WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 513,529: 93,657 125,153 124,651 255,447 206,581 473,756 456,385: 39,773 57,144
Old : 218,414: 66,616 76,686 30,560 102,065 89,344 199,241 196,590: 19,173 21,824
Other: 295,115: 56,353 77,778 64,780 153,382 117,237 274,515 259,795: 20,600 35,320
: : :
: : Changes in Commitments from: February 28, 2012 :
: 433: 1,709 -18,159 8,270 -9,540 7,767 439 -2,122: -5 2,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 24.4 24.3 49.7 40.2 92.3 88.9: 7.7 11.1
Old : 100.0: 30.5 35.1 14.0 46.7 40.9 91.2 90.0: 8.8 10.0
Other: 100.0: 19.1 26.4 22.0 52.0 39.7 93.0 88.0: 7.0 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 115 146 164 86 110 307 327:
Old : 335: 114 113 82 64 86 217 242:
Other: 307: 73 109 111 72 101 221 256:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 15.6 33.9 22.6 20.0 13.0 30.9 18.3
Old : 25.6 27.7 35.9 37.4 25.4 26.9 35.4 35.6
Other: 25.8 12.3 40.2 20.5 24.7 11.2 38.1 17.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,684,032: 367,984 94,900 479,628 681,038 827,154 1,528,650 1,401,682: 155,382 282,350
Old : 1,205,126: 298,650 106,696 315,187 484,629 598,582 1,098,467 1,020,466: 106,660 184,661
Other: 478,906: 149,478 68,348 84,296 196,409 228,572 430,183 381,216: 48,722 97,689
: : :
: : Changes in Commitments from: February 28, 2012 :
: 36,104: 6,612 -22,279 36,785 -1,157 24,642 42,241 39,148: -6,137 -3,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 5.6 28.5 40.4 49.1 90.8 83.2: 9.2 16.8
Old : 100.0: 24.8 8.9 26.2 40.2 49.7 91.1 84.7: 8.9 15.3
Other: 100.0: 31.2 14.3 17.6 41.0 47.7 89.8 79.6: 10.2 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 714: 203 149 237 235 327 540 618:
Old : 688: 186 149 196 212 315 479 582:
Other: 538: 128 97 113 141 275 315 442:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 11.3 18.8 16.7 9.2 6.2 15.0 10.2
Old : 12.0 10.2 21.6 16.8 10.9 6.5 18.4 10.3
Other: 19.6 18.0 30.5 24.7 15.2 11.6 22.4 17.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 11,604: 1,513 1,588 520 7,212 7,237 9,245 9,345: 2,359 2,259
Old : 8,260: 1,536 1,405 197 4,719 4,870 6,452 6,471: 1,809 1,789
Other: 3,343: 134 340 166 2,493 2,367 2,794 2,873: 550 470
: : :
: : Changes in Commitments from: February 28, 2012 :
: -131: -245 48 83 -199 -822 -361 -691: 230 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.7 4.5 62.2 62.4 79.7 80.5: 20.3 19.5
Old : 100.0: 18.6 17.0 2.4 57.1 59.0 78.1 78.3: 21.9 21.7
Other: 100.0: 4.0 10.2 5.0 74.6 70.8 83.6 85.9: 16.4 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 9 4 17 10 28 21:
Old : 34: 9 8 3 14 8 24 18:
Other: 18: 3 3 3 11 9 16 13:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 63.4 49.8 71.5 28.7 56.9 46.8 63.4
Old : 31.9 63.7 51.8 71.0 31.9 59.7 50.2 66.7
Other: 44.9 71.7 70.1 83.0 40.1 66.7 60.4 68.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 789,533: 205,041 33,561 240,770 285,508 419,524 731,319 693,855: 58,214 95,678
Old : 559,395: 165,755 45,169 160,119 193,863 295,785 519,736 501,072: 39,658 58,323
Other: 230,138: 68,813 17,920 51,124 91,645 123,739 211,582 192,783: 18,555 37,355
: : :
: : Changes in Commitments from: February 28, 2012 :
: 52,507: 30,705 -4,973 13,459 5,940 38,753 50,103 47,239: 2,404 5,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 4.3 30.5 36.2 53.1 92.6 87.9: 7.4 12.1
Old : 100.0: 29.6 8.1 28.6 34.7 52.9 92.9 89.6: 7.1 10.4
Other: 100.0: 29.9 7.8 22.2 39.8 53.8 91.9 83.8: 8.1 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 199 126 214 134 184 431 439:
Old : 515: 176 138 173 111 178 374 408:
Other: 372: 111 79 104 94 151 257 293:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 16.3 18.8 24.2 8.8 12.1 14.5 18.8
Old : 12.7 16.3 19.7 25.6 10.8 14.4 17.2 23.0
Other: 17.9 21.7 31.2 30.5 16.6 16.6 24.0 22.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 356,431: 74,245 57,709 62,130 184,177 209,773 320,552 329,612: 35,879 26,819
Old : 290,392: 70,240 58,450 42,319 148,567 167,752 261,126 268,521: 29,266 21,871
Other: 66,039: 12,317 7,572 11,498 35,611 42,021 59,426 61,091: 6,613 4,948
: : :
: : Changes in Commitments from: February 28, 2012 :
: 6,078: -7,045 9,721 -7,488 22,562 4,024 8,030 6,258: -1,952 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.2 17.4 51.7 58.9 89.9 92.5: 10.1 7.5
Old : 100.0: 24.2 20.1 14.6 51.2 57.8 89.9 92.5: 10.1 7.5
Other: 100.0: 18.7 11.5 17.4 53.9 63.6 90.0 92.5: 10.0 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 78 79 79 70 75 201 191:
Old : 256: 85 77 68 65 75 188 185:
Other: 115: 24 32 33 41 37 90 78:
:----------------------------------------------------------------------------------------------------
: 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 24.6 24.3 35.9 12.3 20.3 20.0 28.2
Old : 15.2 24.5 26.3 34.0 14.1 22.4 21.1 29.2
Other: 26.4 35.9 43.6 58.0 23.8 34.5 37.1 48.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 718,611: 78,264 85,012 49,087 436,903 420,988 564,254 555,087: 154,357 163,524
Old : 718,611: 78,264 85,012 49,087 436,903 420,988 564,254 555,087: 154,357 163,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -21,247: 9,558 266 5,577 -10,364 -16,500 4,771 -10,658: -26,018 -10,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 11.8 6.8 60.8 58.6 78.5 77.2: 21.5 22.8
Old : 100.0: 10.9 11.8 6.8 60.8 58.6 78.5 77.2: 21.5 22.8
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 : 171: 32 36 39 87 82 142 134:
Old : 171: 32 36 39 87 82 142 134:
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 : 17.5 19.6 26.4 29.6 16.3 17.1 22.6 25.4
Old : 17.5 19.6 26.4 29.6 16.3 17.1 22.6 25.4
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 with Delta-adjusted Options and Futures Combined, 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 : 356,772: 39,960 27,211 687 257,749 275,362 298,396 303,260: 58,376 53,511
Old : 356,772: 39,960 27,211 687 257,749 275,362 298,396 303,260: 58,376 53,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -49,468: -3,987 -6,472 -5,577 -34,964 -42,080 -44,528 -54,129: -4,940 4,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.6 0.2 72.2 77.2 83.6 85.0: 16.4 15.0
Old : 100.0: 11.2 7.6 0.2 72.2 77.2 83.6 85.0: 16.4 15.0
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 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 : 26.2 45.3 44.7 60.6 23.7 41.3 40.2 55.8
Old : 26.2 45.3 44.7 60.6 23.7 41.3 40.2 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 234,454: 68,445 15,934 41,641 83,642 153,081 193,728 210,656: 40,726 23,798
Old : 186,482: 61,545 12,710 28,116 62,923 126,336 152,584 167,163: 33,898 19,319
Other: 47,972: 8,953 5,277 11,471 20,719 26,745 41,144 43,493: 6,829 4,479
: : :
: : Changes in Commitments from: February 28, 2012 :
: 22,972: 16,096 -5,704 402 5,253 30,689 21,752 25,387: 1,221 -2,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.8 17.8 35.7 65.3 82.6 89.8: 17.4 10.2
Old : 100.0: 33.0 6.8 15.1 33.7 67.7 81.8 89.6: 18.2 10.4
Other: 100.0: 18.7 11.0 23.9 43.2 55.8 85.8 90.7: 14.2 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 63 40 47 62 74 156 139:
Old : 196: 62 41 44 59 69 148 132:
Other: 102: 24 19 28 37 35 77 68:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 31.0 23.5 45.1 9.7 25.1 17.0 32.3
Old : 13.5 32.7 23.0 44.6 10.8 28.7 19.4 35.5
Other: 33.5 39.8 47.0 54.5 30.7 32.4 38.9 45.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,095: 3,560 6,177 1,033 7,519 5,694 12,111 12,904: 2,984 2,192
Old : 14,149: 3,907 6,177 606 6,972 5,243 11,485 12,025: 2,664 2,124
Other: 946: 36 385 43 547 451 626 879: 320 68
: : :
: : Changes in Commitments from: February 28, 2012 :
: -875: 403 285 -1,127 -140 -37 -864 -879: -11 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 40.9 6.8 49.8 37.7 80.2 85.5: 19.8 14.5
Old : 100.0: 27.6 43.7 4.3 49.3 37.1 81.2 85.0: 18.8 15.0
Other: 100.0: 3.8 40.7 4.5 57.8 47.7 66.2 92.9: 33.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 22 27 13 22 18 53 52:
Old : 82: 26 25 12 21 16 52 49:
Other: 23: 2 7 4 8 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 : 31.5 21.7 46.3 37.5 31.1 19.5 45.9 35.1
Old : 33.5 21.4 49.1 38.3 33.3 20.3 49.0 36.8
Other: 54.6 63.3 62.8 80.6 52.8 63.3 59.5 79.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 900,328: 197,035 135,454 51,479 541,554 600,849 790,068 787,782: 110,260 112,546
Old : 900,328: 197,035 135,454 51,479 541,554 600,849 790,068 787,782: 110,260 112,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -64,111: 8,984 -29,798 4,988 -59,333 -30,091 -45,361 -54,901: -18,750 -9,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 15.0 5.7 60.2 66.7 87.8 87.5: 12.2 12.5
Old : 100.0: 21.9 15.0 5.7 60.2 66.7 87.8 87.5: 12.2 12.5
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 : 208: 45 35 28 100 97 154 151:
Old : 208: 45 35 28 100 97 154 151:
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 32.9 31.5 42.0 17.3 27.0 29.0 35.3
Old : 18.8 32.9 31.5 42.0 17.3 27.0 29.0 35.3
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 with Delta-adjusted Options and Futures Combined, 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 : 2,177,209: 243,251 261,127 170,769 1,460,513 1,368,365 1,874,534 1,800,261: 302,675 376,947
Old : 2,177,209: 243,251 261,127 170,769 1,460,513 1,368,365 1,874,534 1,800,261: 302,675 376,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 22,457: 40,993 26,088 9,132 671 -15,438 50,796 19,781: -28,339 2,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.0 7.8 67.1 62.8 86.1 82.7: 13.9 17.3
Old : 100.0: 11.2 12.0 7.8 67.1 62.8 86.1 82.7: 13.9 17.3
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 : 282: 48 60 60 143 153 220 244:
Old : 282: 48 60 60 143 153 220 244:
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 24.4 37.0 31.0 28.3 20.9 35.8 26.7
Old : 28.7 24.4 37.0 31.0 28.3 20.9 35.8 26.7
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 with Delta-adjusted Options and Futures Combined, 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 : 1,464,208: 372,211 145,431 52,666 817,807 1,021,360 1,242,685 1,219,457: 221,523 244,751
Old : 1,464,208: 372,211 145,431 52,666 817,807 1,021,360 1,242,685 1,219,457: 221,523 244,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -39,249: 23,929 9,666 -10,182 -30,319 -35,774 -16,572 -36,290: -22,677 -2,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 9.9 3.6 55.9 69.8 84.9 83.3: 15.1 16.7
Old : 100.0: 25.4 9.9 3.6 55.9 69.8 84.9 83.3: 15.1 16.7
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 : 191: 33 37 30 82 103 133 152:
Old : 191: 33 37 30 82 103 133 152:
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 28.1 37.6 36.7 24.6 27.0 33.8 34.6
Old : 27.1 28.1 37.6 36.7 24.6 27.0 33.8 34.6
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 with Delta-adjusted Options and Futures Combined, 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 : 575,643: 71,537 71,928 118,598 351,398 342,176 541,532 532,702: 34,110 42,941
Old : 575,643: 71,537 71,928 118,598 351,398 342,176 541,532 532,702: 34,110 42,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -85,153: -15,156 3,167 -33,626 -37,330 -55,659 -86,112 -86,118: 959 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.5 20.6 61.0 59.4 94.1 92.5: 5.9 7.5
Old : 100.0: 12.4 12.5 20.6 61.0 59.4 94.1 92.5: 5.9 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 20 15 26 45 50 74 83:
Old : 87: 20 15 26 45 50 74 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 : 39.2 28.8 53.3 46.2 30.2 18.8 34.1 27.2
Old : 39.2 28.8 53.3 46.2 30.2 18.8 34.1 27.2
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 with Delta-adjusted Options and Futures Combined, 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 : 55,802: 19,045 6,895 1,329 28,506 41,706 48,880 49,930: 6,922 5,873
Old : 55,802: 19,045 6,895 1,329 28,506 41,706 48,880 49,930: 6,922 5,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,192: -2,197 1,738 -119 91 -4,428 -2,225 -2,809: 33 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 12.4 2.4 51.1 74.7 87.6 89.5: 12.4 10.5
Old : 100.0: 34.1 12.4 2.4 51.1 74.7 87.6 89.5: 12.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 25 21 14 34 29 72 52:
Old : 99: 25 21 14 34 29 72 52:
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 : 29.2 52.4 43.5 63.2 29.2 52.4 43.5 62.1
Old : 29.2 52.4 43.5 63.2 29.2 52.4 43.5 62.1
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 with Delta-adjusted Options and Futures Combined, 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 : 111,605: 38,091 13,790 2,657 57,013 83,412 97,761 99,859: 13,844 11,745
Old : 111,605: 38,091 13,790 2,657 57,013 83,412 97,761 99,859: 13,844 11,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -4,384: -4,393 3,477 -239 182 -8,855 -4,450 -5,617: 66 1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 12.4 2.4 51.1 74.7 87.6 89.5: 12.4 10.5
Old : 100.0: 34.1 12.4 2.4 51.1 74.7 87.6 89.5: 12.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 25 21 14 34 29 72 52:
Old : 99: 25 21 14 34 29 72 52:
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 : 29.2 52.4 43.5 63.2 29.2 52.4 43.5 62.1
Old : 29.2 52.4 43.5 63.2 29.2 52.4 43.5 62.1
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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