.4 19.1 14.7 29.6 21.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 13, 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 : 11,401: 1,952 2,754 142 7,016 6,392 9,110 9,288: 2,291 2,113
Old : 7,395: 1,791 2,114 0 4,048 3,624 5,839 5,738: 1,556 1,657
Other: 4,006: 296 775 7 2,968 2,768 3,271 3,550: 735 456
: : :
: : Changes in Commitments from: March 6, 2012 :
: 541: 153 1,169 -3 334 -654 484 512: 57 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 24.2 1.2 61.5 56.1 79.9 81.5: 20.1 18.5
Old : 100.0: 24.2 28.6 0.0 54.7 49.0 79.0 77.6: 21.0 22.4
Other: 100.0: 7.4 19.3 0.2 74.1 69.1 81.7 88.6: 18.3 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 13 4 18 11 31 25:
Old : 40: 10 12 0 14 6 24 18:
Other: 24: 5 4 2 14 9 20 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 : 31.0 63.2 51.5 72.7 30.6 61.8 51.0 69.1
Old : 35.3 59.3 53.5 67.8 35.3 59.2 52.9 67.6
Other: 39.2 77.4 65.8 87.8 39.1 74.1 61.2 79.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 13, 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 : 603,318: 216,471 43,715 89,559 242,256 383,904 548,286 517,178: 55,032 86,140
Old : 393,240: 177,530 55,613 29,700 150,201 259,549 357,431 344,862: 35,809 48,378
Other: 210,078: 68,981 18,142 29,819 92,055 124,355 190,855 172,316: 19,223 37,762
: : :
: : Changes in Commitments from: March 6, 2012 :
: 34,603: 12,885 638 9,108 9,435 24,186 31,428 33,932: 3,175 671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 7.2 14.8 40.2 63.6 90.9 85.7: 9.1 14.3
Old : 100.0: 45.1 14.1 7.6 38.2 66.0 90.9 87.7: 9.1 12.3
Other: 100.0: 32.8 8.6 14.2 43.8 59.2 90.8 82.0: 9.2 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 524: 202 102 162 119 183 395 394:
Old : 496: 186 109 94 90 166 319 330:
Other: 373: 108 76 78 88 153 241 275:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 19.4 20.5 29.3 11.2 15.9 18.3 24.8
Old : 13.9 20.8 22.9 32.4 13.7 20.7 21.9 32.0
Other: 19.4 26.2 32.5 35.7 18.5 21.7 28.2 28.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 13, 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 : 339,672: 91,956 66,154 38,280 171,446 209,037 301,682 313,471: 37,990 26,201
Old : 264,119: 87,267 68,077 16,473 130,321 159,045 234,061 243,595: 30,058 20,524
Other: 75,553: 16,043 9,431 10,453 41,125 49,992 67,621 69,876: 7,932 5,677
: : :
: : Changes in Commitments from: March 6, 2012 :
: 26,182: 16,051 4,920 4,594 2,545 16,553 23,190 26,067: 2,992 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 19.5 11.3 50.5 61.5 88.8 92.3: 11.2 7.7
Old : 100.0: 33.0 25.8 6.2 49.3 60.2 88.6 92.2: 11.4 7.8
Other: 100.0: 21.2 12.5 13.8 54.4 66.2 89.5 92.5: 10.5 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 102 60 77 61 66 207 171:
Old : 256: 102 65 58 58 63 190 158:
Other: 119: 42 20 16 38 35 87 65:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 26.8 24.2 37.7 13.2 24.4 21.2 33.6
Old : 16.1 29.0 25.9 38.1 14.6 28.4 23.2 36.7
Other: 24.2 39.6 39.5 59.5 19.4 38.2 32.7 53.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 13, 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 : 593,501: 63,817 92,896 4,049 388,981 344,910 456,847 441,855: 136,654 151,646
Old : 593,501: 63,817 92,896 4,049 388,981 344,910 456,847 441,855: 136,654 151,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -11,673: -14,961 5,054 779 7,175 -21,616 -7,007 -15,783: -4,666 4,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 15.7 0.7 65.5 58.1 77.0 74.4: 23.0 25.6
Old : 100.0: 10.8 15.7 0.7 65.5 58.1 77.0 74.4: 23.0 25.6
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 : 170: 31 35 9 80 69 119 105:
Old : 170: 31 35 9 80 69 119 105:
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 : 18.8 23.2 28.1 34.1 16.5 19.8 23.3 28.8
Old : 18.8 23.2 28.1 34.1 16.5 19.8 23.3 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, March 13, 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 : 351,049: 39,914 28,945 889 246,955 265,137 287,758 294,971: 63,291 56,078
Old : 351,049: 39,914 28,945 889 246,955 265,137 287,758 294,971: 63,291 56,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -4,659: -46 1,734 202 -10,731 -9,979 -10,575 -8,043: 5,916 3,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.2 0.3 70.3 75.5 82.0 84.0: 18.0 16.0
Old : 100.0: 11.4 8.2 0.3 70.3 75.5 82.0 84.0: 18.0 16.0
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 : 63: 6 8 4 35 37 43 47:
Old : 63: 6 8 4 35 37 43 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 : 27.1 44.5 45.9 58.3 24.5 43.2 41.2 56.0
Old : 27.1 44.5 45.9 58.3 24.5 43.2 41.2 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 13, 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 : 11,095: 1,580 450 1,495 7,529 8,772 10,604 10,717: 491 378
Old : 11,095: 1,580 450 1,495 7,529 8,772 10,604 10,717: 491 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -120: 149 -74 -3 82 279 228 202: -348 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 4.1 13.5 67.9 79.1 95.6 96.6: 4.4 3.4
Old : 100.0: 14.2 4.1 13.5 67.9 79.1 95.6 96.6: 4.4 3.4
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 : 45: 11 5 7 20 25 35 35:
Old : 45: 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 : 44.6 44.6 62.3 63.0 12.8 10.4 18.8 17.1
Old : 44.6 44.6 62.3 63.0 12.8 10.4 18.8 17.1
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 13, 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 : 222,437: 81,686 17,074 22,235 77,360 164,562 181,281 203,871: 41,156 18,566
Old : 176,084: 72,989 16,878 12,209 57,186 132,581 142,384 161,668: 33,700 14,416
Other: 46,353: 11,807 3,306 6,916 20,174 31,981 38,897 42,203: 7,456 4,150
: : :
: : Changes in Commitments from: March 6, 2012 :
: 15,922: 12,389 664 388 236 17,704 13,013 18,756: 2,909 -2,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 7.7 10.0 34.8 74.0 81.5 91.7: 18.5 8.3
Old : 100.0: 41.5 9.6 6.9 32.5 75.3 80.9 91.8: 19.1 8.2
Other: 100.0: 25.5 7.1 14.9 43.5 69.0 83.9 91.0: 16.1 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 78 35 42 58 70 161 130:
Old : 202: 74 38 37 55 64 149 124:
Other: 98: 31 12 16 33 35 72 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 : 13.2 34.7 22.5 48.1 11.0 28.0 19.2 37.6
Old : 12.6 35.9 22.7 47.7 12.6 31.8 22.3 40.6
Other: 33.8 44.0 46.8 62.3 32.1 38.3 41.5 53.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 13, 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 : 14,801: 3,970 6,329 722 7,237 5,587 11,929 12,638: 2,872 2,163
Old : 13,860: 4,269 6,327 318 6,707 5,122 11,294 11,767: 2,566 2,093
Other: 941: 85 386 20 530 465 635 871: 306 70
: : :
: : Changes in Commitments from: March 6, 2012 :
: 103: 210 152 -34 -17 -22 159 96: -56 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 42.8 4.9 48.9 37.7 80.6 85.4: 19.4 14.6
Old : 100.0: 30.8 45.6 2.3 48.4 37.0 81.5 84.9: 18.5 15.1
Other: 100.0: 9.0 41.0 2.1 56.3 49.4 67.5 92.6: 32.5 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 26 25 10 20 17 50 50:
Old : 82: 28 24 8 17 15 47 46:
Other: 25: 5 6 3 7 8 13 16:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 21.6 46.3 38.6 30.7 19.5 45.8 35.4
Old : 33.3 22.9 49.1 39.8 33.3 22.9 49.1 39.8
Other: 54.5 68.0 64.2 86.3 53.6 68.0 62.2 86.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 13, 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 : 827,665: 180,492 166,033 22,475 528,526 528,027 731,493 716,535: 96,172 111,130
Old : 827,665: 180,492 166,033 22,475 528,526 528,027 731,493 716,535: 96,172 111,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -23,824: -22,051 27,069 4,174 5,876 -57,727 -12,001 -26,484: -11,823 2,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 20.1 2.7 63.9 63.8 88.4 86.6: 11.6 13.4
Old : 100.0: 21.8 20.1 2.7 63.9 63.8 88.4 86.6: 11.6 13.4
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 : 205: 35 37 17 101 93 142 141:
Old : 205: 35 37 17 101 93 142 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 29.8 36.1 39.4 20.7 25.9 34.7 34.2
Old : 21.1 29.8 36.1 39.4 20.7 25.9 34.7 34.2
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 13, 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 : 1,795,780: 217,768 295,057 27,429 1,274,520 1,130,138 1,519,717 1,452,624: 276,063 343,156
Old : 1,795,780: 217,768 295,057 27,429 1,274,520 1,130,138 1,519,717 1,452,624: 276,063 343,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -62,687: -30,476 23,472 2,043 -30,338 -83,926 -58,771 -58,411: -3,916 -4,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.4 1.5 71.0 62.9 84.6 80.9: 15.4 19.1
Old : 100.0: 12.1 16.4 1.5 71.0 62.9 84.6 80.9: 15.4 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 42 68 24 112 134 168 212:
Old : 281: 42 68 24 112 134 168 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 25.7 43.3 33.4 34.4 21.8 41.4 29.3
Old : 35.0 25.7 43.3 33.4 34.4 21.8 41.4 29.3
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 13, 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 : 1,380,796: 313,071 170,487 9,529 864,499 951,767 1,187,099 1,131,783: 193,697 249,013
Old : 1,380,796: 313,071 170,487 9,529 864,499 951,767 1,187,099 1,131,783: 193,697 249,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 3,143: -57,651 15,448 2,963 77,435 -29,264 22,747 -10,853: -19,604 13,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 12.3 0.7 62.6 68.9 86.0 82.0: 14.0 18.0
Old : 100.0: 22.7 12.3 0.7 62.6 68.9 86.0 82.0: 14.0 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 : 187: 33 34 10 78 94 115 134:
Old : 187: 33 34 10 78 94 115 134:
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 : 31.6 29.2 42.0 39.2 29.0 28.4 38.1 37.1
Old : 31.6 29.2 42.0 39.2 29.0 28.4 38.1 37.1
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 13, 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 : 530,754: 78,299 78,945 64,053 360,527 345,372 502,879 488,370: 27,875 42,384
Old : 530,754: 78,299 78,945 64,053 360,527 345,372 502,879 488,370: 27,875 42,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 17,925: 7,952 5,325 -5,188 19,998 16,404 22,762 16,541: -4,837 1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.9 12.1 67.9 65.1 94.7 92.0: 5.3 8.0
Old : 100.0: 14.8 14.9 12.1 67.9 65.1 94.7 92.0: 5.3 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 : 87: 17 18 24 45 50 72 83:
Old : 87: 17 18 24 45 50 72 83:
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 : 43.9 31.3 58.6 49.3 33.6 20.5 37.8 29.3
Old : 43.9 31.3 58.6 49.3 33.6 20.5 37.8 29.3
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 13, 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 : 95,629: 23,586 5,643 6,851 54,970 75,708 85,407 88,202: 10,222 7,427
Old : 95,629: 23,586 5,643 6,851 54,970 75,708 85,407 88,202: 10,222 7,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 41,625: 4,510 -1,825 6,459 27,274 35,368 38,242 40,002: 3,383 1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 5.9 7.2 57.5 79.2 89.3 92.2: 10.7 7.8
Old : 100.0: 24.7 5.9 7.2 57.5 79.2 89.3 92.2: 10.7 7.8
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 : 109: 38 13 9 37 39 77 60:
Old : 109: 38 13 9 37 39 77 60:
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 43.2 34.7 60.1 17.3 34.5 25.6 44.9
Old : 20.8 43.2 34.7 60.1 17.3 34.5 25.6 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, March 13, 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 : 20,058: 2,850 2,219 1,904 13,328 14,455 18,082 18,578: 1,976 1,480
Old : 20,058: 2,850 2,219 1,904 13,328 14,455 18,082 18,578: 1,976 1,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.1 9.5 66.4 72.1 90.1 92.6: 9.9 7.4
Old : 100.0: 14.2 11.1 9.5 66.4 72.1 90.1 92.6: 9.9 7.4
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 : 20: 4 2 4 8 12 12 18:
Old : 20: 4 2 4 8 12 12 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 : 53.2 51.4 82.4 76.0 45.5 44.1 52.5 52.5
Old : 53.2 51.4 82.4 76.0 45.5 44.1 52.5 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, March 13, 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 : 151,141: 47,165 12,541 4,200 83,284 122,506 134,649 139,247: 16,492 11,894
Old : 151,141: 47,165 12,541 4,200 83,284 122,506 134,649 139,247: 16,492 11,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 43,134: 9,012 -2,394 3,416 27,892 41,825 40,320 42,847: 2,814 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 8.3 2.8 55.1 81.1 89.1 92.1: 10.9 7.9
Old : 100.0: 31.2 8.3 2.8 55.1 81.1 89.1 92.1: 10.9 7.9
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 : 107: 35 16 9 35 37 75 57:
Old : 107: 35 16 9 35 37 75 57:
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 : 25.5 49.0 40.4 65.2 21.8 44.1 33.0 52.4
Old : 25.5 49.0 40.4 65.2 21.8 44.1 33.0 52.4
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 13, 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 : 17,370: 14,519 7,773 1,439 1,361 8,118 17,319 17,330: 51 40
Old : 17,370: 14,519 7,773 1,439 1,361 8,118 17,319 17,330: 51 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 196: 343 367 371 0 -460 714 278: -518 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 44.7 8.3 7.8 46.7 99.7 99.8: 0.3 0.2
Old : 100.0: 83.6 44.7 8.3 7.8 46.7 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 10 3 1 3 14 14:
Old : 25: 11 10 3 1 3 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 : 81.0 76.5 94.8 91.1 81.0 72.9 90.1 84.9
Old : 81.0 76.5 94.8 91.1 81.0 72.9 90.1 84.9
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 13, 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 : 9,315: 1,949 290 45 7,092 8,875 9,086 9,210: 229 105
Old : 9,315: 1,949 290 45 7,092 8,875 9,086 9,210: 229 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -359: -181 -178 -270 138 70 -313 -378: -46 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.1 0.5 76.1 95.3 97.5 98.9: 2.5 1.1
Old : 100.0: 20.9 3.1 0.5 76.1 95.3 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 : 28: 10 4 2 5 10 15 16:
Old : 28: 10 4 2 5 10 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 86.9 92.8 93.8 80.3 86.8 92.6 93.7
Old : 80.3 86.9 92.8 93.8 80.3 86.8 92.6 93.7
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 13, 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 : 8,535: 2,537 482 0 5,710 7,961 8,247 8,443: 288 92
Old : 8,535: 2,537 482 0 5,710 7,961 8,247 8,443: 288 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -2,921: -628 -687 -814 -1,528 -1,088 -2,970 -2,589: 49 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 5.6 0.0 66.9 93.3 96.6 98.9: 3.4 1.1
Old : 100.0: 29.7 5.6 0.0 66.9 93.3 96.6 98.9: 3.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 7 0 5 13 12 20:
Old : 31: 7 7 0 5 13 12 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.7 65.5 94.7 84.4 83.7 65.5 94.7 84.4
Old : 83.7 65.5 94.7 84.4 83.7 65.5 94.7 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012