WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 519,752: 72,467 133,165 134,514 273,295 187,378 480,277 455,058: 39,476 64,695
Old : 317,238: 66,481 107,954 65,805 157,536 105,730 289,822 279,489: 27,415 37,749
Other: 202,515: 36,701 55,926 37,994 115,759 81,648 190,454 175,568: 12,060 26,946
: : :
: : Changes in Commitments from: January 10, 2012 :
: 35,258: -755 9,806 11,501 23,718 8,048 34,464 29,354: 794 5,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 25.6 25.9 52.6 36.1 92.4 87.6: 7.6 12.4
Old : 100.0: 21.0 34.0 20.7 49.7 33.3 91.4 88.1: 8.6 11.9
Other: 100.0: 18.1 27.6 18.8 57.2 40.3 94.0 86.7: 6.0 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 105 169 172 93 108 302 355:
Old : 375: 117 140 128 86 97 268 304:
Other: 259: 59 98 84 54 85 170 215:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 10.5 33.5 16.1 19.7 8.0 30.3 12.0
Old : 21.9 10.8 31.5 17.8 21.7 9.0 29.7 15.4
Other: 27.8 14.1 43.8 21.5 24.5 10.6 40.1 17.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 1,659,403: 319,007 122,155 484,807 676,044 761,124 1,479,857 1,368,085: 179,546 291,317
Old : 1,311,589: 285,240 121,307 370,559 505,913 594,139 1,161,712 1,086,005: 149,877 225,584
Other: 347,814: 91,490 58,570 56,525 170,131 166,985 318,145 282,081: 29,669 65,734
: : :
: : Changes in Commitments from: January 10, 2012 :
: -16,182: -22,741 19,497 19,271 -13,143 -49,476 -16,613 -10,708: 431 -5,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 7.4 29.2 40.7 45.9 89.2 82.4: 10.8 17.6
Old : 100.0: 21.7 9.2 28.3 38.6 45.3 88.6 82.8: 11.4 17.2
Other: 100.0: 26.3 16.8 16.3 48.9 48.0 91.5 81.1: 8.5 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 175 194 262 250 322 571 646:
Old : 727: 173 187 233 241 317 537 623:
Other: 502: 95 109 96 114 253 258 414:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 8.8 17.7 13.9 9.1 6.2 13.8 9.9
Old : 10.9 9.0 18.2 13.7 10.1 7.5 15.3 11.2
Other: 20.6 15.1 32.5 23.1 14.7 10.2 22.9 16.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 14,843: 1,832 2,672 923 9,716 8,691 12,471 12,286: 2,372 2,557
Old : 13,953: 1,850 2,667 731 9,190 8,158 11,771 11,556: 2,181 2,397
Other: 890: 6 30 167 525 533 699 731: 191 159
: : :
: : Changes in Commitments from: January 10, 2012 :
: 568: 16 58 73 461 92 551 224: 17 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 18.0 6.2 65.5 58.6 84.0 82.8: 16.0 17.2
Old : 100.0: 13.3 19.1 5.2 65.9 58.5 84.4 82.8: 15.6 17.2
Other: 100.0: 0.7 3.4 18.8 59.0 59.9 78.5 82.1: 21.5 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 13 4 16 10 29 25:
Old : 41: 12 12 4 16 8 29 23:
Other: 16: 1 3 4 9 9 13 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 62.9 54.5 73.3 36.2 58.3 49.9 64.3
Old : 38.9 64.3 56.1 74.5 38.1 60.9 52.6 67.4
Other: 57.7 64.3 75.1 77.8 40.0 47.6 45.0 48.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 671,915: 106,794 58,083 228,710 287,796 301,985 623,300 588,778: 48,615 83,137
Old : 558,532: 87,413 63,908 190,312 240,788 241,098 518,512 495,318: 40,020 63,214
Other: 113,383: 36,288 11,082 21,491 47,009 60,887 104,787 93,460: 8,596 19,923
: : :
: : Changes in Commitments from: January 10, 2012 :
: 12,167: -5,651 5,049 9,432 7,767 -7,004 11,548 7,478: 619 4,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 8.6 34.0 42.8 44.9 92.8 87.6: 7.2 12.4
Old : 100.0: 15.7 11.4 34.1 43.1 43.2 92.8 88.7: 7.2 11.3
Other: 100.0: 32.0 9.8 19.0 41.5 53.7 92.4 82.4: 7.6 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 129 153 201 126 154 378 400:
Old : 456: 127 157 183 122 148 359 387:
Other: 257: 69 58 61 60 112 157 205:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 13.8 20.8 20.8 10.4 10.1 16.9 14.8
Old : 14.2 14.1 23.2 20.8 12.0 11.7 18.8 17.0
Other: 26.0 24.2 37.4 35.2 21.6 21.1 30.7 28.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 12,723: 8,959 1,785 423 355 2,441 9,737 4,649: 2,986 8,074
Old : 7,954: 5,065 1,876 236 355 1,572 5,656 3,684: 2,298 4,270
Other: 4,769: 4,080 95 1 0 869 4,081 965: 688 3,804
: : :
: : Changes in Commitments from: January 10, 2012 :
: 931: 670 1,605 158 -1 57 827 1,820: 104 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 14.0 3.3 2.8 19.2 76.5 36.5: 23.5 63.5
Old : 100.0: 63.7 23.6 3.0 4.5 19.8 71.1 46.3: 28.9 53.7
Other: 100.0: 85.6 2.0 0.0 0.0 18.2 85.6 20.2: 14.4 79.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 5 6 1 5 13 16:
Old : 22: 11 6 5 1 5 12 16:
Other: 14: 7 2 1 0 5 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 : 44.6 21.3 65.3 30.6 43.2 21.3 62.2 30.6
Old : 42.3 26.6 60.4 38.2 41.4 26.6 57.2 38.2
Other: 74.4 17.6 85.6 20.2 74.4 17.6 85.6 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 345,511: 57,166 64,840 64,302 195,302 182,649 316,770 311,791: 28,741 33,720
Old : 310,707: 57,957 65,804 55,106 173,361 158,299 286,424 279,208: 24,283 31,499
Other: 34,804: 4,364 4,191 4,041 21,941 24,350 30,346 32,583: 4,458 2,221
: : :
: : Changes in Commitments from: January 10, 2012 :
: 13,838: -9,260 12,706 -621 25,428 185 15,546 12,270: -1,708 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 18.8 18.6 56.5 52.9 91.7 90.2: 8.3 9.8
Old : 100.0: 18.7 21.2 17.7 55.8 50.9 92.2 89.9: 7.8 10.1
Other: 100.0: 12.5 12.0 11.6 63.0 70.0 87.2 93.6: 12.8 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 67 76 83 74 75 190 208:
Old : 255: 70 82 75 71 74 180 205:
Other: 84: 19 16 21 36 30 66 56:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 21.6 26.9 33.6 12.4 17.0 19.7 25.1
Old : 17.9 21.1 28.7 31.7 13.5 17.1 21.2 25.0
Other: 31.0 40.4 46.6 61.2 26.5 39.1 39.5 53.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 746,564: 89,484 104,055 46,391 451,617 458,781 587,492 609,226: 159,071 137,337
Old : 746,564: 89,484 104,055 46,391 451,617 458,781 587,492 609,226: 159,071 137,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 65,992: 20,809 686 8,483 42,075 65,180 71,367 74,349: -5,375 -8,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 13.9 6.2 60.5 61.5 78.7 81.6: 21.3 18.4
Old : 100.0: 12.0 13.9 6.2 60.5 61.5 78.7 81.6: 21.3 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 : 171: 34 32 41 87 84 143 135:
Old : 171: 34 32 41 87 84 143 135:
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 : 19.1 20.4 29.4 32.2 18.1 18.4 24.8 28.3
Old : 19.1 20.4 29.4 32.2 18.1 18.4 24.8 28.3
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 17, 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 : 375,137: 59,165 33,851 516 253,498 294,305 313,179 328,672: 61,958 46,465
Old : 375,137: 59,165 33,851 516 253,498 294,305 313,179 328,672: 61,958 46,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,102: 245 487 -189 -2,458 1,939 -2,402 2,236: 3,504 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.0 0.1 67.6 78.5 83.5 87.6: 16.5 12.4
Old : 100.0: 15.8 9.0 0.1 67.6 78.5 83.5 87.6: 16.5 12.4
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 : 68: 7 7 4 40 38 50 46:
Old : 68: 7 7 4 40 38 50 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 : 26.6 49.4 45.9 63.6 23.4 49.3 41.2 63.5
Old : 26.6 49.4 45.9 63.6 23.4 49.3 41.2 63.5
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 17, 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 : 10,070: 1,167 137 1,455 6,830 8,038 9,452 9,630: 618 440
Old : 10,070: 1,167 137 1,455 6,830 8,038 9,452 9,630: 618 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -176: 84 -361 202 -492 29 -206 -130: 30 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 1.4 14.4 67.8 79.8 93.9 95.6: 6.1 4.4
Old : 100.0: 11.6 1.4 14.4 67.8 79.8 93.9 95.6: 6.1 4.4
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 : 35: 8 2 6 18 20 29 26:
Old : 35: 8 2 6 18 20 29 26:
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 : 51.8 50.9 71.6 72.7 17.1 15.3 21.4 21.2
Old : 51.8 50.9 71.6 72.7 17.1 15.3 21.4 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 214,613: 29,299 48,593 36,576 120,187 103,704 186,062 188,874: 28,551 25,739
Old : 180,473: 24,376 47,945 25,489 106,443 84,222 156,308 157,656: 24,165 22,817
Other: 34,139: 6,739 2,465 9,271 13,744 19,482 29,753 31,218: 4,386 2,922
: : :
: : Changes in Commitments from: January 10, 2012 :
: 7,334: -894 7,086 -1,691 10,166 879 7,581 6,274: -247 1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 22.6 17.0 56.0 48.3 86.7 88.0: 13.3 12.0
Old : 100.0: 13.5 26.6 14.1 59.0 46.7 86.6 87.4: 13.4 12.6
Other: 100.0: 19.7 7.2 27.2 40.3 57.1 87.2 91.4: 12.8 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 42 57 50 71 65 145 151:
Old : 191: 39 62 48 70 65 139 149:
Other: 87: 22 15 22 37 28 67 57:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 26.2 31.7 35.3 15.2 17.6 22.2 24.4
Old : 22.7 25.0 32.8 34.1 16.3 16.8 23.5 24.0
Other: 30.3 37.5 48.6 54.3 29.1 28.7 37.8 39.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 14,848: 2,710 5,490 1,147 8,504 6,415 12,360 13,051: 2,488 1,797
Old : 14,601: 2,705 5,486 1,146 8,415 6,187 12,265 12,818: 2,336 1,783
Other: 247: 5 4 1 89 228 95 233: 152 14
: : :
: : Changes in Commitments from: January 10, 2012 :
: 25: 169 73 -36 115 63 249 101: -223 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 37.0 7.7 57.3 43.2 83.2 87.9: 16.8 12.1
Old : 100.0: 18.5 37.6 7.8 57.6 42.4 84.0 87.8: 16.0 12.2
Other: 100.0: 2.0 1.6 0.4 36.0 92.3 38.5 94.3: 61.5 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 21 23 14 20 15 49 47:
Old : 75: 22 22 14 20 14 49 46:
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 : 35.2 31.1 49.7 47.5 35.2 24.9 49.7 40.5
Old : 35.8 30.5 50.6 47.1 35.8 24.1 50.6 40.5
Other: 38.5 87.9 38.5 93.9 38.1 87.9 38.1 93.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 805,327: 301,354 141,215 18,752 363,353 540,974 683,460 700,941: 121,867 104,385
Old : 805,327: 301,354 141,215 18,752 363,353 540,974 683,460 700,941: 121,867 104,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 106,746: 141,028 5,399 -1,142 -43,392 107,326 96,494 111,584: 10,251 -4,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 17.5 2.3 45.1 67.2 84.9 87.0: 15.1 13.0
Old : 100.0: 37.4 17.5 2.3 45.1 67.2 84.9 87.0: 15.1 13.0
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 : 215: 45 39 21 84 105 143 151:
Old : 215: 45 39 21 84 105 143 151:
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 : 21.3 19.8 33.3 28.3 20.9 19.2 31.7 26.0
Old : 21.3 19.8 33.3 28.3 20.9 19.2 31.7 26.0
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 17, 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 : 1,927,497: 297,988 192,076 125,218 1,196,992 1,258,291 1,620,198 1,575,585: 307,300 351,912
Old : 1,927,497: 297,988 192,076 125,218 1,196,992 1,258,291 1,620,198 1,575,585: 307,300 351,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 143,766: 57,409 -23,435 4,077 67,676 140,139 129,161 120,780: 14,604 22,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 10.0 6.5 62.1 65.3 84.1 81.7: 15.9 18.3
Old : 100.0: 15.5 10.0 6.5 62.1 65.3 84.1 81.7: 15.9 18.3
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 : 250: 49 44 56 124 132 199 206:
Old : 250: 49 44 56 124 132 199 206:
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 : 26.8 21.7 34.9 30.6 26.3 17.4 33.2 26.1
Old : 26.8 21.7 34.9 30.6 26.3 17.4 33.2 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 1,568,703: 451,254 147,601 80,846 788,291 1,113,230 1,320,391 1,341,677: 248,311 227,026
Old : 1,568,703: 451,254 147,601 80,846 788,291 1,113,230 1,320,391 1,341,677: 248,311 227,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 122,389: 33,310 32,332 13,365 75,603 92,688 122,278 138,385: 111 -15,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 9.4 5.2 50.3 71.0 84.2 85.5: 15.8 14.5
Old : 100.0: 28.8 9.4 5.2 50.3 71.0 84.2 85.5: 15.8 14.5
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 : 186: 34 22 29 83 116 131 153:
Old : 186: 34 22 29 83 116 131 153:
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 : 36.2 20.6 45.3 29.7 33.9 19.6 42.9 27.6
Old : 36.2 20.6 45.3 29.7 33.9 19.6 42.9 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 604,489: 80,783 63,172 144,413 339,125 359,674 564,321 567,259: 40,169 37,230
Old : 604,489: 80,783 63,172 144,413 339,125 359,674 564,321 567,259: 40,169 37,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 3,433: -1,495 -3,482 3,271 -133 3,366 1,642 3,154: 1,790 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.5 23.9 56.1 59.5 93.4 93.8: 6.6 6.2
Old : 100.0: 13.4 10.5 23.9 56.1 59.5 93.4 93.8: 6.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 18 23 32 44 46 79 86:
Old : 94: 18 23 32 44 46 79 86:
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 : 40.2 32.4 54.0 48.5 29.1 23.6 33.7 33.9
Old : 40.2 32.4 54.0 48.5 29.1 23.6 33.7 33.9
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 with Delta-adjusted Options and Futures Combined, January 17, 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 : 52,381: 14,473 4,322 1,051 29,325 42,456 44,849 47,829: 7,532 4,552
Old : 52,381: 14,473 4,322 1,051 29,325 42,456 44,849 47,829: 7,532 4,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 662: 524 416 290 -93 -183 721 523: -60 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 8.3 2.0 56.0 81.1 85.6 91.3: 14.4 8.7
Old : 100.0: 27.6 8.3 2.0 56.0 81.1 85.6 91.3: 14.4 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 : 90: 27 13 10 31 29 64 46:
Old : 90: 27 13 10 31 29 64 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 : 34.5 57.3 46.9 69.4 34.5 57.1 46.9 69.1
Old : 34.5 57.3 46.9 69.4 34.5 57.1 46.9 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 104,763: 28,946 8,644 2,102 58,650 84,912 89,698 95,658: 15,065 9,104
Old : 104,763: 28,946 8,644 2,102 58,650 84,912 89,698 95,658: 15,065 9,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,324: 1,049 833 581 -186 -367 1,443 1,046: -119 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 8.3 2.0 56.0 81.1 85.6 91.3: 14.4 8.7
Old : 100.0: 27.6 8.3 2.0 56.0 81.1 85.6 91.3: 14.4 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 : 90: 27 13 10 31 29 64 46:
Old : 90: 27 13 10 31 29 64 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 : 34.5 57.3 46.9 69.4 34.5 57.1 46.9 69.1
Old : 34.5 57.3 46.9 69.4 34.5 57.1 46.9 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 16,148: 13,709 8,049 840 1,331 7,244 15,880 16,133: 268 15
Old : 16,148: 13,709 8,049 840 1,331 7,244 15,880 16,133: 268 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -1,493: 110 -1,517 343 0 1,681 453 507: -1,946 -2,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 49.8 5.2 8.2 44.9 98.3 99.9: 1.7 0.1
Old : 100.0: 84.9 49.8 5.2 8.2 44.9 98.3 99.9: 1.7 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: 8 13 3 1 2 11 16:
Old : 24: 8 13 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 : 89.5 66.4 96.7 86.0 89.5 65.4 92.8 83.5
Old : 89.5 66.4 96.7 86.0 89.5 65.4 92.8 83.5
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 with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 9,465: 1,291 1,045 30 7,904 8,303 9,225 9,378: 240 87
Old : 9,465: 1,291 1,045 30 7,904 8,303 9,225 9,378: 240 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -848: -3 -909 3 -818 36 -818 -870: -30 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 11.0 0.3 83.5 87.7 97.5 99.1: 2.5 0.9
Old : 100.0: 13.6 11.0 0.3 83.5 87.7 97.5 99.1: 2.5 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: 7 6 1 6 10 14 16:
Old : 28: 7 6 1 6 10 14 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 : 85.5 79.7 95.2 92.8 85.5 79.6 95.2 92.3
Old : 85.5 79.7 95.2 92.8 85.5 79.6 95.2 92.3
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 17, 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 : 12,428: 2,048 1,767 0 9,989 10,466 12,037 12,233: 391 195
Old : 12,428: 2,048 1,767 0 9,989 10,466 12,037 12,233: 391 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 145: 659 -538 0 -491 681 168 143: -23 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 14.2 0.0 80.4 84.2 96.9 98.4: 3.1 1.6
Old : 100.0: 16.5 14.2 0.0 80.4 84.2 96.9 98.4: 3.1 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 : 33: 11 5 0 5 12 16 17:
Old : 33: 11 5 0 5 12 16 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 : 83.3 69.9 91.5 85.7 83.3 69.9 91.5 85.7
Old : 83.3 69.9 91.5 85.7 83.3 69.9 91.5 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012