WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 380,892: 74,449 119,190 55,246 219,603 152,962 349,298 327,398: 31,594 53,494
Old : 243,016: 67,918 87,500 19,432 133,257 104,579 220,607 211,511: 22,409 31,505
Other: 137,876: 25,461 50,620 16,884 86,346 48,383 128,691 115,887: 9,185 21,989
: : :
: : Changes in Commitments from: December 20, 2011 :
: 1,257: -1,875 -10,835 2,891 1,398 11,021 2,414 3,077: -1,157 -1,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 31.3 14.5 57.7 40.2 91.7 86.0: 8.3 14.0
Old : 100.0: 27.9 36.0 8.0 54.8 43.0 90.8 87.0: 9.2 13.0
Other: 100.0: 18.5 36.7 12.2 62.6 35.1 93.3 84.1: 6.7 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 98 144 125 76 101 259 302:
Old : 353: 112 127 71 58 83 214 240:
Other: 241: 49 88 43 50 85 127 194:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 12.6 40.2 19.5 25.2 11.3 38.2 17.1
Old : 28.7 17.1 40.1 26.0 28.7 15.8 39.3 24.6
Other: 33.3 12.4 50.7 21.3 29.7 8.8 47.1 16.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,153,978: 293,731 138,924 146,892 578,234 633,727 1,018,857 919,543: 135,121 234,435
Old : 905,241: 279,164 140,085 77,350 434,171 499,560 790,685 716,995: 114,556 188,246
Other: 248,737: 73,401 57,673 10,708 144,063 134,167 228,172 202,548: 20,565 46,189
: : :
: : Changes in Commitments from: December 20, 2011 :
: -11,341: 3,408 -17,122 -6,870 -10,420 8,586 -13,882 -15,406: 2,541 4,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.0 12.7 50.1 54.9 88.3 79.7: 11.7 20.3
Old : 100.0: 30.8 15.5 8.5 48.0 55.2 87.3 79.2: 12.7 20.8
Other: 100.0: 29.5 23.2 4.3 57.9 53.9 91.7 81.4: 8.3 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 660: 166 137 159 190 297 432 531:
Old : 646: 171 130 124 180 285 403 490:
Other: 441: 63 95 27 83 232 158 346:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 9.8 24.4 16.0 14.5 8.7 21.7 14.1
Old : 16.5 10.7 25.2 17.2 16.4 10.7 24.5 17.0
Other: 29.1 21.8 42.4 31.3 21.6 13.5 32.1 21.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,618: 2,600 2,104 49 8,136 8,695 10,785 10,848: 1,833 1,770
Old : 12,347: 2,578 2,107 38 8,018 8,474 10,634 10,619: 1,713 1,728
Other: 271: 27 2 6 118 221 151 229: 120 42
: : :
: : Changes in Commitments from: December 20, 2011 :
: -190: -45 -9 -6 -76 -133 -127 -148: -63 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.7 0.4 64.5 68.9 85.5 86.0: 14.5 14.0
Old : 100.0: 20.9 17.1 0.3 64.9 68.6 86.1 86.0: 13.9 14.0
Other: 100.0: 10.0 0.7 2.2 43.5 81.5 55.7 84.5: 44.3 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 10 4 16 7 30 19:
Old : 39: 11 11 3 15 4 29 15:
Other: 13: 3 1 1 5 6 8 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 75.5 58.6 81.9 41.5 73.9 58.2 80.3
Old : 42.5 76.6 59.5 83.2 42.5 75.5 59.5 82.1
Other: 48.0 78.2 55.7 84.5 40.6 70.5 44.3 73.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 480,007: 104,823 75,814 70,462 257,041 257,615 432,326 403,891: 47,681 76,116
Old : 405,841: 93,800 83,416 49,246 221,217 212,195 364,263 344,857: 41,578 60,984
Other: 74,166: 28,878 10,253 3,361 35,824 45,420 68,063 59,034: 6,103 15,132
: : :
: : Changes in Commitments from: December 20, 2011 :
: -52,231: -7,156 -12,260 -18,348 -28,872 -22,094 -54,376 -52,702: 2,145 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 15.8 14.7 53.5 53.7 90.1 84.1: 9.9 15.9
Old : 100.0: 23.1 20.6 12.1 54.5 52.3 89.8 85.0: 10.2 15.0
Other: 100.0: 38.9 13.8 4.5 48.3 61.2 91.8 79.6: 8.2 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 120 106 149 103 141 317 342:
Old : 422: 122 108 133 102 132 304 324:
Other: 234: 50 53 29 43 103 111 172:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 16.7 26.8 24.6 14.5 14.2 23.3 20.5
Old : 18.1 17.3 29.7 25.5 17.3 16.0 28.0 24.0
Other: 40.7 30.0 56.4 46.0 32.1 27.6 45.0 36.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 290,339: 64,023 72,216 33,740 164,044 153,527 261,807 259,483: 28,532 30,856
Old : 264,258: 64,225 74,440 27,291 149,157 134,672 240,673 236,403: 23,585 27,855
Other: 26,081: 3,773 1,751 2,474 14,887 18,855 21,134 23,080: 4,947 3,001
: : :
: : Changes in Commitments from: December 20, 2011 :
: -13,497: 69 -9,438 -4,173 -11,168 1,427 -15,272 -12,184: 1,775 -1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 24.9 11.6 56.5 52.9 90.2 89.4: 9.8 10.6
Old : 100.0: 24.3 28.2 10.3 56.4 51.0 91.1 89.5: 8.9 10.5
Other: 100.0: 14.5 6.7 9.5 57.1 72.3 81.0 88.5: 19.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 69 66 71 67 66 181 178:
Old : 244: 73 73 66 66 66 175 177:
Other: 75: 17 13 9 33 24 56 41:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 20.2 24.7 31.6 13.5 16.4 21.1 26.3
Old : 16.1 19.2 25.8 29.7 14.8 16.6 22.9 25.7
Other: 34.2 44.3 47.6 65.8 27.3 40.4 38.5 54.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 581,902: 60,024 92,496 2,371 384,265 367,110 446,660 461,977: 135,242 119,925
Old : 581,902: 60,024 92,496 2,371 384,265 367,110 446,660 461,977: 135,242 119,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -17,151: 881 78 -205 -17,107 -18,559 -16,431 -18,686: -720 1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.9 0.4 66.0 63.1 76.8 79.4: 23.2 20.6
Old : 100.0: 10.3 15.9 0.4 66.0 63.1 76.8 79.4: 23.2 20.6
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 : 139: 26 23 9 63 64 95 90:
Old : 139: 26 23 9 63 64 95 90:
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 : 25.2 23.9 36.6 36.6 24.1 23.9 30.5 34.8
Old : 25.2 23.9 36.6 36.6 24.1 23.9 30.5 34.8
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 368,614: 59,028 35,464 1,146 247,659 293,229 307,833 329,839: 60,781 38,775
Old : 368,614: 59,028 35,464 1,146 247,659 293,229 307,833 329,839: 60,781 38,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 1,329: 0 640 43 2,861 3,487 2,904 4,170: -1,575 -2,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.6 0.3 67.2 79.5 83.5 89.5: 16.5 10.5
Old : 100.0: 16.0 9.6 0.3 67.2 79.5 83.5 89.5: 16.5 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 : 71: 7 7 4 43 40 53 48:
Old : 71: 7 7 4 43 40 53 48:
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 : 25.1 49.8 43.9 63.1 21.2 49.3 38.4 61.6
Old : 25.1 49.8 43.9 63.1 21.2 49.3 38.4 61.6
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,798: 1,114 1,134 952 7,138 7,205 9,204 9,291: 594 507
Old : 9,798: 1,114 1,134 952 7,138 7,205 9,204 9,291: 594 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -74: -20 -85 18 -26 5 -28 -62: -46 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 11.6 9.7 72.9 73.5 93.9 94.8: 6.1 5.2
Old : 100.0: 11.4 11.6 9.7 72.9 73.5 93.9 94.8: 6.1 5.2
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 : 32: 7 3 5 19 18 28 24:
Old : 32: 7 3 5 19 18 28 24:
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 : 50.5 51.9 67.6 74.1 25.3 22.6 34.1 35.0
Old : 50.5 51.9 67.6 74.1 25.3 22.6 34.1 35.0
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 196,580: 30,789 48,240 26,674 110,416 93,243 167,879 168,157: 28,701 28,423
Old : 170,005: 28,420 48,294 18,472 98,104 78,141 144,996 144,907: 25,009 25,098
Other: 26,575: 4,646 2,223 5,925 12,312 15,102 22,883 23,250: 3,692 3,325
: : :
: : Changes in Commitments from: December 20, 2011 :
: -7,908: 1,292 -6,705 -1,671 -6,155 3,032 -6,534 -5,344: -1,374 -2,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 24.5 13.6 56.2 47.4 85.4 85.5: 14.6 14.5
Old : 100.0: 16.7 28.4 10.9 57.7 46.0 85.3 85.2: 14.7 14.8
Other: 100.0: 17.5 8.4 22.3 46.3 56.8 86.1 87.5: 13.9 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 34 44 49 70 61 139 133:
Old : 176: 39 47 43 70 60 138 127:
Other: 76: 18 11 11 32 23 55 42:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 24.6 30.3 34.1 16.5 17.3 23.1 24.6
Old : 22.2 25.1 31.2 34.0 18.2 18.5 25.2 26.6
Other: 38.8 40.0 56.9 55.1 35.7 31.5 45.5 41.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,632: 2,970 5,642 1,927 8,525 6,674 13,422 14,243: 3,210 2,389
Old : 16,445: 2,962 5,644 1,916 8,446 6,510 13,324 14,070: 3,121 2,375
Other: 187: 17 7 2 79 164 98 173: 89 14
: : :
: : Changes in Commitments from: December 20, 2011 :
: -668: -830 204 -110 132 -689 -808 -595: 140 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 33.9 11.6 51.3 40.1 80.7 85.6: 19.3 14.4
Old : 100.0: 18.0 34.3 11.7 51.4 39.6 81.0 85.6: 19.0 14.4
Other: 100.0: 9.1 3.7 1.1 42.2 87.7 52.4 92.5: 47.6 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 23 27 16 20 17 52 57:
Old : 84: 22 28 16 20 17 52 57:
Other: 12: 3 1 1 2 5 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 29.2 43.4 42.9 29.0 24.0 43.0 36.8
Old : 29.4 28.8 43.9 42.7 29.4 23.5 43.5 37.0
Other: 50.8 84.0 52.4 92.5 50.8 84.0 51.3 91.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 691,704: 172,800 127,800 9,201 402,513 452,656 584,514 589,657: 107,190 102,047
Old : 691,704: 172,800 127,800 9,201 402,513 452,656 584,514 589,657: 107,190 102,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -25,494: -23,748 7,520 -5,252 4,639 -35,114 -24,361 -32,846: -1,133 7,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 18.5 1.3 58.2 65.4 84.5 85.2: 15.5 14.8
Old : 100.0: 25.0 18.5 1.3 58.2 65.4 84.5 85.2: 15.5 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 30 39 13 79 98 119 140:
Old : 193: 30 39 13 79 98 119 140:
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 : 28.5 21.9 38.7 30.2 27.6 18.7 37.0 26.7
Old : 28.5 21.9 38.7 30.2 27.6 18.7 37.0 26.7
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,475,878: 206,185 209,166 15,913 992,181 964,583 1,214,279 1,189,662: 261,599 286,216
Old : 1,475,878: 206,185 209,166 15,913 992,181 964,583 1,214,279 1,189,662: 261,599 286,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 11,117: 28,717 9,157 -5,342 -5,598 489 17,777 4,304: -6,660 6,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.2 1.1 67.2 65.4 82.3 80.6: 17.7 19.4
Old : 100.0: 14.0 14.2 1.1 67.2 65.4 82.3 80.6: 17.7 19.4
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 : 214: 34 42 15 95 105 138 153:
Old : 214: 34 42 15 95 105 138 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 21.0 38.9 31.0 28.5 16.6 36.7 25.9
Old : 29.4 21.0 38.9 31.0 28.5 16.6 36.7 25.9
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,223,689: 370,371 146,697 8,200 648,011 850,312 1,026,582 1,005,209: 197,107 218,480
Old : 1,223,689: 370,371 146,697 8,200 648,011 850,312 1,026,582 1,005,209: 197,107 218,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -4,639: -12,372 4,129 -1,282 23,401 -9,807 9,747 -6,960: -14,386 2,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 12.0 0.7 53.0 69.5 83.9 82.1: 16.1 17.9
Old : 100.0: 30.3 12.0 0.7 53.0 69.5 83.9 82.1: 16.1 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 : 170: 24 26 12 70 96 99 129:
Old : 170: 24 26 12 70 96 99 129:
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 : 36.5 18.1 47.8 27.8 33.6 16.8 43.4 24.9
Old : 36.5 18.1 47.8 27.8 33.6 16.8 43.4 24.9
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 575,653: 97,375 71,666 69,357 382,308 398,248 549,040 539,271: 26,613 36,382
Old : 575,653: 97,375 71,666 69,357 382,308 398,248 549,040 539,271: 26,613 36,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 9,737: 6,619 416 -882 5,443 10,733 11,180 10,267: -1,443 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.4 12.0 66.4 69.2 95.4 93.7: 4.6 6.3
Old : 100.0: 16.9 12.4 12.0 66.4 69.2 95.4 93.7: 4.6 6.3
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 : 106: 25 18 23 48 53 79 91:
Old : 106: 25 18 23 48 53 79 91:
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 : 43.0 36.3 52.2 53.6 35.1 28.0 41.3 40.9
Old : 43.0 36.3 52.2 53.6 35.1 28.0 41.3 40.9
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,765: 12,651 4,184 285 26,733 36,408 39,668 40,877: 5,097 3,888
Old : 44,765: 12,651 4,184 285 26,733 36,408 39,668 40,877: 5,097 3,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -745: -1,799 386 125 1,138 -933 -536 -423: -209 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 9.3 0.6 59.7 81.3 88.6 91.3: 11.4 8.7
Old : 100.0: 28.3 9.3 0.6 59.7 81.3 88.6 91.3: 11.4 8.7
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 : 87: 24 11 6 31 25 58 39:
Old : 87: 24 11 6 31 25 58 39:
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 : 35.9 61.1 49.4 73.2 35.9 61.1 49.0 73.2
Old : 35.9 61.1 49.4 73.2 35.9 61.1 49.0 73.2
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,529: 25,301 8,367 570 53,465 72,816 79,336 81,753: 10,193 7,776
Old : 89,529: 25,301 8,367 570 53,465 72,816 79,336 81,753: 10,193 7,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -1,489: -3,597 771 249 2,276 -1,866 -1,072 -846: -417 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 9.3 0.6 59.7 81.3 88.6 91.3: 11.4 8.7
Old : 100.0: 28.3 9.3 0.6 59.7 81.3 88.6 91.3: 11.4 8.7
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 : 87: 24 11 6 31 25 58 39:
Old : 87: 24 11 6 31 25 58 39:
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 : 35.9 61.1 49.4 73.2 35.9 61.1 49.0 73.2
Old : 35.9 61.1 49.4 73.2 35.9 61.1 49.0 73.2
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,062: 13,784 15,369 685 1,385 0 15,854 16,054: 208 8
Old : 16,062: 13,784 15,369 685 1,385 0 15,854 16,054: 208 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -152: 6,670 -252 173 -6,983 -58 -140 -137: -12 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 95.7 4.3 8.6 0.0 98.7 100.0: 1.3 0.0
Old : 100.0: 85.8 95.7 4.3 8.6 0.0 98.7 100.0: 1.3 0.0
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 : 24: 9 12 3 3 0 15 12:
Old : 24: 9 12 3 3 0 15 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 : 89.5 81.2 95.6 94.8 89.5 77.5 93.2 90.5
Old : 89.5 81.2 95.6 94.8 89.5 77.5 93.2 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,483: 1,204 1,912 25 9,006 8,452 10,235 10,389: 248 94
Old : 10,483: 1,204 1,912 25 9,006 8,452 10,235 10,389: 248 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 19: 9 -5 0 4 9 13 4: 6 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.2 0.2 85.9 80.6 97.6 99.1: 2.4 0.9
Old : 100.0: 11.5 18.2 0.2 85.9 80.6 97.6 99.1: 2.4 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 : 28: 6 6 1 6 11 13 17:
Old : 28: 6 6 1 6 11 13 17:
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 : 83.1 76.1 95.2 92.2 83.1 76.1 95.2 91.8
Old : 83.1 76.1 95.2 92.2 83.1 76.1 95.2 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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,939: 891 579 0 10,689 11,171 11,580 11,750: 359 189
Old : 11,939: 891 579 0 10,689 11,171 11,580 11,750: 359 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -476: -131 -260 0 -294 -179 -425 -439: -51 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 4.8 0.0 89.5 93.6 97.0 98.4: 3.0 1.6
Old : 100.0: 7.5 4.8 0.0 89.5 93.6 97.0 98.4: 3.0 1.6
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 : 31: 9 5 0 5 12 14 17:
Old : 31: 9 5 0 5 12 14 17:
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 : 91.2 76.4 95.0 88.8 91.2 76.4 95.0 88.8
Old : 91.2 76.4 95.0 88.8 91.2 76.4 95.0 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2011