WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 3, 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 : 386,401: 72,938 117,031 62,267 218,806 153,304 354,011 332,602: 32,390 53,799
Old : 242,543: 68,635 86,832 21,635 129,345 103,619 219,615 212,086: 22,928 30,457
Other: 143,858: 26,968 52,864 17,967 89,461 49,685 134,396 120,516: 9,462 23,342
: : :
: : Changes in Commitments from: December 27, 2011 :
: 5,509: -1,511 -2,159 7,021 -797 342 4,713 5,204: 796 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 30.3 16.1 56.6 39.7 91.6 86.1: 8.4 13.9
Old : 100.0: 28.3 35.8 8.9 53.3 42.7 90.5 87.4: 9.5 12.6
Other: 100.0: 18.7 36.7 12.5 62.2 34.5 93.4 83.8: 6.6 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 101 148 132 77 102 265 309:
Old : 358: 114 128 75 58 85 219 245:
Other: 244: 47 94 48 53 84 131 200:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 12.2 39.6 19.4 24.8 10.6 37.5 16.6
Old : 28.0 16.3 39.6 25.7 27.9 15.0 38.7 24.4
Other: 31.9 12.5 49.4 21.3 28.8 8.8 46.2 16.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 3, 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 : 1,176,009: 308,639 117,910 155,927 579,892 661,571 1,044,458 935,408: 131,551 240,601
Old : 926,421: 287,423 114,370 92,264 435,612 526,072 815,299 732,706: 111,122 193,715
Other: 249,588: 73,767 56,091 11,112 144,280 135,499 229,159 202,702: 20,429 46,886
: : :
: : Changes in Commitments from: December 27, 2011 :
: 22,031: 14,908 -21,014 9,035 1,658 27,844 25,601 15,865: -3,570 6,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 10.0 13.3 49.3 56.3 88.8 79.5: 11.2 20.5
Old : 100.0: 31.0 12.3 10.0 47.0 56.8 88.0 79.1: 12.0 20.9
Other: 100.0: 29.6 22.5 4.5 57.8 54.3 91.8 81.2: 8.2 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 688: 164 155 170 185 305 441 558:
Old : 671: 164 150 139 173 295 409 521:
Other: 452: 70 97 35 78 237 165 356:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 9.7 24.3 15.4 14.3 8.8 21.3 14.0
Old : 16.3 10.2 24.9 16.4 16.2 10.2 24.1 16.0
Other: 28.8 20.9 41.9 29.7 21.4 13.2 31.4 20.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 3, 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 : 12,890: 2,688 2,482 38 8,193 8,552 10,919 11,072: 1,971 1,818
Old : 12,616: 2,661 2,486 28 8,079 8,286 10,768 10,800: 1,848 1,816
Other: 274: 31 0 6 114 266 151 272: 123 2
: : :
: : Changes in Commitments from: December 27, 2011 :
: 272: 88 378 -11 57 -143 134 224: 138 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 19.3 0.3 63.6 66.3 84.7 85.9: 15.3 14.1
Old : 100.0: 21.1 19.7 0.2 64.0 65.7 85.4 85.6: 14.6 14.4
Other: 100.0: 11.3 0.0 2.2 41.6 97.1 55.1 99.3: 44.9 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 9 3 16 8 30 19:
Old : 39: 13 9 1 15 4 28 14:
Other: 12: 3 0 1 4 7 7 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 : 42.4 75.1 58.7 81.5 41.7 73.6 57.9 79.9
Old : 43.1 76.3 59.5 82.8 43.1 75.2 59.5 81.7
Other: 49.3 79.2 55.1 99.3 42.0 79.2 43.8 88.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 3, 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 : 460,650: 110,219 70,808 67,574 239,308 251,208 417,101 389,590: 43,549 71,060
Old : 382,769: 96,976 76,467 46,475 202,555 205,013 346,006 327,955: 36,763 54,814
Other: 77,881: 30,217 11,315 4,125 36,753 46,195 71,095 61,635: 6,786 16,246
: : :
: : Changes in Commitments from: December 27, 2011 :
: -19,357: 5,396 -5,006 -2,888 -17,733 -6,407 -15,225 -14,301: -4,132 -5,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 15.4 14.7 52.0 54.5 90.5 84.6: 9.5 15.4
Old : 100.0: 25.3 20.0 12.1 52.9 53.6 90.4 85.7: 9.6 14.3
Other: 100.0: 38.8 14.5 5.3 47.2 59.3 91.3 79.1: 8.7 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 141 114 145 87 144 314 346:
Old : 435: 140 115 126 85 130 298 321:
Other: 240: 54 57 30 42 106 114 180:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 16.8 27.3 25.5 15.4 14.1 24.7 21.0
Old : 19.2 17.9 30.7 26.8 18.0 16.3 29.4 24.8
Other: 38.6 29.3 53.4 43.0 31.7 26.6 43.5 34.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 3, 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 : 273,454: 61,463 63,823 31,137 152,959 151,103 245,559 246,063: 27,895 27,391
Old : 246,510: 62,558 65,865 24,086 137,181 131,909 223,825 221,860: 22,685 24,650
Other: 26,944: 3,422 2,475 2,534 15,778 19,194 21,734 24,203: 5,210 2,741
: : :
: : Changes in Commitments from: December 27, 2011 :
: -16,885: -2,560 -8,393 -2,603 -11,085 -2,424 -16,248 -13,420: -637 -3,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 23.3 11.4 55.9 55.3 89.8 90.0: 10.2 10.0
Old : 100.0: 25.4 26.7 9.8 55.6 53.5 90.8 90.0: 9.2 10.0
Other: 100.0: 12.7 9.2 9.4 58.6 71.2 80.7 89.8: 19.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 67 65 66 61 62 168 170:
Old : 233: 69 72 58 58 61 160 165:
Other: 73: 15 12 9 34 24 55 40:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 22.3 25.8 34.7 13.6 19.4 21.9 30.7
Old : 16.4 21.6 27.1 33.2 15.1 20.1 23.9 30.8
Other: 35.3 44.0 48.4 64.3 28.6 39.9 39.4 53.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 3, 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 : 585,528: 63,467 97,014 2,844 381,042 364,598 447,353 464,456: 138,175 121,072
Old : 585,528: 63,467 97,014 2,844 381,042 364,598 447,353 464,456: 138,175 121,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 3,626: 3,443 4,518 473 -3,223 -2,512 693 2,479: 2,933 1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 16.6 0.5 65.1 62.3 76.4 79.3: 23.6 20.7
Old : 100.0: 10.8 16.6 0.5 65.1 62.3 76.4 79.3: 23.6 20.7
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 : 141: 21 32 9 64 63 90 99:
Old : 141: 21 32 9 64 63 90 99:
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 : 23.7 22.9 35.2 36.0 22.6 22.8 29.7 34.6
Old : 23.7 22.9 35.2 36.0 22.6 22.8 29.7 34.6
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, January 3, 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 : 362,292: 59,119 31,999 555 244,493 289,614 304,167 322,168: 58,125 40,124
Old : 362,292: 59,119 31,999 555 244,493 289,614 304,167 322,168: 58,125 40,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -6,322: 91 -3,465 -591 -3,166 -3,615 -3,666 -7,671: -2,656 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 8.8 0.2 67.5 79.9 84.0 88.9: 16.0 11.1
Old : 100.0: 16.3 8.8 0.2 67.5 79.9 84.0 88.9: 16.0 11.1
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 : 69: 7 7 4 39 39 49 47:
Old : 69: 7 7 4 39 39 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 50.6 44.7 64.4 21.6 50.6 38.9 63.8
Old : 25.6 50.6 44.7 64.4 21.6 50.6 38.9 63.8
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 - Futures Only, January 3, 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 : 10,050: 1,109 968 1,040 7,333 7,507 9,482 9,515: 568 535
Old : 10,050: 1,109 968 1,040 7,333 7,507 9,482 9,515: 568 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 252: -5 -166 88 195 302 278 224: -26 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.6 10.3 73.0 74.7 94.3 94.7: 5.7 5.3
Old : 100.0: 11.0 9.6 10.3 73.0 74.7 94.3 94.7: 5.7 5.3
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 : 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 : 50.6 53.0 69.6 74.7 24.6 21.0 31.9 31.0
Old : 50.6 53.0 69.6 74.7 24.6 21.0 31.9 31.0
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, January 3, 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 : 195,357: 29,988 48,099 27,853 107,969 91,426 165,810 167,378: 29,547 27,979
Old : 168,736: 27,332 48,546 19,232 96,202 75,900 142,766 143,678: 25,970 25,058
Other: 26,621: 5,050 1,947 6,227 11,767 15,526 23,044 23,700: 3,577 2,921
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,223: -801 -141 1,179 -2,447 -1,817 -2,069 -779: 846 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 24.6 14.3 55.3 46.8 84.9 85.7: 15.1 14.3
Old : 100.0: 16.2 28.8 11.4 57.0 45.0 84.6 85.1: 15.4 14.9
Other: 100.0: 19.0 7.3 23.4 44.2 58.3 86.6 89.0: 13.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 36 47 58 65 62 142 143:
Old : 184: 37 54 53 65 61 140 138:
Other: 77: 22 10 10 33 22 57 40:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 24.9 32.5 34.8 17.5 18.8 24.5 26.0
Old : 24.2 25.4 33.7 34.9 19.7 20.0 27.1 28.2
Other: 38.4 41.9 55.7 56.3 35.6 33.9 44.9 43.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,699: 3,048 5,355 937 7,987 6,358 11,972 12,650: 2,727 2,049
Old : 14,489: 3,046 5,355 931 7,907 6,171 11,884 12,457: 2,605 2,032
Other: 210: 5 3 3 80 187 88 193: 122 17
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,933: 78 -287 -990 -538 -316 -1,450 -1,593: -483 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 36.4 6.4 54.3 43.3 81.4 86.1: 18.6 13.9
Old : 100.0: 21.0 37.0 6.4 54.6 42.6 82.0 86.0: 18.0 14.0
Other: 100.0: 2.4 1.4 1.4 38.1 89.0 41.9 91.9: 58.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 24 22 15 18 14 51 45:
Old : 77: 24 22 14 17 14 50 44:
Other: 11: 1 1 2 2 5 5 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 : 32.7 32.6 48.6 49.0 32.7 27.5 48.6 43.7
Old : 33.1 32.1 49.3 48.7 33.1 27.3 49.3 43.9
Other: 41.4 85.7 41.9 91.9 40.5 85.7 40.5 90.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 3, 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 : 697,412: 160,598 142,127 5,220 420,341 448,086 586,159 595,433: 111,253 101,979
Old : 697,412: 160,598 142,127 5,220 420,341 448,086 586,159 595,433: 111,253 101,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 5,708: -12,202 14,327 -3,981 17,828 -4,570 1,645 5,776: 4,063 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 20.4 0.7 60.3 64.2 84.0 85.4: 16.0 14.6
Old : 100.0: 23.0 20.4 0.7 60.3 64.2 84.0 85.4: 16.0 14.6
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 : 201: 34 41 13 80 98 123 143:
Old : 201: 34 41 13 80 98 123 143:
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 : 27.2 21.6 39.1 30.7 26.7 18.9 37.5 27.1
Old : 27.2 21.6 39.1 30.7 26.7 18.9 37.5 27.1
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, January 3, 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 : 1,497,556: 211,727 205,491 19,933 992,990 982,531 1,224,650 1,207,955: 272,906 289,601
Old : 1,497,556: 211,727 205,491 19,933 992,990 982,531 1,224,650 1,207,955: 272,906 289,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 21,678: 5,542 -3,675 4,020 809 17,948 10,371 18,293: 11,307 3,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 13.7 1.3 66.3 65.6 81.8 80.7: 18.2 19.3
Old : 100.0: 14.1 13.7 1.3 66.3 65.6 81.8 80.7: 18.2 19.3
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 : 224: 33 48 15 93 110 134 165:
Old : 224: 33 48 15 93 110 134 165:
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 : 28.6 20.7 38.8 30.0 27.9 16.4 36.8 24.6
Old : 28.6 20.7 38.8 30.0 27.9 16.4 36.8 24.6
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, January 3, 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 : 1,286,469: 381,297 129,424 8,071 673,993 927,619 1,063,361 1,065,114: 223,108 221,355
Old : 1,286,469: 381,297 129,424 8,071 673,993 927,619 1,063,361 1,065,114: 223,108 221,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 62,780: 10,926 -17,273 -129 25,982 77,307 36,779 59,905: 26,001 2,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 10.1 0.6 52.4 72.1 82.7 82.8: 17.3 17.2
Old : 100.0: 29.6 10.1 0.6 52.4 72.1 82.7 82.8: 17.3 17.2
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 : 166: 26 25 10 61 97 92 127:
Old : 166: 26 25 10 61 97 92 127:
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 : 37.3 17.4 49.3 27.8 34.6 15.6 45.8 24.0
Old : 37.3 17.4 49.3 27.8 34.6 15.6 45.8 24.0
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, January 3, 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 : 513,191: 79,367 67,050 66,108 335,750 346,176 481,225 479,334: 31,966 33,857
Old : 513,191: 79,367 67,050 66,108 335,750 346,176 481,225 479,334: 31,966 33,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -62,462: -18,008 -4,616 -3,249 -46,558 -52,072 -67,815 -59,937: 5,353 -2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.1 12.9 65.4 67.5 93.8 93.4: 6.2 6.6
Old : 100.0: 15.5 13.1 12.9 65.4 67.5 93.8 93.4: 6.2 6.6
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 : 88: 17 18 20 44 46 70 76:
Old : 88: 17 18 20 44 46 70 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 36.4 54.3 54.5 34.7 26.2 40.5 39.8
Old : 44.8 36.4 54.3 54.5 34.7 26.2 40.5 39.8
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, January 3, 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 : 47,962: 13,816 3,864 180 27,865 40,251 41,861 44,295: 6,102 3,668
Old : 47,962: 13,816 3,864 180 27,865 40,251 41,861 44,295: 6,102 3,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 3,198: 1,166 -320 -106 1,133 3,843 2,193 3,418: 1,005 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 8.1 0.4 58.1 83.9 87.3 92.4: 12.7 7.6
Old : 100.0: 28.8 8.1 0.4 58.1 83.9 87.3 92.4: 12.7 7.6
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 : 87: 25 10 3 28 29 55 40:
Old : 87: 25 10 3 28 29 55 40:
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 : 35.3 60.9 48.6 72.6 35.3 60.9 48.3 72.6
Old : 35.3 60.9 48.6 72.6 35.3 60.9 48.3 72.6
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, January 3, 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 : 95,924: 27,632 7,728 359 55,730 80,502 83,721 88,589: 12,203 7,335
Old : 95,924: 27,632 7,728 359 55,730 80,502 83,721 88,589: 12,203 7,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 6,395: 2,331 -639 -211 2,265 7,686 4,385 6,836: 2,010 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 8.1 0.4 58.1 83.9 87.3 92.4: 12.7 7.6
Old : 100.0: 28.8 8.1 0.4 58.1 83.9 87.3 92.4: 12.7 7.6
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 : 87: 25 10 3 28 29 55 40:
Old : 87: 25 10 3 28 29 55 40:
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 : 35.3 60.9 48.6 72.6 35.3 60.9 48.3 72.6
Old : 35.3 60.9 48.6 72.6 35.3 60.9 48.3 72.6
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, January 3, 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 : 15,631: 13,599 14,380 490 1,331 747 15,420 15,617: 211 14
Old : 15,631: 13,599 14,380 490 1,331 747 15,420 15,617: 211 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -431: -185 -989 -195 -54 747 -434 -437: 3 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 92.0 3.1 8.5 4.8 98.7 99.9: 1.3 0.1
Old : 100.0: 87.0 92.0 3.1 8.5 4.8 98.7 99.9: 1.3 0.1
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 : 24: 7 14 3 1 2 11 16:
Old : 24: 7 14 3 1 2 11 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 : 92.5 70.2 97.2 86.4 92.5 67.6 95.5 83.9
Old : 92.5 70.2 97.2 86.4 92.5 67.6 95.5 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, January 3, 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 : 10,575: 1,209 2,513 25 9,069 7,945 10,303 10,483: 272 92
Old : 10,575: 1,209 2,513 25 9,069 7,945 10,303 10,483: 272 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 92: 5 601 0 63 -507 68 94: 24 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 23.8 0.2 85.8 75.1 97.4 99.1: 2.6 0.9
Old : 100.0: 11.4 23.8 0.2 85.8 75.1 97.4 99.1: 2.6 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 : 82.3 76.4 95.0 92.3 82.3 76.4 95.0 92.0
Old : 82.3 76.4 95.0 92.3 82.3 76.4 95.0 92.0
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, January 3, 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 : 12,322: 1,186 794 0 10,695 11,339 11,881 12,133: 441 189
Old : 12,322: 1,186 794 0 10,695 11,339 11,881 12,133: 441 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 383: 295 215 0 6 168 301 383: 82 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.4 0.0 86.8 92.0 96.4 98.5: 3.6 1.5
Old : 100.0: 9.6 6.4 0.0 86.8 92.0 96.4 98.5: 3.6 1.5
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 : 32: 8 6 0 6 12 14 18:
Old : 32: 8 6 0 6 12 14 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 : 87.5 75.0 93.8 87.1 87.5 75.0 93.8 87.1
Old : 87.5 75.0 93.8 87.1 87.5 75.0 93.8 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012