WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 21, 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 : 463,814: 93,437 150,109 78,062 254,056 181,513 425,555 409,684: 38,259 54,130
Old : 230,993: 79,684 98,994 12,997 115,110 92,898 207,791 204,889: 23,202 26,104
Other: 232,821: 48,883 86,245 29,935 138,946 88,615 217,764 204,795: 15,057 28,026
: : :
: : Changes in Commitments from: February 14, 2012 :
: 14,748: 6,446 10,225 5,844 2,289 2,217 14,579 18,286: 169 -3,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 32.4 16.8 54.8 39.1 91.8 88.3: 8.2 11.7
Old : 100.0: 34.5 42.9 5.6 49.8 40.2 90.0 88.7: 10.0 11.3
Other: 100.0: 21.0 37.0 12.9 59.7 38.1 93.5 88.0: 6.5 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 114 143 148 81 101 290 311:
Old : 348: 128 111 74 65 80 234 226:
Other: 279: 57 111 61 57 87 165 216:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 15.6 36.4 23.3 21.4 12.9 33.2 19.3
Old : 24.4 24.0 35.5 35.5 23.9 23.6 34.6 33.9
Other: 30.1 15.3 48.3 25.1 29.7 13.2 46.5 21.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 21, 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 : 1,312,513: 349,784 136,139 222,104 609,242 706,707 1,181,130 1,064,950: 131,383 247,563
Old : 973,021: 304,367 140,952 120,057 449,957 533,923 874,381 794,932: 98,640 178,089
Other: 339,492: 133,214 82,984 14,250 159,285 172,784 306,749 270,018: 32,743 69,474
: : :
: : Changes in Commitments from: February 14, 2012 :
: -3,383: -13,767 -1,571 7,435 -2,156 -5,824 -8,488 40: 5,105 -3,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 10.4 16.9 46.4 53.8 90.0 81.1: 10.0 18.9
Old : 100.0: 31.3 14.5 12.3 46.2 54.9 89.9 81.7: 10.1 18.3
Other: 100.0: 39.2 24.4 4.2 46.9 50.9 90.4 79.5: 9.6 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 689: 191 140 212 208 294 498 567:
Old : 670: 186 138 171 193 282 451 530:
Other: 494: 94 113 52 94 241 221 375:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 11.6 21.0 17.3 11.8 6.9 18.9 11.6
Old : 13.8 13.1 23.8 18.8 13.5 9.1 22.1 13.8
Other: 25.4 21.9 39.1 29.5 21.2 14.2 31.8 21.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 21, 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 : 11,396: 2,592 1,410 74 6,954 8,324 9,620 9,808: 1,776 1,588
Old : 9,632: 2,423 1,143 45 5,701 7,067 8,169 8,255: 1,463 1,377
Other: 1,764: 197 295 1 1,253 1,257 1,451 1,553: 313 211
: : :
: : Changes in Commitments from: February 14, 2012 :
: -658: -401 -29 4 -327 -237 -724 -262: 66 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 12.4 0.6 61.0 73.0 84.4 86.1: 15.6 13.9
Old : 100.0: 25.2 11.9 0.5 59.2 73.4 84.8 85.7: 15.2 14.3
Other: 100.0: 11.2 16.7 0.1 71.0 71.3 82.3 88.0: 17.7 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 10 3 14 8 26 18:
Old : 35: 9 9 2 13 5 24 14:
Other: 20: 7 1 1 10 6 17 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 : 33.8 75.9 55.0 82.3 33.6 72.6 54.8 79.0
Old : 35.0 77.8 55.8 82.9 35.0 74.6 55.8 79.7
Other: 55.2 86.5 73.9 88.0 53.9 86.2 72.4 86.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 21, 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 : 544,143: 160,084 53,055 88,224 246,395 318,172 494,703 459,451: 49,440 84,692
Old : 409,929: 127,949 56,820 58,501 186,258 237,493 372,708 352,814: 37,221 57,115
Other: 134,214: 52,633 16,733 9,225 60,137 80,679 121,995 106,637: 12,219 27,577
: : :
: : Changes in Commitments from: February 14, 2012 :
: -4,956: 7,924 -7,506 -2,886 -9,585 6,244 -4,547 -4,148: -409 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 9.8 16.2 45.3 58.5 90.9 84.4: 9.1 15.6
Old : 100.0: 31.2 13.9 14.3 45.4 57.9 90.9 86.1: 9.1 13.9
Other: 100.0: 39.2 12.5 6.9 44.8 60.1 90.9 79.5: 9.1 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 463: 177 96 150 116 157 366 347:
Old : 450: 171 97 123 102 144 331 317:
Other: 293: 79 63 50 63 119 175 211:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 17.6 22.7 26.4 12.1 13.9 19.7 21.8
Old : 15.1 18.6 24.0 28.5 14.8 17.4 23.1 26.8
Other: 28.3 27.0 42.3 38.4 24.1 23.5 35.5 30.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 21, 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 : 313,764: 75,289 55,974 40,642 163,100 187,310 279,031 283,926: 34,733 29,838
Old : 263,064: 74,189 60,321 24,872 135,161 152,083 234,222 237,276: 28,842 25,788
Other: 50,700: 10,839 5,392 6,031 27,939 35,227 44,809 46,650: 5,891 4,050
: : :
: : Changes in Commitments from: February 14, 2012 :
: -871: 4,192 -8,580 -2,100 -4,361 11,552 -2,269 872: 1,398 -1,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 17.8 13.0 52.0 59.7 88.9 90.5: 11.1 9.5
Old : 100.0: 28.2 22.9 9.5 51.4 57.8 89.0 90.2: 11.0 9.8
Other: 100.0: 21.4 10.6 11.9 55.1 69.5 88.4 92.0: 11.6 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 77 72 80 61 62 192 184:
Old : 255: 78 79 73 57 61 181 181:
Other: 98: 27 21 17 37 27 71 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 : 15.3 25.3 25.9 38.1 14.7 21.1 23.4 31.5
Old : 17.1 24.4 27.9 36.1 16.8 22.5 25.9 32.3
Other: 26.4 43.3 45.8 62.9 24.3 43.0 38.9 57.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 21, 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 : 598,173: 74,495 92,400 6,680 380,428 348,373 461,603 447,453: 136,570 150,720
Old : 598,173: 74,495 92,400 6,680 380,428 348,373 461,603 447,453: 136,570 150,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -6,872: 2,555 5,690 1,809 -11,014 -24,564 -6,650 -17,065: -222 10,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 15.4 1.1 63.6 58.2 77.2 74.8: 22.8 25.2
Old : 100.0: 12.5 15.4 1.1 63.6 58.2 77.2 74.8: 22.8 25.2
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 : 156: 26 36 23 73 68 114 112:
Old : 156: 26 36 23 73 68 114 112:
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 : 22.3 22.9 31.9 34.4 21.0 19.8 27.6 29.3
Old : 22.3 22.9 31.9 34.4 21.0 19.8 27.6 29.3
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 - Futures Only, February 21, 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 : 375,738: 47,105 31,749 5,380 265,853 288,349 318,338 325,478: 57,400 50,260
Old : 375,738: 47,105 31,749 5,380 265,853 288,349 318,338 325,478: 57,400 50,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -2,337: -469 -1,474 -1,006 -4,091 -1,597 -5,566 -4,077: 3,229 1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 8.4 1.4 70.8 76.7 84.7 86.6: 15.3 13.4
Old : 100.0: 12.5 8.4 1.4 70.8 76.7 84.7 86.6: 15.3 13.4
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: 6 8 6 43 37 53 47:
Old : 68: 6 8 6 43 37 53 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 : 26.0 47.2 44.7 62.6 23.3 47.1 39.4 61.2
Old : 26.0 47.2 44.7 62.6 23.3 47.1 39.4 61.2
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, February 21, 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 : 11,268: 1,333 206 1,654 7,514 8,746 10,501 10,606: 767 662
Old : 11,268: 1,333 206 1,654 7,514 8,746 10,501 10,606: 767 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 276: 34 -31 292 51 -109 377 152: -101 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 1.8 14.7 66.7 77.6 93.2 94.1: 6.8 5.9
Old : 100.0: 11.8 1.8 14.7 66.7 77.6 93.2 94.1: 6.8 5.9
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 : 41: 12 1 7 23 24 38 31:
Old : 41: 12 1 7 23 24 38 31:
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 : 48.8 47.9 67.8 70.2 14.5 17.3 19.4 23.3
Old : 48.8 47.9 67.8 70.2 14.5 17.3 19.4 23.3
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, February 21, 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 : 183,614: 42,486 28,679 23,801 83,984 107,254 150,271 159,734: 33,343 23,880
Old : 149,091: 38,734 28,507 13,649 68,456 87,231 120,839 129,387: 28,252 19,704
Other: 34,523: 6,435 2,855 7,469 15,528 20,023 29,432 30,347: 5,091 4,176
: : :
: : Changes in Commitments from: February 14, 2012 :
: 945: 6,240 -6,666 -708 -4,811 9,152 721 1,778: 224 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 15.6 13.0 45.7 58.4 81.8 87.0: 18.2 13.0
Old : 100.0: 26.0 19.1 9.2 45.9 58.5 81.1 86.8: 18.9 13.2
Other: 100.0: 18.6 8.3 21.6 45.0 58.0 85.3 87.9: 14.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 51 41 54 69 61 153 137:
Old : 186: 54 46 46 66 58 146 129:
Other: 95: 25 15 16 37 31 68 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 : 15.1 27.3 25.9 38.0 11.9 23.6 19.2 30.5
Old : 15.9 26.8 26.0 36.7 11.4 23.4 18.7 30.6
Other: 33.3 36.8 50.6 52.6 31.8 31.5 39.1 41.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 21, 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 : 15,170: 3,494 5,732 1,234 7,748 6,174 12,476 13,140: 2,694 2,030
Old : 14,496: 3,680 5,732 990 7,344 5,771 12,014 12,493: 2,482 2,003
Other: 674: 53 239 5 404 403 462 647: 212 27
: : :
: : Changes in Commitments from: February 14, 2012 :
: 37: 14 -114 80 -186 344 -92 310: 129 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 37.8 8.1 51.1 40.7 82.2 86.6: 17.8 13.4
Old : 100.0: 25.4 39.5 6.8 50.7 39.8 82.9 86.2: 17.1 13.8
Other: 100.0: 7.9 35.5 0.7 59.9 59.8 68.5 96.0: 31.5 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 22 24 13 21 19 50 52:
Old : 80: 23 24 11 18 18 47 49:
Other: 21: 2 7 2 5 7 9 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 : 31.5 24.3 45.5 40.2 31.2 22.7 45.2 36.6
Old : 33.0 23.9 47.6 40.5 33.0 23.0 47.6 38.3
Other: 59.8 66.6 68.2 90.5 59.8 66.6 67.8 90.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 21, 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 : 860,803: 189,195 162,464 13,889 543,800 578,449 746,884 754,802: 113,919 106,001
Old : 860,803: 189,195 162,464 13,889 543,800 578,449 746,884 754,802: 113,919 106,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -31,320: -40,489 23,811 3,761 9,048 -58,573 -27,680 -31,001: -3,640 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 18.9 1.6 63.2 67.2 86.8 87.7: 13.2 12.3
Old : 100.0: 22.0 18.9 1.6 63.2 67.2 86.8 87.7: 13.2 12.3
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 : 215: 39 41 25 89 103 140 157:
Old : 215: 39 41 25 89 103 140 157:
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 : 21.6 28.9 36.6 38.5 20.6 27.7 34.5 36.2
Old : 21.6 28.9 36.6 38.5 20.6 27.7 34.5 36.2
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, February 21, 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 : 1,882,600: 217,886 283,171 22,476 1,367,490 1,257,256 1,607,852 1,562,903: 274,748 319,697
Old : 1,882,600: 217,886 283,171 22,476 1,367,490 1,257,256 1,607,852 1,562,903: 274,748 319,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 79,248: 6,588 27,473 -2,327 90,417 58,937 94,678 84,083: -15,430 -4,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.0 1.2 72.6 66.8 85.4 83.0: 14.6 17.0
Old : 100.0: 11.6 15.0 1.2 72.6 66.8 85.4 83.0: 14.6 17.0
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 : 273: 35 63 41 125 139 183 220:
Old : 273: 35 63 41 125 139 183 220:
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 : 33.5 28.7 41.8 34.7 32.8 25.8 40.2 31.5
Old : 33.5 28.7 41.8 34.7 32.8 25.8 40.2 31.5
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, February 21, 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 : 1,404,544: 370,622 150,517 11,440 806,110 1,000,125 1,188,172 1,162,082: 216,372 242,462
Old : 1,404,544: 370,622 150,517 11,440 806,110 1,000,125 1,188,172 1,162,082: 216,372 242,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -31,590: -1,674 9,230 956 -8,746 -50,061 -9,464 -39,875: -22,126 8,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 10.7 0.8 57.4 71.2 84.6 82.7: 15.4 17.3
Old : 100.0: 26.4 10.7 0.8 57.4 71.2 84.6 82.7: 15.4 17.3
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 : 181: 32 32 21 78 94 118 139:
Old : 181: 32 32 21 78 94 118 139:
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 : 33.9 28.1 43.4 37.3 31.4 27.1 39.6 35.2
Old : 33.9 28.1 43.4 37.3 31.4 27.1 39.6 35.2
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, February 21, 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 : 546,520: 81,989 71,654 69,929 363,820 366,456 515,738 508,039: 30,782 38,481
Old : 546,520: 81,989 71,654 69,929 363,820 366,456 515,738 508,039: 30,782 38,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 20,186: -7,403 10,106 2,209 22,279 6,708 17,085 19,023: 3,101 1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.1 12.8 66.6 67.1 94.4 93.0: 5.6 7.0
Old : 100.0: 15.0 13.1 12.8 66.6 67.1 94.4 93.0: 5.6 7.0
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 : 90: 19 20 24 42 48 72 83:
Old : 90: 19 20 24 42 48 72 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 34.4 56.3 52.8 33.4 23.2 38.1 32.7
Old : 43.0 34.4 56.3 52.8 33.4 23.2 38.1 32.7
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, February 21, 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 : 53,157: 19,310 5,083 75 27,015 42,916 46,399 48,073: 6,758 5,084
Old : 53,157: 19,310 5,083 75 27,015 42,916 46,399 48,073: 6,758 5,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -837: 804 -541 51 -1,304 -224 -449 -714: -388 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 9.6 0.1 50.8 80.7 87.3 90.4: 12.7 9.6
Old : 100.0: 36.3 9.6 0.1 50.8 80.7 87.3 90.4: 12.7 9.6
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 : 98: 30 14 5 28 31 61 47:
Old : 98: 30 14 5 28 31 61 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 : 32.8 56.1 47.3 68.1 32.8 56.1 47.3 68.1
Old : 32.8 56.1 47.3 68.1 32.8 56.1 47.3 68.1
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, February 21, 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 : 106,313: 38,619 10,166 149 54,029 85,831 92,797 96,146: 13,516 10,167
Old : 106,313: 38,619 10,166 149 54,029 85,831 92,797 96,146: 13,516 10,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -1,673: 1,607 -1,082 102 -2,607 -447 -898 -1,427: -775 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 9.6 0.1 50.8 80.7 87.3 90.4: 12.7 9.6
Old : 100.0: 36.3 9.6 0.1 50.8 80.7 87.3 90.4: 12.7 9.6
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 : 98: 30 14 5 28 31 61 47:
Old : 98: 30 14 5 28 31 61 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 : 32.8 56.1 47.3 68.1 32.8 56.1 47.3 68.1
Old : 32.8 56.1 47.3 68.1 32.8 56.1 47.3 68.1
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, February 21, 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 : 16,519: 14,033 6,718 1,065 1,361 8,610 16,459 16,393: 60 126
Old : 16,519: 14,033 6,718 1,065 1,361 8,610 16,459 16,393: 60 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 207: 125 -687 77 0 717 202 107: 5 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 40.7 6.4 8.2 52.1 99.6 99.2: 0.4 0.8
Old : 100.0: 85.0 40.7 6.4 8.2 52.1 99.6 99.2: 0.4 0.8
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 : 25: 11 10 2 1 3 14 13:
Old : 25: 11 10 2 1 3 14 13:
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 : 84.7 74.2 95.5 89.1 84.7 71.7 91.7 84.0
Old : 84.7 74.2 95.5 89.1 84.7 71.7 91.7 84.0
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, February 21, 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 : 10,554: 2,679 294 10 7,588 10,145 10,277 10,449: 277 105
Old : 10,554: 2,679 294 10 7,588 10,145 10,277 10,449: 277 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 579: 454 -1 0 95 585 549 584: 30 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 2.8 0.1 71.9 96.1 97.4 99.0: 2.6 1.0
Old : 100.0: 25.4 2.8 0.1 71.9 96.1 97.4 99.0: 2.6 1.0
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 : 31: 11 4 1 6 11 17 16:
Old : 31: 11 4 1 6 11 17 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 : 80.7 89.0 92.3 95.5 80.7 88.9 92.3 95.4
Old : 80.7 89.0 92.3 95.5 80.7 88.9 92.3 95.4
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, February 21, 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 : 12,935: 2,715 911 0 9,954 11,978 12,669 12,889: 266 46
Old : 12,935: 2,715 911 0 9,954 11,978 12,669 12,889: 266 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 245: 354 422 0 -128 -61 226 361: 19 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 7.0 0.0 77.0 92.6 97.9 99.6: 2.1 0.4
Old : 100.0: 21.0 7.0 0.0 77.0 92.6 97.9 99.6: 2.1 0.4
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 : 31: 6 8 0 4 13 10 21:
Old : 31: 6 8 0 4 13 10 21:
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 : 89.0 70.2 97.3 84.5 89.0 70.2 97.3 84.5
Old : 89.0 70.2 97.3 84.5 89.0 70.2 97.3 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2012