WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 24, 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 : 464,863: 85,774 145,157 83,150 258,171 177,319 427,095 405,626: 37,768 59,237
Old : 278,158: 75,394 121,606 29,804 147,408 92,762 252,606 244,172: 25,552 33,986
Other: 186,705: 43,401 56,572 20,325 110,763 84,557 174,489 161,454: 12,216 25,251
: : :
: : Changes in Commitments from: January 17, 2012 :
: 20,949: 9,378 6,216 5,388 4,231 11,301 18,997 22,905: 1,952 -1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 31.2 17.9 55.5 38.1 91.9 87.3: 8.1 12.7
Old : 100.0: 27.1 43.7 10.7 53.0 33.3 90.8 87.8: 9.2 12.2
Other: 100.0: 23.2 30.3 10.9 59.3 45.3 93.5 86.5: 6.5 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 104 165 147 68 95 269 325:
Old : 364: 116 140 86 57 81 221 265:
Other: 251: 55 97 50 51 78 142 197:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 13.4 37.1 19.1 22.2 9.8 33.8 15.0
Old : 24.6 14.4 36.0 22.8 24.5 12.0 33.6 19.8
Other: 30.3 16.0 50.5 25.2 27.8 13.8 47.8 21.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 24, 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 : 1,214,461: 329,958 150,504 175,502 566,561 640,638 1,072,021 966,644: 142,440 247,817
Old : 938,335: 301,286 144,179 103,221 416,856 499,674 821,363 747,074: 116,972 191,261
Other: 276,126: 90,240 67,893 10,713 149,705 140,964 250,658 219,570: 25,468 56,556
: : :
: : Changes in Commitments from: January 17, 2012 :
: 9,040: -3,837 15,637 8,285 6,442 -13,633 10,890 10,289: -1,850 -1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 12.4 14.5 46.7 52.8 88.3 79.6: 11.7 20.4
Old : 100.0: 32.1 15.4 11.0 44.4 53.3 87.5 79.6: 12.5 20.4
Other: 100.0: 32.7 24.6 3.9 54.2 51.1 90.8 79.5: 9.2 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 176 158 198 204 295 484 568:
Old : 681: 178 148 160 192 283 448 527:
Other: 479: 80 116 40 85 234 190 369:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 8.9 21.7 14.8 13.0 7.6 20.3 12.5
Old : 14.8 9.9 23.4 15.7 14.8 9.6 23.1 14.9
Other: 25.7 16.9 38.2 25.3 19.6 13.0 29.8 20.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 24, 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 : 13,713: 2,658 2,853 55 8,817 8,585 11,530 11,493: 2,183 2,220
Old : 12,464: 2,508 2,876 32 7,918 7,451 10,458 10,359: 2,006 2,105
Other: 1,249: 173 0 0 899 1,134 1,072 1,134: 177 115
: : :
: : Changes in Commitments from: January 17, 2012 :
: 257: 152 186 5 165 109 322 300: -65 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 20.8 0.4 64.3 62.6 84.1 83.8: 15.9 16.2
Old : 100.0: 20.1 23.1 0.3 63.5 59.8 83.9 83.1: 16.1 16.9
Other: 100.0: 13.9 0.0 0.0 72.0 90.8 85.8 90.8: 14.2 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 13 2 16 7 28 21:
Old : 41: 10 14 1 15 5 26 19:
Other: 16: 5 0 0 8 6 13 6:
:----------------------------------------------------------------------------------------------------
: 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 : 37.7 67.1 56.7 76.4 37.0 65.9 54.1 72.5
Old : 37.5 65.9 56.7 76.0 37.0 64.9 52.9 72.2
Other: 65.7 90.1 80.6 90.8 64.1 85.2 75.9 85.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 24, 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 : 478,304: 121,112 68,870 76,905 238,408 257,085 436,425 402,860: 41,879 75,444
Old : 390,100: 104,117 70,508 54,312 197,491 208,483 355,920 333,303: 34,180 56,797
Other: 88,204: 36,043 17,410 3,545 40,917 48,602 80,505 69,557: 7,699 18,647
: : :
: : Changes in Commitments from: January 17, 2012 :
: 279: 8,278 -812 1,039 -7,982 -93 1,335 134: -1,056 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.4 16.1 49.8 53.7 91.2 84.2: 8.8 15.8
Old : 100.0: 26.7 18.1 13.9 50.6 53.4 91.2 85.4: 8.8 14.6
Other: 100.0: 40.9 19.7 4.0 46.4 55.1 91.3 78.9: 8.7 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 140 114 143 102 145 325 340:
Old : 431: 144 112 112 96 131 303 307:
Other: 248: 55 65 30 53 104 128 181:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 15.6 26.2 24.1 14.7 14.1 24.1 21.3
Old : 19.1 16.6 29.2 25.8 17.6 16.2 27.6 24.9
Other: 32.4 28.6 46.3 39.7 24.3 21.5 35.8 29.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 24, 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 : 12,852: 9,199 1,310 407 349 2,437 9,955 4,154: 2,897 8,698
Old : 7,849: 5,078 1,381 210 349 1,533 5,637 3,124: 2,212 4,725
Other: 5,003: 4,317 125 1 0 904 4,318 1,030: 685 3,973
: : :
: : Changes in Commitments from: January 17, 2012 :
: 129: 240 -475 -16 -6 -4 218 -495: -89 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 10.2 3.2 2.7 19.0 77.5 32.3: 22.5 67.7
Old : 100.0: 64.7 17.6 2.7 4.4 19.5 71.8 39.8: 28.2 60.2
Other: 100.0: 86.3 2.5 0.0 0.0 18.1 86.3 20.6: 13.7 79.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 3 8 1 5 15 16:
Old : 22: 13 4 6 1 5 14 15:
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 : 40.9 20.7 63.7 29.2 39.8 20.7 61.9 28.0
Old : 40.1 25.2 60.8 36.6 39.8 25.2 57.9 36.5
Other: 75.2 18.0 86.3 20.6 75.1 18.0 86.3 20.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 24, 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 : 315,325: 68,363 79,807 37,974 181,772 167,407 288,109 285,188: 27,216 30,137
Old : 278,339: 68,167 82,783 28,022 159,277 139,422 255,466 250,227: 22,873 28,112
Other: 36,986: 7,824 4,652 2,324 22,495 27,985 32,643 34,961: 4,343 2,025
: : :
: : Changes in Commitments from: January 17, 2012 :
: 20,713: 8,531 7,222 8,354 3,516 6,987 20,401 22,563: 312 -1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 25.3 12.0 57.6 53.1 91.4 90.4: 8.6 9.6
Old : 100.0: 24.5 29.7 10.1 57.2 50.1 91.8 89.9: 8.2 10.1
Other: 100.0: 21.2 12.6 6.3 60.8 75.7 88.3 94.5: 11.7 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 69 75 86 67 64 191 200:
Old : 258: 70 83 75 63 62 178 193:
Other: 91: 26 16 12 37 27 67 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 21.9 28.3 32.9 14.3 18.0 23.5 28.2
Old : 19.4 21.7 30.9 32.3 17.7 18.8 27.6 28.8
Other: 31.4 48.6 48.4 67.9 29.2 48.0 42.8 61.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 24, 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 : 624,696: 72,085 113,666 4,309 411,882 374,693 488,276 492,668: 136,420 132,028
Old : 624,696: 72,085 113,666 4,309 411,882 374,693 488,276 492,668: 136,420 132,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -16,689: -18,103 6,126 335 12,472 -32,675 -5,296 -26,214: -11,393 9,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.2 0.7 65.9 60.0 78.2 78.9: 21.8 21.1
Old : 100.0: 11.5 18.2 0.7 65.9 60.0 78.2 78.9: 21.8 21.1
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 : 162: 30 32 19 76 70 116 111:
Old : 162: 30 32 19 76 70 116 111:
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 : 23.4 25.3 35.5 36.8 22.3 21.9 29.5 32.2
Old : 23.4 25.3 35.5 36.8 22.3 21.9 29.5 32.2
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 24, 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 : 372,317: 58,020 33,268 463 253,696 291,219 312,179 324,950: 60,138 47,367
Old : 372,317: 58,020 33,268 463 253,696 291,219 312,179 324,950: 60,138 47,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -2,201: -1,145 -587 -3 198 -3,086 -950 -3,676: -1,251 1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 8.9 0.1 68.1 78.2 83.8 87.3: 16.2 12.7
Old : 100.0: 15.6 8.9 0.1 68.1 78.2 83.8 87.3: 16.2 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 : 66: 6 7 3 40 37 48 45:
Old : 66: 6 7 3 40 37 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 49.0 46.2 62.8 23.5 49.0 41.5 62.7
Old : 26.7 49.0 46.2 62.8 23.5 49.0 41.5 62.7
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 24, 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 : 10,232: 1,042 212 1,470 7,077 8,030 9,589 9,712: 643 520
Old : 10,232: 1,042 212 1,470 7,077 8,030 9,589 9,712: 643 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 162: -125 75 15 247 -8 137 82: 25 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.1 14.4 69.2 78.5 93.7 94.9: 6.3 5.1
Old : 100.0: 10.2 2.1 14.4 69.2 78.5 93.7 94.9: 6.3 5.1
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 : 33: 8 2 6 19 18 30 24:
Old : 33: 8 2 6 19 18 30 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 : 52.9 50.3 71.7 73.0 15.7 16.4 20.6 22.9
Old : 52.9 50.3 71.7 73.0 15.7 16.4 20.6 22.9
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 - Futures Only, January 24, 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 : 201,968: 32,012 42,539 24,248 115,537 109,701 171,797 176,488: 30,171 25,480
Old : 168,658: 27,263 45,647 13,488 102,557 86,988 143,308 146,123: 25,350 22,535
Other: 33,310: 9,103 1,246 6,406 12,980 22,713 28,489 30,365: 4,821 2,945
: : :
: : Changes in Commitments from: January 17, 2012 :
: 11,438: 3,005 -4,798 2,407 2,595 12,624 8,007 10,233: 3,431 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 21.1 12.0 57.2 54.3 85.1 87.4: 14.9 12.6
Old : 100.0: 16.2 27.1 8.0 60.8 51.6 85.0 86.6: 15.0 13.4
Other: 100.0: 27.3 3.7 19.2 39.0 68.2 85.5 91.2: 14.5 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 41 52 47 68 63 141 146:
Old : 189: 40 55 44 67 60 136 140:
Other: 86: 27 7 13 37 28 67 47:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 26.1 32.9 36.1 16.7 18.7 22.7 25.4
Old : 25.7 25.4 35.2 34.8 19.5 18.1 26.2 26.1
Other: 36.0 44.4 51.3 59.8 31.3 37.1 39.3 47.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 24, 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 : 14,185: 2,987 5,641 649 7,873 6,001 11,509 12,291: 2,676 1,894
Old : 13,904: 2,994 5,657 613 7,781 5,750 11,388 12,020: 2,516 1,884
Other: 281: 22 13 7 92 251 121 271: 160 10
: : :
: : Changes in Commitments from: January 17, 2012 :
: 45: 82 155 -49 -239 -187 -206 -81: 251 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 39.8 4.6 55.5 42.3 81.1 86.6: 18.9 13.4
Old : 100.0: 21.5 40.7 4.4 56.0 41.4 81.9 86.4: 18.1 13.6
Other: 100.0: 7.8 4.6 2.5 32.7 89.3 43.1 96.4: 56.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 23 21 9 19 16 47 44:
Old : 76: 23 22 9 17 15 45 43:
Other: 14: 3 2 2 2 7 6 10:
:----------------------------------------------------------------------------------------------------
: 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 29.0 50.4 46.2 35.7 25.8 50.4 41.4
Old : 36.4 28.1 51.4 45.6 36.4 25.3 51.4 41.5
Other: 40.6 85.4 43.1 95.0 40.2 85.4 40.6 93.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 24, 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 : 845,260: 295,674 137,186 6,966 420,283 600,194 722,923 744,346: 122,337 100,914
Old : 845,260: 295,674 137,186 6,966 420,283 600,194 722,923 744,346: 122,337 100,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 57,848: -6,890 -6,024 820 61,368 63,842 55,298 58,638: 2,550 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 16.2 0.8 49.7 71.0 85.5 88.1: 14.5 11.9
Old : 100.0: 35.0 16.2 0.8 49.7 71.0 85.5 88.1: 14.5 11.9
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 : 217: 42 44 12 79 102 129 150:
Old : 217: 42 44 12 79 102 129 150:
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 : 21.9 23.0 37.1 32.1 21.4 22.5 35.0 30.2
Old : 21.9 23.0 37.1 32.1 21.4 22.5 35.0 30.2
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 24, 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 : 1,708,405: 221,031 264,908 18,405 1,212,317 1,073,872 1,451,753 1,357,185: 256,652 351,220
Old : 1,708,405: 221,031 264,908 18,405 1,212,317 1,073,872 1,451,753 1,357,185: 256,652 351,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 20,012: -65,415 70,965 -1,427 118,229 -69,966 51,387 -428: -31,375 20,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 15.5 1.1 71.0 62.9 85.0 79.4: 15.0 20.6
Old : 100.0: 12.9 15.5 1.1 71.0 62.9 85.0 79.4: 15.0 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 42 51 27 108 120 164 184:
Old : 251: 42 51 27 108 120 164 184:
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 : 30.6 26.8 38.9 33.7 30.1 23.5 37.7 30.1
Old : 30.6 26.8 38.9 33.7 30.1 23.5 37.7 30.1
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 - Futures Only, January 24, 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 : 1,446,476: 408,365 151,663 18,967 798,466 1,052,270 1,225,798 1,222,900: 220,678 223,576
Old : 1,446,476: 408,365 151,663 18,967 798,466 1,052,270 1,225,798 1,222,900: 220,678 223,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 21,276: -53,608 -5,719 9,822 82,116 7,896 38,330 11,999: -17,054 9,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 10.5 1.3 55.2 72.7 84.7 84.5: 15.3 15.5
Old : 100.0: 28.2 10.5 1.3 55.2 72.7 84.7 84.5: 15.3 15.5
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 : 179: 31 23 16 70 102 108 134:
Old : 179: 31 23 16 70 102 108 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 24.6 51.3 34.0 39.3 23.5 47.5 31.7
Old : 42.3 24.6 51.3 34.0 39.3 23.5 47.5 31.7
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 24, 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 : 530,229: 81,104 59,720 73,797 333,941 357,597 488,842 491,114: 41,387 39,115
Old : 530,229: 81,104 59,720 73,797 333,941 357,597 488,842 491,114: 41,387 39,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 9,549: -712 -4,956 2,955 3,970 7,721 6,213 5,720: 3,336 3,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 11.3 13.9 63.0 67.4 92.2 92.6: 7.8 7.4
Old : 100.0: 15.3 11.3 13.9 63.0 67.4 92.2 92.6: 7.8 7.4
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 : 86: 24 14 23 39 43 70 75:
Old : 86: 24 14 23 39 43 70 75:
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 : 44.7 37.5 54.3 56.6 31.7 26.5 36.4 38.6
Old : 44.7 37.5 54.3 56.6 31.7 26.5 36.4 38.6
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 24, 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 : 51,716: 16,294 4,558 98 27,813 41,910 44,204 46,565: 7,512 5,151
Old : 51,716: 16,294 4,558 98 27,813 41,910 44,204 46,565: 7,512 5,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 831: 2,354 231 -714 -878 596 762 113: 69 718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 8.8 0.2 53.8 81.0 85.5 90.0: 14.5 10.0
Old : 100.0: 31.5 8.8 0.2 53.8 81.0 85.5 90.0: 14.5 10.0
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 : 95: 27 14 4 28 32 58 47:
Old : 95: 27 14 4 28 32 58 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 : 35.1 58.5 48.4 69.1 35.1 58.5 48.4 69.1
Old : 35.1 58.5 48.4 69.1 35.1 58.5 48.4 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 - Futures Only, January 24, 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 : 103,432: 32,587 9,115 196 55,625 83,819 88,408 93,130: 15,024 10,302
Old : 103,432: 32,587 9,115 196 55,625 83,819 88,408 93,130: 15,024 10,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,661: 4,707 462 -1,427 -1,756 1,191 1,524 226: 137 1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 8.8 0.2 53.8 81.0 85.5 90.0: 14.5 10.0
Old : 100.0: 31.5 8.8 0.2 53.8 81.0 85.5 90.0: 14.5 10.0
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 : 95: 27 14 4 28 32 58 47:
Old : 95: 27 14 4 28 32 58 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 : 35.1 58.5 48.4 69.1 35.1 58.5 48.4 69.1
Old : 35.1 58.5 48.4 69.1 35.1 58.5 48.4 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 - Futures Only, January 24, 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 : 16,354: 13,759 7,738 907 1,331 7,696 15,997 16,341: 357 13
Old : 16,354: 13,759 7,738 907 1,331 7,696 15,997 16,341: 357 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 206: 50 -311 67 0 452 117 208: 89 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 47.3 5.5 8.1 47.1 97.8 99.9: 2.2 0.1
Old : 100.0: 84.1 47.3 5.5 8.1 47.1 97.8 99.9: 2.2 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 : 87.7 67.7 96.2 86.1 87.7 66.7 91.9 83.2
Old : 87.7 67.7 96.2 86.1 87.7 66.7 91.9 83.2
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 24, 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 : 9,664: 1,539 668 30 7,868 8,901 9,437 9,599: 227 65
Old : 9,664: 1,539 668 30 7,868 8,901 9,437 9,599: 227 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 199: 248 -377 0 -36 598 212 221: -13 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 6.9 0.3 81.4 92.1 97.7 99.3: 2.3 0.7
Old : 100.0: 15.9 6.9 0.3 81.4 92.1 97.7 99.3: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 5 1 6 11 15 16:
Old : 29: 8 5 1 6 11 15 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 : 83.7 84.1 93.5 94.7 83.7 84.0 93.5 94.3
Old : 83.7 84.1 93.5 94.7 83.7 84.0 93.5 94.3
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 - Futures Only, January 24, 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 : 12,575: 2,285 1,556 0 9,974 10,902 12,259 12,458: 316 117
Old : 12,575: 2,285 1,556 0 9,974 10,902 12,259 12,458: 316 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 147: 237 -211 0 -15 436 222 225: -75 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 12.4 0.0 79.3 86.7 97.5 99.1: 2.5 0.9
Old : 100.0: 18.2 12.4 0.0 79.3 86.7 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 : 34: 11 5 0 5 13 16 18:
Old : 34: 11 5 0 5 13 16 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 : 82.9 70.3 92.4 86.4 82.9 70.3 92.4 86.4
Old : 82.9 70.3 92.4 86.4 82.9 70.3 92.4 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012