WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 28, 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 : 446,757: 91,830 142,027 73,225 244,615 180,322 409,670 395,574: 37,087 51,183
Old : 202,641: 72,490 90,608 6,517 104,373 85,512 183,380 182,637: 19,261 20,004
Other: 244,116: 56,059 88,138 29,989 140,242 94,810 226,290 212,937: 17,826 31,179
: : :
: : Changes in Commitments from: February 21, 2012 :
: -17,057: -1,607 -8,082 -4,837 -9,441 -1,191 -15,885 -14,110: -1,172 -2,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 31.8 16.4 54.8 40.4 91.7 88.5: 8.3 11.5
Old : 100.0: 35.8 44.7 3.2 51.5 42.2 90.5 90.1: 9.5 9.9
Other: 100.0: 23.0 36.1 12.3 57.4 38.8 92.7 87.2: 7.3 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 111 135 140 82 105 283 307:
Old : 323: 121 94 30 58 80 194 189:
Other: 296: 63 118 69 61 91 179 231:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 16.8 37.6 24.9 22.6 15.0 34.9 21.2
Old : 27.5 29.4 39.5 42.5 27.4 29.1 39.3 40.8
Other: 28.9 13.5 46.1 22.5 28.6 11.9 44.6 19.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 28, 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 : 1,281,619: 362,404 113,300 207,783 578,248 715,596 1,148,435 1,036,679: 133,184 244,940
Old : 933,503: 310,790 115,068 112,262 413,010 533,453 836,062 760,783: 97,441 172,720
Other: 348,116: 134,093 80,711 13,042 165,238 182,143 312,373 275,896: 35,743 72,220
: : :
: : Changes in Commitments from: February 21, 2012 :
: -30,894: 12,620 -22,839 -14,321 -30,994 8,889 -32,695 -28,271: 1,801 -2,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 8.8 16.2 45.1 55.8 89.6 80.9: 10.4 19.1
Old : 100.0: 33.3 12.3 12.0 44.2 57.1 89.6 81.5: 10.4 18.5
Other: 100.0: 38.5 23.2 3.7 47.5 52.3 89.7 79.3: 10.3 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 679: 194 117 191 189 296 474 542:
Old : 656: 186 117 152 172 282 426 502:
Other: 501: 84 115 53 106 246 227 383:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.9 22.2 19.4 12.3 7.7 19.8 13.3
Old : 14.5 12.9 26.0 20.1 14.4 10.0 23.9 15.1
Other: 25.3 22.5 39.1 29.1 20.9 14.6 31.5 21.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 28, 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 : 11,036: 2,002 1,544 88 6,934 7,851 9,024 9,483: 2,012 1,553
Old : 8,823: 1,834 1,335 0 5,376 6,250 7,210 7,585: 1,613 1,238
Other: 2,213: 254 295 2 1,558 1,601 1,814 1,898: 399 315
: : :
: : Changes in Commitments from: February 21, 2012 :
: -360: -590 134 14 -20 -473 -596 -325: 236 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.0 0.8 62.8 71.1 81.8 85.9: 18.2 14.1
Old : 100.0: 20.8 15.1 0.0 60.9 70.8 81.7 86.0: 18.3 14.0
Other: 100.0: 11.5 13.3 0.1 70.4 72.3 82.0 85.8: 18.0 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 10 2 15 10 26 20:
Old : 35: 9 9 0 14 7 23 16:
Other: 18: 5 1 1 11 7 16 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 : 30.4 73.3 49.9 80.4 29.8 65.9 49.1 72.7
Old : 31.8 75.9 51.9 81.9 31.2 68.9 51.2 74.9
Other: 46.9 81.5 70.2 85.7 46.0 80.1 66.9 80.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 28, 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 : 540,310: 175,345 48,788 83,022 231,200 326,042 489,567 457,852: 50,743 82,458
Old : 390,315: 145,342 57,478 41,305 167,868 239,942 354,515 338,725: 35,800 51,590
Other: 149,995: 56,674 17,981 15,046 63,332 86,100 135,052 119,127: 14,943 30,868
: : :
: : Changes in Commitments from: February 21, 2012 :
: -3,833: 15,261 -4,267 -5,202 -15,195 7,870 -5,136 -1,599: 1,303 -2,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 9.0 15.4 42.8 60.3 90.6 84.7: 9.4 15.3
Old : 100.0: 37.2 14.7 10.6 43.0 61.5 90.8 86.8: 9.2 13.2
Other: 100.0: 37.8 12.0 10.0 42.2 57.4 90.0 79.4: 10.0 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 504: 188 97 176 108 170 389 387:
Old : 488: 180 101 124 94 154 342 337:
Other: 328: 95 69 62 64 133 196 238:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 18.4 23.1 27.5 12.4 14.9 20.3 23.4
Old : 16.0 20.0 25.3 31.3 16.0 19.2 24.9 30.1
Other: 26.5 23.5 39.9 32.9 23.4 18.8 33.5 25.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 28, 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 : 307,258: 80,300 51,882 41,439 148,635 187,719 270,374 281,040: 36,884 26,218
Old : 253,312: 77,426 55,820 24,885 120,550 150,503 222,861 231,208: 30,451 22,104
Other: 53,946: 12,349 5,537 7,079 28,085 37,216 47,513 49,832: 6,433 4,114
: : :
: : Changes in Commitments from: February 21, 2012 :
: -6,506: 5,011 -4,092 797 -14,465 409 -8,657 -2,886: 2,151 -3,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 16.9 13.5 48.4 61.1 88.0 91.5: 12.0 8.5
Old : 100.0: 30.6 22.0 9.8 47.6 59.4 88.0 91.3: 12.0 8.7
Other: 100.0: 22.9 10.3 13.1 52.1 69.0 88.1 92.4: 11.9 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 88 55 87 63 67 206 186:
Old : 261: 86 65 76 58 67 192 181:
Other: 105: 31 22 14 36 29 75 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 : 14.9 25.0 25.4 36.3 14.1 23.2 23.1 33.5
Old : 16.8 25.9 27.3 35.3 16.4 25.6 25.9 34.7
Other: 24.7 40.9 44.7 60.0 21.9 40.6 36.8 54.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 28, 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 : 643,524: 69,566 87,171 4,790 401,841 392,741 476,197 484,702: 167,327 158,822
Old : 643,524: 69,566 87,171 4,790 401,841 392,741 476,197 484,702: 167,327 158,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 45,351: -4,929 -5,229 -1,890 21,413 44,368 14,594 37,249: 30,757 8,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.5 0.7 62.4 61.0 74.0 75.3: 26.0 24.7
Old : 100.0: 10.8 13.5 0.7 62.4 61.0 74.0 75.3: 26.0 24.7
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 : 155: 27 33 13 75 67 111 104:
Old : 155: 27 33 13 75 67 111 104:
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 : 19.9 21.7 28.8 32.8 18.1 19.0 23.8 28.4
Old : 19.9 21.7 28.8 32.8 18.1 19.0 23.8 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, February 28, 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 : 405,258: 43,947 33,683 6,264 292,710 317,433 342,921 357,380: 62,337 47,878
Old : 405,258: 43,947 33,683 6,264 292,710 317,433 342,921 357,380: 62,337 47,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 29,520: -3,158 1,934 884 26,857 29,084 24,583 31,902: 4,937 -2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.3 1.5 72.2 78.3 84.6 88.2: 15.4 11.8
Old : 100.0: 10.8 8.3 1.5 72.2 78.3 84.6 88.2: 15.4 11.8
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 : 67: 7 9 5 41 35 51 46:
Old : 67: 7 9 5 41 35 51 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 : 23.5 46.7 41.5 62.7 20.8 40.6 35.2 53.5
Old : 23.5 46.7 41.5 62.7 20.8 40.6 35.2 53.5
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 - Futures Only, February 28, 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 : 11,383: 1,484 206 1,648 7,536 8,883 10,668 10,737: 715 646
Old : 11,383: 1,484 206 1,648 7,536 8,883 10,668 10,737: 715 646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 115: 151 0 -6 22 137 167 131: -52 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 1.8 14.5 66.2 78.0 93.7 94.3: 6.3 5.7
Old : 100.0: 13.0 1.8 14.5 66.2 78.0 93.7 94.3: 6.3 5.7
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 : 42: 12 2 6 21 25 36 32:
Old : 42: 12 2 6 21 25 36 32:
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 : 48.5 48.8 66.7 69.1 12.5 14.8 17.9 21.1
Old : 48.5 48.8 66.7 69.1 12.5 14.8 17.9 21.1
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 28, 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 : 189,803: 52,112 20,653 27,261 72,972 117,290 152,345 165,204: 37,458 24,599
Old : 153,864: 46,823 20,904 18,040 57,269 94,942 122,132 133,886: 31,732 19,978
Other: 35,939: 7,679 2,139 6,831 15,703 22,348 30,213 31,318: 5,726 4,621
: : :
: : Changes in Commitments from: February 21, 2012 :
: 6,189: 9,626 -8,026 3,460 -11,012 10,036 2,074 5,470: 4,115 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 10.9 14.4 38.4 61.8 80.3 87.0: 19.7 13.0
Old : 100.0: 30.4 13.6 11.7 37.2 61.7 79.4 87.0: 20.6 13.0
Other: 100.0: 21.4 6.0 19.0 43.7 62.2 84.1 87.1: 15.9 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 58 33 47 58 66 147 132:
Old : 189: 56 38 38 56 62 138 122:
Other: 96: 27 11 17 37 32 72 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 : 13.2 27.9 23.3 40.0 11.7 24.6 20.0 32.2
Old : 12.8 27.6 23.9 38.9 12.2 24.5 21.5 32.7
Other: 32.8 37.4 48.8 55.0 31.9 33.8 38.8 45.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 28, 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 : 15,650: 3,269 5,893 1,982 7,474 5,647 12,725 13,522: 2,925 2,128
Old : 14,921: 3,478 5,892 1,699 7,084 5,249 12,261 12,840: 2,660 2,081
Other: 729: 63 273 11 390 398 464 682: 265 47
: : :
: : Changes in Commitments from: February 21, 2012 :
: 480: -225 161 748 -274 -527 249 382: 231 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 37.7 12.7 47.8 36.1 81.3 86.4: 18.7 13.6
Old : 100.0: 23.3 39.5 11.4 47.5 35.2 82.2 86.1: 17.8 13.9
Other: 100.0: 8.6 37.4 1.5 53.5 54.6 63.6 93.6: 36.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 22 26 17 21 17 56 51:
Old : 83: 24 25 16 18 16 53 49:
Other: 20: 3 5 2 5 7 9 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 : 30.6 21.8 44.3 38.0 30.3 20.1 44.1 34.6
Old : 32.1 21.4 46.5 38.3 32.1 20.4 46.5 36.2
Other: 56.5 65.6 63.5 87.5 56.5 65.6 62.1 87.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 28, 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 : 928,498: 193,066 167,879 19,466 588,531 622,111 801,063 809,456: 127,435 119,042
Old : 928,498: 193,066 167,879 19,466 588,531 622,111 801,063 809,456: 127,435 119,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 67,695: 3,871 5,415 5,577 44,731 43,662 54,179 54,654: 13,516 13,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.1 2.1 63.4 67.0 86.3 87.2: 13.7 12.8
Old : 100.0: 20.8 18.1 2.1 63.4 67.0 86.3 87.2: 13.7 12.8
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 : 205: 40 35 20 97 95 144 144:
Old : 205: 40 35 20 97 95 144 144:
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 : 20.3 31.9 33.8 43.6 17.4 24.6 30.2 35.4
Old : 20.3 31.9 33.8 43.6 17.4 24.6 30.2 35.4
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 28, 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 : 1,901,149: 210,504 233,000 47,030 1,331,129 1,268,361 1,588,663 1,548,391: 312,486 352,758
Old : 1,901,149: 210,504 233,000 47,030 1,331,129 1,268,361 1,588,663 1,548,391: 312,486 352,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 18,549: -7,382 -50,171 24,554 -36,361 11,105 -19,189 -14,512: 37,738 33,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.3 2.5 70.0 66.7 83.6 81.4: 16.4 18.6
Old : 100.0: 11.1 12.3 2.5 70.0 66.7 83.6 81.4: 16.4 18.6
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 : 259: 41 55 35 114 136 172 209:
Old : 259: 41 55 35 114 136 172 209:
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 : 31.4 28.3 40.3 35.2 31.0 24.5 38.5 31.0
Old : 31.4 28.3 40.3 35.2 31.0 24.5 38.5 31.0
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 28, 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 : 1,437,506: 344,878 140,121 30,842 824,664 1,028,831 1,200,384 1,199,794: 237,122 237,712
Old : 1,437,506: 344,878 140,121 30,842 824,664 1,028,831 1,200,384 1,199,794: 237,122 237,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 32,962: -25,744 -10,396 19,402 18,554 28,706 12,212 37,712: 20,750 -4,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 9.7 2.1 57.4 71.6 83.5 83.5: 16.5 16.5
Old : 100.0: 24.0 9.7 2.1 57.4 71.6 83.5 83.5: 16.5 16.5
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 : 177: 34 27 20 80 94 124 131:
Old : 177: 34 27 20 80 94 124 131:
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 : 30.0 27.7 40.8 36.7 27.5 26.9 35.8 33.7
Old : 30.0 27.7 40.8 36.7 27.5 26.9 35.8 33.7
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, February 28, 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 : 566,181: 85,342 73,312 73,427 375,887 379,611 534,656 526,350: 31,525 39,831
Old : 566,181: 85,342 73,312 73,427 375,887 379,611 534,656 526,350: 31,525 39,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 19,661: 3,353 1,658 3,498 12,067 13,155 18,918 18,311: 743 1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.9 13.0 66.4 67.0 94.4 93.0: 5.6 7.0
Old : 100.0: 15.1 12.9 13.0 66.4 67.0 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 : 91: 21 19 23 45 50 74 84:
Old : 91: 21 19 23 45 50 74 84:
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 : 42.4 33.6 55.9 51.9 32.5 23.1 37.5 32.7
Old : 42.4 33.6 55.9 51.9 32.5 23.1 37.5 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 28, 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 : 55,949: 21,253 5,789 410 27,490 44,577 49,152 50,776: 6,797 5,173
Old : 55,949: 21,253 5,789 410 27,490 44,577 49,152 50,776: 6,797 5,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 2,792: 1,943 706 336 475 1,662 2,754 2,703: 39 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 10.3 0.7 49.1 79.7 87.9 90.8: 12.1 9.2
Old : 100.0: 38.0 10.3 0.7 49.1 79.7 87.9 90.8: 12.1 9.2
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 : 100: 28 16 7 32 29 64 48:
Old : 100: 28 16 7 32 29 64 48:
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 : 30.4 55.1 44.5 65.6 30.4 55.1 44.5 65.5
Old : 30.4 55.1 44.5 65.6 30.4 55.1 44.5 65.5
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 28, 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 : 111,897: 42,505 11,577 820 54,979 89,154 98,304 101,551: 13,593 10,346
Old : 111,897: 42,505 11,577 820 54,979 89,154 98,304 101,551: 13,593 10,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 5,584: 3,886 1,411 671 950 3,323 5,507 5,405: 77 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 10.3 0.7 49.1 79.7 87.9 90.8: 12.1 9.2
Old : 100.0: 38.0 10.3 0.7 49.1 79.7 87.9 90.8: 12.1 9.2
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 : 100: 28 16 7 32 29 64 48:
Old : 100: 28 16 7 32 29 64 48:
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 : 30.4 55.1 44.5 65.6 30.4 55.1 44.5 65.5
Old : 30.4 55.1 44.5 65.6 30.4 55.1 44.5 65.5
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 28, 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 : 16,968: 14,476 7,057 1,078 1,361 8,830 16,915 16,965: 53 3
Old : 16,968: 14,476 7,057 1,078 1,361 8,830 16,915 16,965: 53 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 449: 443 339 13 0 220 456 572: -7 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 41.6 6.4 8.0 52.0 99.7 100.0: 0.3 0.0
Old : 100.0: 85.3 41.6 6.4 8.0 52.0 99.7 100.0: 0.3 0.0
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 : 26: 12 10 3 1 3 15 14:
Old : 26: 12 10 3 1 3 15 14:
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 : 82.5 76.4 95.5 90.9 82.5 74.2 91.7 85.9
Old : 82.5 76.4 95.5 90.9 82.5 74.2 91.7 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, February 28, 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 : 10,650: 2,887 205 110 7,369 10,233 10,366 10,548: 284 102
Old : 10,650: 2,887 205 110 7,369 10,233 10,366 10,548: 284 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 96: 208 -89 100 -219 88 89 99: 7 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 1.9 1.0 69.2 96.1 97.3 99.0: 2.7 1.0
Old : 100.0: 27.1 1.9 1.0 69.2 96.1 97.3 99.0: 2.7 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 : 29: 10 3 2 6 11 16 16:
Old : 29: 10 3 2 6 11 16 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 : 74.9 89.0 91.1 94.9 74.8 89.0 90.1 94.8
Old : 74.9 89.0 91.1 94.9 74.8 89.0 90.1 94.8
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 28, 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 : 12,017: 3,045 564 12 8,708 11,345 11,765 11,921: 252 96
Old : 12,017: 3,045 564 12 8,708 11,345 11,765 11,921: 252 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -918: 330 -347 12 -1,246 -633 -904 -968: -14 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 4.7 0.1 72.5 94.4 97.9 99.2: 2.1 0.8
Old : 100.0: 25.3 4.7 0.1 72.5 94.4 97.9 99.2: 2.1 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 : 31: 6 8 1 4 13 11 21:
Old : 31: 6 8 1 4 13 11 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 : 87.3 68.9 97.2 85.1 87.3 68.9 97.2 85.1
Old : 87.3 68.9 97.2 85.1 87.3 68.9 97.2 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012