WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 27, 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 : 448,665: 92,885 130,999 83,052 236,752 183,596 412,689 397,647: 35,976 51,018
Old : 170,834: 61,582 85,694 6,653 85,947 60,351 154,182 152,698: 16,652 18,136
Other: 277,831: 65,411 79,413 42,291 150,805 123,245 258,507 244,949: 19,324 32,882
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,563: 349 75 3,969 472 -1,747 4,790 2,297: -3,227 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 29.2 18.5 52.8 40.9 92.0 88.6: 8.0 11.4
Old : 100.0: 36.0 50.2 3.9 50.3 35.3 90.3 89.4: 9.7 10.6
Other: 100.0: 23.5 28.6 15.2 54.3 44.4 93.0 88.2: 7.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 105 145 151 75 100 286 310:
Old : 316: 122 93 30 46 63 180 174:
Other: 312: 69 124 88 60 93 201 243:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 15.5 38.5 23.9 22.9 13.6 35.5 20.5
Old : 32.7 22.6 43.9 36.3 32.5 22.6 43.7 36.3
Other: 29.0 17.7 41.8 27.0 28.6 15.8 40.2 23.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 27, 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 : 1,309,002: 364,901 95,768 234,523 579,372 732,874 1,178,796 1,063,165: 130,206 245,837
Old : 898,979: 303,126 117,902 121,220 385,002 501,728 809,348 740,850: 89,631 158,129
Other: 410,023: 160,180 76,271 14,898 194,370 231,146 369,448 322,315: 40,575 87,708
: : :
: : Changes in Commitments from: March 20, 2012 :
: -15,551: -26,353 16,226 5,896 10,061 -37,923 -10,396 -15,801: -5,155 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 7.3 17.9 44.3 56.0 90.1 81.2: 9.9 18.8
Old : 100.0: 33.7 13.1 13.5 42.8 55.8 90.0 82.4: 10.0 17.6
Other: 100.0: 39.1 18.6 3.6 47.4 56.4 90.1 78.6: 9.9 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 694: 188 129 192 190 319 463 570:
Old : 663: 174 133 147 162 299 398 522:
Other: 544: 105 115 55 109 272 245 413:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 11.4 22.1 17.5 12.6 7.7 20.1 13.0
Old : 15.7 11.1 26.2 17.0 15.4 9.6 24.3 14.8
Other: 22.1 21.6 34.5 28.6 18.1 15.1 28.3 22.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 27, 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 : 10,648: 2,562 967 208 5,834 7,966 8,604 9,141: 2,044 1,507
Old : 6,227: 2,318 793 0 2,543 4,464 4,861 5,257: 1,366 970
Other: 4,421: 433 363 19 3,291 3,502 3,743 3,884: 678 537
: : :
: : Changes in Commitments from: March 20, 2012 :
: 171: 733 -21 72 -696 291 109 342: 62 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 9.1 2.0 54.8 74.8 80.8 85.8: 19.2 14.2
Old : 100.0: 37.2 12.7 0.0 40.8 71.7 78.1 84.4: 21.9 15.6
Other: 100.0: 9.8 8.2 0.4 74.4 79.2 84.7 87.9: 15.3 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 10 5 15 12 29 24:
Old : 37: 10 10 0 9 9 19 19:
Other: 24: 6 3 3 12 11 19 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 : 29.6 68.2 50.2 75.3 26.7 58.4 43.6 63.7
Old : 37.2 65.3 57.7 72.9 37.2 65.3 57.7 72.9
Other: 51.9 78.7 75.0 85.0 48.7 70.5 66.6 74.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 27, 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 : 684,581: 250,617 38,190 106,715 267,726 449,466 625,058 594,371: 59,523 90,210
Old : 408,005: 197,926 50,214 32,009 143,505 280,704 373,440 362,927: 34,565 45,078
Other: 276,576: 85,905 21,190 41,492 124,221 168,762 251,618 231,444: 24,958 45,132
: : :
: : Changes in Commitments from: March 20, 2012 :
: 44,570: 9,287 -3,129 14,680 19,675 34,413 43,642 45,964: 928 -1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 5.6 15.6 39.1 65.7 91.3 86.8: 8.7 13.2
Old : 100.0: 48.5 12.3 7.8 35.2 68.8 91.5 89.0: 8.5 11.0
Other: 100.0: 31.1 7.7 15.0 44.9 61.0 91.0 83.7: 9.0 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 219 101 189 146 190 451 423:
Old : 517: 196 112 110 94 173 344 346:
Other: 408: 115 82 100 117 163 293 305:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 19.9 18.8 30.6 10.0 16.8 16.9 25.9
Old : 14.6 21.5 24.5 34.0 14.6 21.5 24.4 33.5
Other: 16.0 26.7 27.6 34.7 14.6 20.6 23.7 27.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 27, 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 : 17,878: 13,964 415 362 84 3,168 14,410 3,945: 3,468 13,933
Old : 6,378: 3,809 449 129 84 1,059 4,022 1,637: 2,356 4,741
Other: 11,500: 10,372 183 16 0 2,109 10,388 2,308: 1,112 9,192
: : :
: : Changes in Commitments from: March 20, 2012 :
: 548: 218 -9 -58 -21 142 139 75: 409 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 2.3 2.0 0.5 17.7 80.6 22.1: 19.4 77.9
Old : 100.0: 59.7 7.0 2.0 1.3 16.6 63.1 25.7: 36.9 74.3
Other: 100.0: 90.2 1.6 0.1 0.0 18.3 90.3 20.1: 9.7 79.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 2 7 1 7 14 16:
Old : 21: 11 4 4 1 6 13 13:
Other: 18: 9 2 3 0 7 9 12:
:----------------------------------------------------------------------------------------------------
: 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 : 54.4 13.2 72.1 19.1 54.3 13.2 71.6 18.6
Old : 45.7 15.2 57.3 23.0 45.7 15.2 56.3 23.0
Other: 64.3 14.0 88.4 19.2 64.3 14.0 88.3 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 27, 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 : 365,795: 99,730 63,544 43,573 183,626 233,012 326,929 340,129: 38,866 25,666
Old : 276,663: 92,618 67,560 18,975 135,142 170,426 246,735 256,961: 29,928 19,702
Other: 89,132: 21,360 10,232 10,350 48,484 62,586 80,194 83,168: 8,938 5,964
: : :
: : Changes in Commitments from: March 20, 2012 :
: 19,451: 3,621 1,124 4,112 11,248 14,402 18,981 19,638: 470 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 17.4 11.9 50.2 63.7 89.4 93.0: 10.6 7.0
Old : 100.0: 33.5 24.4 6.9 48.8 61.6 89.2 92.9: 10.8 7.1
Other: 100.0: 24.0 11.5 11.6 54.4 70.2 90.0 93.3: 10.0 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 107 63 80 65 67 214 180:
Old : 268: 105 72 58 63 65 194 171:
Other: 127: 48 20 22 36 37 95 69:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 26.9 23.9 38.5 11.9 24.8 19.5 34.1
Old : 16.1 28.5 25.0 38.8 14.5 27.8 22.4 37.5
Other: 22.3 41.4 37.5 59.7 18.6 40.9 32.2 55.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 27, 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 : 571,340: 45,570 85,196 1,992 396,410 338,393 443,972 425,581: 127,368 145,759
Old : 571,340: 45,570 85,196 1,992 396,410 338,393 443,972 425,581: 127,368 145,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -2,615: -2,319 -16,917 -1,498 -775 7,279 -4,592 -11,136: 1,977 8,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 14.9 0.3 69.4 59.2 77.7 74.5: 22.3 25.5
Old : 100.0: 8.0 14.9 0.3 69.4 59.2 77.7 74.5: 22.3 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 19 37 8 71 66 97 104:
Old : 153: 19 37 8 71 66 97 104:
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 : 19.8 19.9 31.3 32.4 16.7 16.4 24.5 27.7
Old : 19.8 19.9 31.3 32.4 16.7 16.4 24.5 27.7
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, March 27, 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 : 351,177: 41,216 26,102 948 251,219 277,870 293,383 304,920: 57,794 46,257
Old : 351,177: 41,216 26,102 948 251,219 277,870 293,383 304,920: 57,794 46,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -5,568: 192 1,333 38 -3,281 231 -3,051 1,602: -2,517 -7,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 7.4 0.3 71.5 79.1 83.5 86.8: 16.5 13.2
Old : 100.0: 11.7 7.4 0.3 71.5 79.1 83.5 86.8: 16.5 13.2
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 : 69: 6 7 4 37 44 45 53:
Old : 69: 6 7 4 37 44 45 53:
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 43.4 44.9 56.4 23.8 43.3 39.5 55.4
Old : 26.1 43.4 44.9 56.4 23.8 43.3 39.5 55.4
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 27, 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 : 11,433: 2,360 468 1,398 7,060 9,100 10,818 10,966: 615 467
Old : 11,433: 2,360 468 1,398 7,060 9,100 10,818 10,966: 615 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 330: 391 199 -24 -64 155 303 330: 27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.1 12.2 61.8 79.6 94.6 95.9: 5.4 4.1
Old : 100.0: 20.6 4.1 12.2 61.8 79.6 94.6 95.9: 5.4 4.1
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 : 39: 10 4 5 18 23 31 30:
Old : 39: 10 4 5 18 23 31 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 : 43.4 44.5 61.4 64.1 16.8 13.7 22.5 22.2
Old : 43.4 44.5 61.4 64.1 16.8 13.7 22.5 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 27, 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 : 241,213: 93,557 15,633 25,071 80,967 181,026 199,595 221,730: 41,618 19,483
Old : 187,963: 83,290 18,034 13,230 58,290 141,520 154,810 172,784: 33,153 15,179
Other: 53,250: 15,193 2,525 6,915 22,677 39,506 44,785 48,946: 8,465 4,304
: : :
: : Changes in Commitments from: March 20, 2012 :
: 4,054: 4,137 915 -861 -770 2,941 2,506 2,995: 1,548 1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 6.5 10.4 33.6 75.0 82.7 91.9: 17.3 8.1
Old : 100.0: 44.3 9.6 7.0 31.0 75.3 82.4 91.9: 17.6 8.1
Other: 100.0: 28.5 4.7 13.0 42.6 74.2 84.1 91.9: 15.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 85 32 49 61 67 175 132:
Old : 207: 72 45 39 57 64 153 128:
Other: 115: 40 12 22 35 37 88 63:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 36.7 21.4 49.5 10.3 30.7 18.4 39.6
Old : 12.2 36.8 21.7 49.6 12.2 33.2 21.5 43.4
Other: 29.4 46.6 43.7 65.2 27.6 43.6 35.7 53.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 27, 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 : 15,839: 4,281 5,652 1,194 7,071 6,936 12,546 13,782: 3,293 2,057
Old : 14,280: 4,641 5,633 720 6,256 6,079 11,617 12,432: 2,663 1,848
Other: 1,559: 92 471 22 815 857 929 1,350: 630 209
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,236: 117 -647 580 108 1,231 805 1,164: 431 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 35.7 7.5 44.6 43.8 79.2 87.0: 20.8 13.0
Old : 100.0: 32.5 39.4 5.0 43.8 42.6 81.4 87.1: 18.6 12.9
Other: 100.0: 5.9 30.2 1.4 52.3 55.0 59.6 86.6: 40.4 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 26 21 14 22 20 57 52:
Old : 84: 29 20 11 18 18 53 47:
Other: 28: 5 5 2 9 11 14 18:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 25.4 40.7 40.4 25.6 21.8 38.7 36.6
Old : 27.2 24.9 43.4 41.5 26.8 24.9 42.1 40.9
Other: 44.5 61.4 54.1 77.8 43.2 61.4 52.9 77.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 27, 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 : 816,724: 149,608 212,297 12,029 573,439 479,667 735,076 703,993: 81,648 112,731
Old : 816,724: 149,608 212,297 12,029 573,439 479,667 735,076 703,993: 81,648 112,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -26,368: -12,571 16,970 -8,198 8,527 -28,885 -12,242 -20,113: -14,126 -6,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 26.0 1.5 70.2 58.7 90.0 86.2: 10.0 13.8
Old : 100.0: 18.3 26.0 1.5 70.2 58.7 90.0 86.2: 10.0 13.8
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 : 201: 29 42 14 97 91 132 141:
Old : 201: 29 42 14 97 91 132 141:
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 : 24.8 34.0 40.0 41.5 23.3 32.3 37.6 37.5
Old : 24.8 34.0 40.0 41.5 23.3 32.3 37.6 37.5
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 27, 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 : 1,757,545: 167,145 362,862 25,154 1,321,767 1,019,119 1,514,066 1,407,135: 243,479 350,410
Old : 1,757,545: 167,145 362,862 25,154 1,321,767 1,019,119 1,514,066 1,407,135: 243,479 350,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -29,187: -37,970 -22,425 -1,448 3,965 -23,048 -35,453 -46,921: 6,266 17,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 20.6 1.4 75.2 58.0 86.1 80.1: 13.9 19.9
Old : 100.0: 9.5 20.6 1.4 75.2 58.0 86.1 80.1: 13.9 19.9
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 : 284: 31 70 24 120 140 166 219:
Old : 284: 31 70 24 120 140 166 219:
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 : 32.8 22.3 41.6 28.7 32.3 19.2 39.6 25.1
Old : 32.8 22.3 41.6 28.7 32.3 19.2 39.6 25.1
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 27, 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 : 1,380,685: 264,349 169,515 17,447 941,606 946,433 1,223,402 1,133,395: 157,283 247,290
Old : 1,380,685: 264,349 169,515 17,447 941,606 946,433 1,223,402 1,133,395: 157,283 247,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -34,421: -14,014 -29,346 6,835 -11,394 5,478 -18,573 -17,033: -15,848 -17,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 12.3 1.3 68.2 68.5 88.6 82.1: 11.4 17.9
Old : 100.0: 19.1 12.3 1.3 68.2 68.5 88.6 82.1: 11.4 17.9
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 : 192: 28 37 13 78 98 113 141:
Old : 192: 28 37 13 78 98 113 141:
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 : 32.9 27.1 43.8 36.4 30.4 25.9 40.4 34.1
Old : 32.9 27.1 43.8 36.4 30.4 25.9 40.4 34.1
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 27, 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 : 571,439: 83,721 78,993 71,441 391,528 376,675 546,690 527,109: 24,749 44,330
Old : 571,439: 83,721 78,993 71,441 391,528 376,675 546,690 527,109: 24,749 44,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 17,879: -256 944 189 17,527 13,833 17,460 14,966: 419 2,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 13.8 12.5 68.5 65.9 95.7 92.2: 4.3 7.8
Old : 100.0: 14.7 13.8 12.5 68.5 65.9 95.7 92.2: 4.3 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 : 89: 16 19 25 47 50 75 83:
Old : 89: 16 19 25 47 50 75 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 : 42.1 30.9 57.8 48.1 32.8 19.8 37.7 29.5
Old : 42.1 30.9 57.8 48.1 32.8 19.8 37.7 29.5
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, March 27, 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 : 53,369: 21,065 6,378 282 24,806 42,220 46,153 48,879: 7,216 4,490
Old : 53,369: 21,065 6,378 282 24,806 42,220 46,153 48,879: 7,216 4,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 164: -625 -375 279 -21 515 -367 419: 530 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 11.9 0.5 46.5 79.1 86.5 91.6: 13.5 8.4
Old : 100.0: 39.5 11.9 0.5 46.5 79.1 86.5 91.6: 13.5 8.4
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 : 101: 33 14 3 30 30 65 45:
Old : 101: 33 14 3 30 30 65 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 : 27.1 40.1 42.8 56.4 27.1 40.0 42.8 56.3
Old : 27.1 40.1 42.8 56.4 27.1 40.0 42.8 56.3
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 27, 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 : 106,737: 42,130 12,755 564 49,612 84,439 92,306 97,758: 14,431 8,979
Old : 106,737: 42,130 12,755 564 49,612 84,439 92,306 97,758: 14,431 8,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 327: -1,249 -749 558 -42 1,029 -733 838: 1,060 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 11.9 0.5 46.5 79.1 86.5 91.6: 13.5 8.4
Old : 100.0: 39.5 11.9 0.5 46.5 79.1 86.5 91.6: 13.5 8.4
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 : 101: 33 14 3 30 30 65 45:
Old : 101: 33 14 3 30 30 65 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 : 27.1 40.1 42.8 56.4 27.1 40.0 42.8 56.3
Old : 27.1 40.1 42.8 56.4 27.1 40.0 42.8 56.3
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 27, 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 : 7,535: 4,880 5,757 1,208 1,393 530 7,481 7,495: 54 40
Old : 7,535: 4,880 5,757 1,208 1,393 530 7,481 7,495: 54 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -11,296: -9,423 -1,835 -1,869 -5 -7,589 -11,297 -11,293: 1 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 76.4 16.0 18.5 7.0 99.3 99.5: 0.7 0.5
Old : 100.0: 64.8 76.4 16.0 18.5 7.0 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 9 3 2 2 14 12:
Old : 23: 10 9 3 2 2 14 12:
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 : 63.2 63.9 91.5 91.8 63.2 57.5 81.1 80.1
Old : 63.2 63.9 91.5 91.8 63.2 57.5 81.1 80.1
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 27, 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 : 10,160: 4,004 352 24 5,987 9,646 10,015 10,022: 145 138
Old : 10,160: 4,004 352 24 5,987 9,646 10,015 10,022: 145 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,517: 1,396 20 -17 153 1,527 1,532 1,530: -15 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 3.5 0.2 58.9 94.9 98.6 98.6: 1.4 1.4
Old : 100.0: 39.4 3.5 0.2 58.9 94.9 98.6 98.6: 1.4 1.4
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 : 29: 7 5 1 6 12 13 18:
Old : 29: 7 5 1 6 12 13 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 : 86.6 80.7 96.2 91.9 86.6 80.7 96.2 91.8
Old : 86.6 80.7 96.2 91.9 86.6 80.7 96.2 91.8
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 27, 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 : 7,559: 1,846 826 0 5,590 6,636 7,436 7,462: 123 97
Old : 7,559: 1,846 826 0 5,590 6,636 7,436 7,462: 123 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 512: -184 473 0 744 42 560 515: -48 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 10.9 0.0 74.0 87.8 98.4 98.7: 1.6 1.3
Old : 100.0: 24.4 10.9 0.0 74.0 87.8 98.4 98.7: 1.6 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: 5 7 0 5 13 10 20:
Old : 29: 5 7 0 5 13 10 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 : 88.1 61.5 97.5 79.6 88.1 61.5 97.4 79.6
Old : 88.1 61.5 97.5 79.6 88.1 61.5 97.4 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012