WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 484,495: 73,222 123,359 123,013 249,577 179,331 445,812 425,703: 38,682 58,791
Old : 307,826: 71,482 92,900 64,206 143,847 116,673 279,536 273,779: 28,290 34,047
Other: 176,669: 26,672 55,392 33,874 105,730 62,658 166,277 151,924: 10,392 24,745
: : :
: : Changes in Commitments from: January 3, 2012 :
: 20,880: 345 10,917 5,921 11,755 2,966 18,021 19,804: 2,859 1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 25.5 25.4 51.5 37.0 92.0 87.9: 8.0 12.1
Old : 100.0: 23.2 30.2 20.9 46.7 37.9 90.8 88.9: 9.2 11.1
Other: 100.0: 15.1 31.4 19.2 59.8 35.5 94.1 86.0: 5.9 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 111 155 170 94 112 305 348:
Old : 376: 122 134 129 82 101 273 298:
Other: 258: 58 90 78 60 87 166 215:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 10.6 33.3 16.8 20.3 8.8 30.7 13.6
Old : 21.8 13.3 31.6 21.1 21.4 11.7 30.0 19.1
Other: 29.0 11.1 44.9 19.6 25.3 8.6 40.7 15.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 1,675,585: 341,748 102,658 465,536 689,186 810,600 1,496,470 1,378,793: 179,115 296,792
Old : 1,347,006: 309,469 100,514 362,938 521,681 647,578 1,194,088 1,111,030: 152,918 235,976
Other: 328,579: 80,627 50,490 54,251 167,505 163,022 302,383 267,763: 26,197 60,816
: : :
: : Changes in Commitments from: January 3, 2012 :
: 60,017: 24,452 -10,336 21,924 1,281 32,890 47,657 44,478: 12,360 15,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 6.1 27.8 41.1 48.4 89.3 82.3: 10.7 17.7
Old : 100.0: 23.0 7.5 26.9 38.7 48.1 88.6 82.5: 11.4 17.5
Other: 100.0: 24.5 15.4 16.5 51.0 49.6 92.0 81.5: 8.0 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 186 177 247 240 325 549 638:
Old : 718: 185 172 218 230 318 516 612:
Other: 480: 85 102 85 104 253 234 397:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 9.6 19.1 15.2 9.4 7.1 14.1 11.2
Old : 11.4 9.5 19.1 14.7 10.4 8.4 15.6 12.7
Other: 22.8 17.4 34.7 25.2 16.6 10.3 24.3 16.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 14,275: 1,816 2,614 849 9,254 8,599 11,920 12,063: 2,355 2,212
Old : 13,495: 1,841 2,609 656 8,809 8,132 11,306 11,396: 2,189 2,098
Other: 780: 0 31 168 445 467 613 666: 167 114
: : :
: : Changes in Commitments from: January 3, 2012 :
: 179: -351 139 59 196 -160 -95 38: 274 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 18.3 6.0 64.8 60.2 83.5 84.5: 16.5 15.5
Old : 100.0: 13.6 19.3 4.9 65.3 60.3 83.8 84.5: 16.2 15.5
Other: 100.0: 0.0 4.0 21.6 57.1 59.9 78.6 85.4: 21.4 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 11 4 16 10 28 23:
Old : 38: 12 9 4 16 7 28 20:
Other: 16: 0 4 4 8 10 12 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 66.3 56.1 76.1 37.3 61.7 51.7 68.4
Old : 40.9 68.3 56.9 77.6 39.7 64.9 55.0 71.9
Other: 63.6 56.8 75.5 77.2 44.3 43.7 44.3 49.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 659,748: 112,445 53,034 219,278 280,030 308,989 611,752 581,300: 47,996 78,448
Old : 552,960: 92,967 58,868 184,077 235,680 249,857 512,723 492,802: 40,237 60,159
Other: 106,787: 34,296 8,984 20,383 44,350 59,132 99,028 88,498: 7,759 18,289
: : :
: : Changes in Commitments from: January 3, 2012 :
: 24,564: 2,218 -7,827 18,365 4,918 12,634 25,500 23,172: -936 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 8.0 33.2 42.4 46.8 92.7 88.1: 7.3 11.9
Old : 100.0: 16.8 10.6 33.3 42.6 45.2 92.7 89.1: 7.3 10.9
Other: 100.0: 32.1 8.4 19.1 41.5 55.4 92.7 82.9: 7.3 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 140 123 190 120 157 363 384:
Old : 440: 134 127 176 116 150 347 370:
Other: 253: 62 56 59 55 116 146 206:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 14.7 21.4 22.1 10.6 10.8 17.1 15.7
Old : 14.3 14.9 24.4 22.7 12.4 12.3 20.2 18.5
Other: 28.6 28.8 39.7 37.9 24.8 26.0 34.0 33.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 11,792: 8,289 180 265 356 2,384 8,910 2,829: 2,882 8,963
Old : 7,133: 4,347 180 244 356 1,534 4,947 1,958: 2,186 5,175
Other: 4,659: 3,962 20 1 0 850 3,963 871: 696 3,788
: : :
: : Changes in Commitments from: January 3, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 1.5 2.2 3.0 20.2 75.6 24.0: 24.4 76.0
Old : 100.0: 60.9 2.5 3.4 5.0 21.5 69.4 27.4: 30.6 72.6
Other: 100.0: 85.0 0.4 0.0 0.0 18.2 85.1 18.7: 14.9 81.3
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 14 1 5 1 5 15 11:
Old : 20: 14 1 5 1 5 15 11:
Other: 12: 6 1 1 0 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 : 45.6 19.1 61.1 23.2 43.9 19.1 59.2 20.6
Old : 31.2 21.0 52.0 26.4 30.1 21.0 48.6 23.3
Other: 74.0 17.4 85.1 18.7 73.9 17.4 85.0 18.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 331,673: 66,426 52,134 64,924 169,874 182,464 301,224 299,521: 30,449 32,151
Old : 298,729: 66,928 53,643 55,609 151,230 160,217 273,768 269,470: 24,962 29,260
Other: 32,944: 4,572 3,564 4,241 18,644 22,247 27,457 30,052: 5,487 2,892
: : :
: : Changes in Commitments from: January 3, 2012 :
: 9,500: 6,381 -2,328 202 2,456 8,568 9,039 6,442: 461 3,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 15.7 19.6 51.2 55.0 90.8 90.3: 9.2 9.7
Old : 100.0: 22.4 18.0 18.6 50.6 53.6 91.6 90.2: 8.4 9.8
Other: 100.0: 13.9 10.8 12.9 56.6 67.5 83.3 91.2: 16.7 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 68 71 79 68 71 185 186:
Old : 237: 75 70 73 66 70 177 184:
Other: 80: 16 17 22 35 28 65 53:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 22.3 24.7 34.8 11.6 18.3 19.0 26.9
Old : 16.2 21.8 26.1 33.0 12.9 18.7 20.8 27.1
Other: 32.6 38.9 49.1 60.1 28.7 37.1 40.9 51.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 680,572: 68,675 103,369 37,908 409,543 393,601 516,125 534,877: 164,447 145,695
Old : 680,572: 68,675 103,369 37,908 409,543 393,601 516,125 534,877: 164,447 145,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 23,575: 3,826 9,792 4,620 -2,092 -5,595 6,353 8,816: 17,222 14,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 15.2 5.6 60.2 57.8 75.8 78.6: 24.2 21.4
Old : 100.0: 10.1 15.2 5.6 60.2 57.8 75.8 78.6: 24.2 21.4
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 : 152: 31 28 38 80 72 129 120:
Old : 152: 31 28 38 80 72 129 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 20.6 29.6 32.4 18.9 18.5 25.2 28.4
Old : 19.8 20.6 29.6 32.4 18.9 18.5 25.2 28.4
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, January 10, 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 : 374,035: 58,920 33,364 706 255,956 292,366 315,582 326,436: 58,454 47,599
Old : 374,035: 58,920 33,364 706 255,956 292,366 315,582 326,436: 58,454 47,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 11,412: -199 1,378 136 11,463 2,752 11,400 4,267: 12 7,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.9 0.2 68.4 78.2 84.4 87.3: 15.6 12.7
Old : 100.0: 15.8 8.9 0.2 68.4 78.2 84.4 87.3: 15.6 12.7
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 : 69: 7 7 5 41 38 52 46:
Old : 69: 7 7 5 41 38 52 46:
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 : 25.8 48.9 45.0 63.5 23.5 48.8 41.3 63.4
Old : 25.8 48.9 45.0 63.5 23.5 48.8 41.3 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 10,246: 1,083 498 1,253 7,322 8,009 9,658 9,760: 588 486
Old : 10,246: 1,083 498 1,253 7,322 8,009 9,658 9,760: 588 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 196: -26 -470 213 -11 502 176 245: 20 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 4.9 12.2 71.5 78.2 94.3 95.3: 5.7 4.7
Old : 100.0: 10.6 4.9 12.2 71.5 78.2 94.3 95.3: 5.7 4.7
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 : 33: 7 4 6 19 17 30 23:
Old : 33: 7 4 6 19 17 30 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 : 50.4 50.6 69.0 71.6 20.9 16.9 26.9 26.9
Old : 50.4 50.6 69.0 71.6 20.9 16.9 26.9 26.9
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, January 10, 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 : 207,279: 30,193 41,507 38,267 110,020 102,825 178,480 182,600: 28,799 24,679
Old : 177,445: 28,104 41,993 27,656 96,377 85,735 152,138 155,384: 25,307 22,061
Other: 29,834: 4,024 1,450 8,676 13,643 17,090 26,342 27,216: 3,491 2,618
: : :
: : Changes in Commitments from: January 3, 2012 :
: -8,445: 584 -6,313 -1,857 -4,799 4,344 -6,072 -3,826: -2,373 -4,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 20.0 18.5 53.1 49.6 86.1 88.1: 13.9 11.9
Old : 100.0: 15.8 23.7 15.6 54.3 48.3 85.7 87.6: 14.3 12.4
Other: 100.0: 13.5 4.9 29.1 45.7 57.3 88.3 91.2: 11.7 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 40 49 54 70 64 146 144:
Old : 183: 41 55 51 70 64 143 141:
Other: 84: 19 16 24 35 28 65 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 27.7 29.7 37.5 14.0 19.6 19.9 26.3
Old : 20.7 27.8 30.0 37.7 14.6 20.1 20.9 27.4
Other: 34.3 39.7 53.0 54.1 31.6 31.7 38.4 40.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 14,823: 2,541 5,417 1,183 8,388 6,351 12,112 12,951: 2,711 1,872
Old : 14,589: 2,536 5,411 1,182 8,299 6,138 12,017 12,731: 2,572 1,858
Other: 234: 5 6 1 89 213 95 220: 139 14
: : :
: : Changes in Commitments from: January 3, 2012 :
: -603: -264 60 -238 -14 -210 -516 -388: -87 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 36.5 8.0 56.6 42.9 81.7 87.4: 18.3 12.6
Old : 100.0: 17.4 37.1 8.1 56.9 42.1 82.4 87.3: 17.6 12.7
Other: 100.0: 2.1 2.6 0.4 38.0 91.0 40.6 94.0: 59.4 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 19 23 14 20 15 48 46:
Old : 73: 19 23 14 20 14 48 45:
Other: 11: 1 1 1 1 7 3 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 : 33.1 31.1 49.0 47.4 33.1 24.9 49.0 40.3
Old : 33.6 30.5 49.8 47.1 33.6 24.6 49.8 40.5
Other: 40.6 82.9 40.6 93.6 40.2 82.9 40.2 93.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 698,581: 160,326 135,816 19,894 406,746 433,648 586,966 589,358: 111,615 109,223
Old : 698,581: 160,326 135,816 19,894 406,746 433,648 586,966 589,358: 111,615 109,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -17,621: 1,670 -4,529 -604 -17,359 -17,374 -16,293 -22,507: -1,328 4,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.4 2.8 58.2 62.1 84.0 84.4: 16.0 15.6
Old : 100.0: 23.0 19.4 2.8 58.2 62.1 84.0 84.4: 16.0 15.6
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 : 209: 40 40 25 82 101 137 151:
Old : 209: 40 40 25 82 101 137 151:
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 : 26.3 18.3 38.1 27.2 25.8 17.5 34.7 24.8
Old : 26.3 18.3 38.1 27.2 25.8 17.5 34.7 24.8
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, January 10, 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 : 1,783,732: 240,579 215,512 121,141 1,129,316 1,118,152 1,491,037 1,454,805: 292,695 328,927
Old : 1,783,732: 240,579 215,512 121,141 1,129,316 1,118,152 1,491,037 1,454,805: 292,695 328,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 96,167: 33,955 18,033 7,428 50,071 45,574 91,454 71,035: 4,714 25,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 12.1 6.8 63.3 62.7 83.6 81.6: 16.4 18.4
Old : 100.0: 13.5 12.1 6.8 63.3 62.7 83.6 81.6: 16.4 18.4
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 : 256: 38 60 56 121 134 196 213:
Old : 256: 38 60 56 121 134 196 213:
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 19.9 35.3 26.9 26.8 16.0 34.5 22.6
Old : 27.2 19.9 35.3 26.9 26.8 16.0 34.5 22.6
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 1,446,314: 417,944 115,269 67,481 712,689 1,020,542 1,198,114 1,203,292: 248,200 243,022
Old : 1,446,314: 417,944 115,269 67,481 712,689 1,020,542 1,198,114 1,203,292: 248,200 243,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 56,300: 43,024 -5,445 6,798 -8,950 44,904 40,872 46,257: 15,428 10,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 8.0 4.7 49.3 70.6 82.8 83.2: 17.2 16.8
Old : 100.0: 28.9 8.0 4.7 49.3 70.6 82.8 83.2: 17.2 16.8
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 : 174: 31 22 29 76 105 122 141:
Old : 174: 31 22 29 76 105 122 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 20.2 45.1 29.9 33.2 19.2 42.4 26.8
Old : 35.7 20.2 45.1 29.9 33.2 19.2 42.4 26.8
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, January 10, 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 : 601,057: 82,278 66,655 141,142 339,258 356,308 562,678 564,105: 38,378 36,952
Old : 601,057: 82,278 66,655 141,142 339,258 356,308 562,678 564,105: 38,378 36,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 3,882: 3,703 1,284 1,286 -5,534 297 -545 2,868: 4,427 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.1 23.5 56.4 59.3 93.6 93.9: 6.4 6.1
Old : 100.0: 13.7 11.1 23.5 56.4 59.3 93.6 93.9: 6.4 6.1
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 : 95: 19 21 30 47 49 80 87:
Old : 95: 19 21 30 47 49 80 87:
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 : 39.5 31.6 53.2 47.8 28.9 22.9 34.4 34.2
Old : 39.5 31.6 53.2 47.8 28.9 22.9 34.4 34.2
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, January 10, 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 : 51,719: 13,949 3,906 761 29,418 42,639 44,127 47,306: 7,592 4,413
Old : 51,719: 13,949 3,906 761 29,418 42,639 44,127 47,306: 7,592 4,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,297: -386 22 372 909 1,284 895 1,678: 1,402 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 7.6 1.5 56.9 82.4 85.3 91.5: 14.7 8.5
Old : 100.0: 27.0 7.6 1.5 56.9 82.4 85.3 91.5: 14.7 8.5
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 : 89: 27 11 10 33 28 65 44:
Old : 89: 27 11 10 33 28 65 44:
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 : 34.7 59.8 47.4 71.9 34.7 59.5 47.4 71.6
Old : 34.7 59.8 47.4 71.9 34.7 59.5 47.4 71.6
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 103,439: 27,897 7,812 1,522 58,836 85,279 88,255 94,612: 15,184 8,827
Old : 103,439: 27,897 7,812 1,522 58,836 85,279 88,255 94,612: 15,184 8,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 4,594: -771 45 744 1,818 2,567 1,790 3,356: 2,804 1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 7.6 1.5 56.9 82.4 85.3 91.5: 14.7 8.5
Old : 100.0: 27.0 7.6 1.5 56.9 82.4 85.3 91.5: 14.7 8.5
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 : 89: 27 11 10 33 28 65 44:
Old : 89: 27 11 10 33 28 65 44:
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 : 34.7 59.8 47.4 71.9 34.7 59.5 47.4 71.6
Old : 34.7 59.8 47.4 71.9 34.7 59.5 47.4 71.6
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 17,641: 13,599 9,566 497 1,331 5,563 15,427 15,626: 2,214 2,015
Old : 17,641: 13,599 9,566 497 1,331 5,563 15,427 15,626: 2,214 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,010: 0 -4,814 7 0 4,816 7 9: 2,003 2,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 54.2 2.8 7.5 31.5 87.4 88.6: 12.6 11.4
Old : 100.0: 77.1 54.2 2.8 7.5 31.5 87.4 88.6: 12.6 11.4
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 : 25: 7 15 3 1 2 11 17:
Old : 25: 7 15 3 1 2 11 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 : 81.9 52.3 86.1 72.5 81.9 51.3 84.6 70.1
Old : 81.9 52.3 86.1 72.5 81.9 51.3 84.6 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 10,313: 1,294 1,954 27 8,722 8,267 10,043 10,248: 270 65
Old : 10,313: 1,294 1,954 27 8,722 8,267 10,043 10,248: 270 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -262: 85 -559 2 -347 322 -260 -235: -2 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.9 0.3 84.6 80.2 97.4 99.4: 2.6 0.6
Old : 100.0: 12.5 18.9 0.3 84.6 80.2 97.4 99.4: 2.6 0.6
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 : 30: 7 6 1 6 12 14 18:
Old : 30: 7 6 1 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 : 81.8 77.7 94.4 92.5 81.8 77.7 94.4 92.2
Old : 81.8 77.7 94.4 92.5 81.8 77.7 94.4 92.2
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, January 10, 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 : 12,283: 1,389 2,305 0 10,480 9,785 11,869 12,090: 414 193
Old : 12,283: 1,389 2,305 0 10,480 9,785 11,869 12,090: 414 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -39: 203 1,511 0 -215 -1,554 -12 -43: -27 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 18.8 0.0 85.3 79.7 96.6 98.4: 3.4 1.6
Old : 100.0: 11.3 18.8 0.0 85.3 79.7 96.6 98.4: 3.4 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 : 32: 9 6 0 5 12 14 18:
Old : 32: 9 6 0 5 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 : 88.2 70.5 93.2 86.4 88.2 70.5 93.2 86.4
Old : 88.2 70.5 93.2 86.4 88.2 70.5 93.2 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012