WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 20, 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 : 447,102: 92,536 130,924 79,083 236,280 185,343 407,899 395,350: 39,203 51,752
Old : 185,884: 67,575 78,623 7,600 92,317 80,214 167,492 166,437: 18,392 19,447
Other: 261,218: 58,945 86,285 37,499 143,963 105,129 240,407 228,913: 20,811 32,305
: : :
: : Changes in Commitments from: March 13, 2012 :
: 5,633: -1,120 -3,897 1,622 5,306 9,150 5,808 6,875: -175 -1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 29.3 17.7 52.8 41.5 91.2 88.4: 8.8 11.6
Old : 100.0: 36.4 42.3 4.1 49.7 43.2 90.1 89.5: 9.9 10.5
Other: 100.0: 22.6 33.0 14.4 55.1 40.2 92.0 87.6: 8.0 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 109 138 139 80 103 280 305:
Old : 323: 122 96 27 47 65 182 175:
Other: 300: 68 113 75 63 95 185 235:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 15.9 37.9 24.3 22.4 13.8 34.9 20.5
Old : 32.1 29.2 43.6 41.2 31.9 29.2 43.4 41.2
Other: 29.4 13.7 42.9 23.4 29.0 12.1 40.7 20.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 20, 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 : 1,324,553: 391,254 79,542 228,627 569,311 770,797 1,189,192 1,078,966: 135,361 245,587
Old : 924,978: 336,390 102,921 110,132 384,357 551,414 830,879 764,467: 94,099 160,511
Other: 399,575: 158,706 80,463 14,653 184,954 219,383 358,313 314,499: 41,262 85,076
: : :
: : Changes in Commitments from: March 13, 2012 :
: 2,214: 9,242 -15,043 -1,949 -6,232 19,708 1,061 2,716: 1,153 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 6.0 17.3 43.0 58.2 89.8 81.5: 10.2 18.5
Old : 100.0: 36.4 11.1 11.9 41.6 59.6 89.8 82.6: 10.2 17.4
Other: 100.0: 39.7 20.1 3.7 46.3 54.9 89.7 78.7: 10.3 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 708: 212 124 191 181 322 471 569:
Old : 681: 195 132 142 149 304 399 525:
Other: 548: 108 115 53 108 275 248 413:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 12.3 22.4 18.8 12.5 8.8 19.9 14.7
Old : 15.4 11.9 26.9 18.7 15.0 10.6 24.2 16.2
Other: 22.6 21.9 35.5 29.2 18.5 15.1 29.1 22.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 20, 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 : 10,477: 1,829 988 136 6,530 7,675 8,495 8,799: 1,982 1,678
Old : 6,215: 1,696 712 0 3,192 4,347 4,888 5,059: 1,327 1,156
Other: 4,262: 253 396 16 3,338 3,328 3,607 3,740: 655 522
: : :
: : Changes in Commitments from: March 13, 2012 :
: -924: -123 -1,766 -6 -486 1,283 -615 -489: -309 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 9.4 1.3 62.3 73.3 81.1 84.0: 18.9 16.0
Old : 100.0: 27.3 11.5 0.0 51.4 69.9 78.6 81.4: 21.4 18.6
Other: 100.0: 5.9 9.3 0.4 78.3 78.1 84.6 87.8: 15.4 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 9 11 4 16 12 28 24:
Old : 36: 8 10 0 11 8 19 18:
Other: 24: 5 4 2 14 9 20 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 : 31.8 66.4 53.9 74.5 31.3 61.1 50.8 66.8
Old : 38.9 60.4 57.4 70.9 38.9 60.4 57.4 70.9
Other: 48.8 82.1 72.4 86.8 48.5 74.1 67.1 78.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 20, 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 : 640,011: 241,330 41,319 92,035 248,051 415,053 581,416 548,407: 58,595 91,604
Old : 395,607: 194,983 55,140 25,240 139,780 267,099 360,003 347,479: 35,604 48,128
Other: 244,404: 78,023 17,855 35,119 108,271 147,954 221,413 200,928: 22,991 43,476
: : :
: : Changes in Commitments from: March 13, 2012 :
: 36,693: 24,859 -2,396 2,476 5,795 31,149 33,130 31,229: 3,563 5,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 6.5 14.4 38.8 64.9 90.8 85.7: 9.2 14.3
Old : 100.0: 49.3 13.9 6.4 35.3 67.5 91.0 87.8: 9.0 12.2
Other: 100.0: 31.9 7.3 14.4 44.3 60.5 90.6 82.2: 9.4 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 537: 221 93 171 138 184 430 399:
Old : 506: 196 106 92 86 168 328 327:
Other: 384: 115 72 87 109 158 270 284:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 19.9 19.6 30.1 10.7 16.7 17.8 26.3
Old : 14.4 23.2 23.7 34.3 14.3 23.1 23.2 33.5
Other: 17.6 26.5 30.4 35.6 16.3 21.8 25.9 28.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 20, 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 : 17,330: 13,746 424 420 105 3,026 14,271 3,870: 3,059 13,460
Old : 6,027: 3,621 355 167 105 954 3,893 1,476: 2,134 4,551
Other: 11,303: 10,327 271 51 0 2,072 10,378 2,394: 925 8,909
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,264: 1,117 214 -185 -46 553 886 582: 378 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 2.4 2.4 0.6 17.5 82.3 22.3: 17.7 77.7
Old : 100.0: 60.1 5.9 2.8 1.7 15.8 64.6 24.5: 35.4 75.5
Other: 100.0: 91.4 2.4 0.5 0.0 18.3 91.8 21.2: 8.2 78.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 2 8 1 7 14 17:
Old : 21: 11 4 4 1 6 13 13:
Other: 19: 10 2 4 0 7 10 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 : 54.2 13.1 73.2 19.0 54.0 13.1 72.3 18.4
Old : 48.8 14.3 60.5 21.3 48.8 14.3 59.2 21.0
Other: 62.5 14.1 87.8 19.8 62.5 14.1 87.4 19.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 20, 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 : 346,344: 96,109 62,420 39,461 172,378 218,610 307,948 320,491: 38,396 25,853
Old : 263,269: 91,140 64,259 15,740 126,130 163,308 233,010 243,307: 30,259 19,962
Other: 83,075: 17,235 10,427 11,455 46,248 55,302 74,938 77,184: 8,137 5,891
: : :
: : Changes in Commitments from: March 13, 2012 :
: 6,672: 4,153 -3,734 1,181 932 9,573 6,266 7,020: 406 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 18.0 11.4 49.8 63.1 88.9 92.5: 11.1 7.5
Old : 100.0: 34.6 24.4 6.0 47.9 62.0 88.5 92.4: 11.5 7.6
Other: 100.0: 20.7 12.6 13.8 55.7 66.6 90.2 92.9: 9.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 103 57 72 62 65 203 171:
Old : 259: 101 66 50 59 62 184 157:
Other: 124: 44 20 19 36 37 88 70:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 26.9 23.2 38.7 12.0 24.8 19.8 34.1
Old : 15.6 29.1 24.7 39.2 14.2 28.5 21.7 38.3
Other: 24.5 39.6 39.8 59.4 19.6 38.6 33.7 53.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 20, 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 : 573,955: 47,889 102,113 3,490 397,185 331,114 448,564 436,717: 125,391 137,238
Old : 573,955: 47,889 102,113 3,490 397,185 331,114 448,564 436,717: 125,391 137,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -19,546: -15,928 9,217 -559 8,204 -13,796 -8,283 -5,138: -11,263 -14,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 17.8 0.6 69.2 57.7 78.2 76.1: 21.8 23.9
Old : 100.0: 8.3 17.8 0.6 69.2 57.7 78.2 76.1: 21.8 23.9
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 : 172: 27 37 12 75 77 111 117:
Old : 172: 27 37 12 75 77 111 117:
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 : 18.7 20.8 29.5 32.2 16.0 17.5 23.4 27.0
Old : 18.7 20.8 29.5 32.2 16.0 17.5 23.4 27.0
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, March 20, 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 : 356,745: 41,024 24,769 910 254,500 277,639 296,434 303,318: 60,311 53,427
Old : 356,745: 41,024 24,769 910 254,500 277,639 296,434 303,318: 60,311 53,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 5,696: 1,110 -4,176 21 7,545 12,502 8,676 8,347: -2,980 -2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 6.9 0.3 71.3 77.8 83.1 85.0: 16.9 15.0
Old : 100.0: 11.5 6.9 0.3 71.3 77.8 83.1 85.0: 16.9 15.0
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 : 65: 6 7 4 37 40 45 49:
Old : 65: 6 7 4 37 40 45 49:
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 44.5 44.6 59.3 23.5 43.4 40.1 57.9
Old : 26.0 44.5 44.6 59.3 23.5 43.4 40.1 57.9
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, March 20, 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 : 11,103: 1,969 269 1,422 7,124 8,945 10,515 10,636: 588 467
Old : 11,103: 1,969 269 1,422 7,124 8,945 10,515 10,636: 588 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 8: 389 -181 -73 -405 173 -89 -81: 97 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 2.4 12.8 64.2 80.6 94.7 95.8: 5.3 4.2
Old : 100.0: 17.7 2.4 12.8 64.2 80.6 94.7 95.8: 5.3 4.2
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 : 41: 11 5 5 20 23 34 31:
Old : 41: 11 5 5 20 23 34 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 : 44.0 45.1 63.3 62.2 14.4 12.2 20.2 19.0
Old : 44.0 45.1 63.3 62.2 14.4 12.2 20.2 19.0
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, March 20, 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 : 237,159: 89,420 14,718 25,932 81,737 178,085 197,089 218,735: 40,070 18,424
Old : 184,814: 79,326 16,851 13,134 59,731 140,315 152,191 170,300: 32,623 14,514
Other: 52,345: 15,962 3,735 6,930 22,006 37,770 44,898 48,435: 7,447 3,910
: : :
: : Changes in Commitments from: March 13, 2012 :
: 14,722: 7,734 -2,356 3,697 4,377 13,523 15,808 14,864: -1,086 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 6.2 10.9 34.5 75.1 83.1 92.2: 16.9 7.8
Old : 100.0: 42.9 9.1 7.1 32.3 75.9 82.3 92.1: 17.7 7.9
Other: 100.0: 30.5 7.1 13.2 42.0 72.2 85.8 92.5: 14.2 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 81 30 49 61 70 171 133:
Old : 207: 74 39 40 57 67 153 129:
Other: 114: 40 12 20 37 39 88 63:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 36.3 22.6 50.0 10.7 29.9 18.1 39.0
Old : 12.6 37.0 22.6 49.2 12.6 33.3 21.6 42.3
Other: 31.6 46.8 44.5 65.8 30.2 40.5 40.3 56.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 20, 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 : 14,603: 4,164 6,299 614 6,963 5,705 11,741 12,618: 2,862 1,985
Old : 13,527: 4,495 6,289 176 6,421 5,198 11,092 11,663: 2,435 1,864
Other: 1,076: 91 432 16 542 507 649 955: 427 121
: : :
: : Changes in Commitments from: March 13, 2012 :
: -198: 194 -30 -108 -274 118 -188 -20: -10 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 43.1 4.2 47.7 39.1 80.4 86.4: 19.6 13.6
Old : 100.0: 33.2 46.5 1.3 47.5 38.4 82.0 86.2: 18.0 13.8
Other: 100.0: 8.5 40.1 1.5 50.4 47.1 60.3 88.8: 39.7 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 23 25 9 21 19 49 51:
Old : 81: 26 24 7 17 16 45 46:
Other: 25: 6 4 2 8 8 14 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 : 29.3 23.8 44.4 40.2 28.7 21.1 43.9 36.8
Old : 31.6 25.5 47.7 42.9 31.5 25.5 47.6 42.9
Other: 47.1 66.8 56.7 84.6 45.6 66.8 55.2 84.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 20, 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 : 843,092: 162,179 195,327 20,227 564,912 508,552 747,318 724,106: 95,774 118,986
Old : 843,092: 162,179 195,327 20,227 564,912 508,552 747,318 724,106: 95,774 118,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 15,427: -18,313 29,294 -2,248 36,386 -19,475 15,825 7,571: -398 7,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 23.2 2.4 67.0 60.3 88.6 85.9: 11.4 14.1
Old : 100.0: 19.2 23.2 2.4 67.0 60.3 88.6 85.9: 11.4 14.1
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 : 202: 31 41 17 97 92 135 143:
Old : 202: 31 41 17 97 92 135 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 32.6 38.5 40.9 25.3 29.9 36.3 35.8
Old : 25.4 32.6 38.5 40.9 25.3 29.9 36.3 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, March 20, 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 : 1,786,732: 205,115 385,287 26,602 1,317,802 1,042,167 1,549,519 1,454,056: 237,213 332,676
Old : 1,786,732: 205,115 385,287 26,602 1,317,802 1,042,167 1,549,519 1,454,056: 237,213 332,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -9,048: -12,653 90,230 -827 43,282 -87,971 29,802 1,432: -38,850 -10,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 21.6 1.5 73.8 58.3 86.7 81.4: 13.3 18.6
Old : 100.0: 11.5 21.6 1.5 73.8 58.3 86.7 81.4: 13.3 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 : 292: 42 69 32 122 132 181 216:
Old : 292: 42 69 32 122 132 181 216:
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 : 33.1 25.1 41.4 33.2 32.7 22.5 39.7 29.3
Old : 33.1 25.1 41.4 33.2 32.7 22.5 39.7 29.3
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, March 20, 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 : 1,415,106: 278,363 198,861 10,612 953,000 940,955 1,241,975 1,150,428: 173,131 264,678
Old : 1,415,106: 278,363 198,861 10,612 953,000 940,955 1,241,975 1,150,428: 173,131 264,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 34,310: -34,708 28,374 1,083 88,501 -10,812 54,876 18,645: -20,566 15,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 14.1 0.7 67.3 66.5 87.8 81.3: 12.2 18.7
Old : 100.0: 19.7 14.1 0.7 67.3 66.5 87.8 81.3: 12.2 18.7
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 : 193: 31 35 13 80 96 115 140:
Old : 193: 31 35 13 80 96 115 140:
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 : 33.7 27.6 43.7 36.9 30.6 26.5 39.9 35.0
Old : 33.7 27.6 43.7 36.9 30.6 26.5 39.9 35.0
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, March 20, 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 : 553,560: 83,977 78,049 71,252 374,001 362,842 529,230 512,143: 24,330 41,417
Old : 553,560: 83,977 78,049 71,252 374,001 362,842 529,230 512,143: 24,330 41,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 22,806: 5,678 -896 7,199 13,474 17,470 26,351 23,773: -3,545 -967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 14.1 12.9 67.6 65.5 95.6 92.5: 4.4 7.5
Old : 100.0: 15.2 14.1 12.9 67.6 65.5 95.6 92.5: 4.4 7.5
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 : 88: 20 16 25 45 50 73 83:
Old : 88: 20 16 25 45 50 73 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 : 43.2 31.8 58.6 49.3 34.0 19.7 38.5 30.1
Old : 43.2 31.8 58.6 49.3 34.0 19.7 38.5 30.1
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, March 20, 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 : 53,205: 21,690 6,752 3 24,827 41,705 46,520 48,460: 6,686 4,745
Old : 53,205: 21,690 6,752 3 24,827 41,705 46,520 48,460: 6,686 4,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -42,424: -1,897 1,109 -6,848 -30,143 -34,003 -38,887 -39,742: -3,537 -2,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 12.7 0.0 46.7 78.4 87.4 91.1: 12.6 8.9
Old : 100.0: 40.8 12.7 0.0 46.7 78.4 87.4 91.1: 12.6 8.9
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 : 99: 31 15 2 28 30 61 45:
Old : 99: 31 15 2 28 30 61 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 : 26.8 41.1 42.6 57.1 26.8 41.1 42.6 56.9
Old : 26.8 41.1 42.6 57.1 26.8 41.1 42.6 56.9
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, March 20, 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 : 106,410: 43,379 13,504 6 49,654 83,410 93,039 96,920: 13,371 9,490
Old : 106,410: 43,379 13,504 6 49,654 83,410 93,039 96,920: 13,371 9,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -44,731: -3,786 963 -4,194 -33,630 -39,096 -41,610 -42,327: -3,121 -2,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 12.7 0.0 46.7 78.4 87.4 91.1: 12.6 8.9
Old : 100.0: 40.8 12.7 0.0 46.7 78.4 87.4 91.1: 12.6 8.9
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 : 99: 31 15 2 28 30 61 45:
Old : 99: 31 15 2 28 30 61 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 : 26.8 41.1 42.6 57.1 26.8 41.1 42.6 56.9
Old : 26.8 41.1 42.6 57.1 26.8 41.1 42.6 56.9
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, March 20, 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 : 18,831: 14,303 7,592 3,077 1,398 8,119 18,778 18,788: 53 43
Old : 18,831: 14,303 7,592 3,077 1,398 8,119 18,778 18,788: 53 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,461: -216 -181 1,638 37 1 1,459 1,458: 2 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 40.3 16.3 7.4 43.1 99.7 99.8: 0.3 0.2
Old : 100.0: 76.0 40.3 16.3 7.4 43.1 99.7 99.8: 0.3 0.2
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 : 24: 11 9 5 3 3 16 15:
Old : 24: 11 9 5 3 3 16 15:
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 : 79.7 69.9 93.9 86.7 74.7 68.2 82.0 78.7
Old : 79.7 69.9 93.9 86.7 74.7 68.2 82.0 78.7
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, March 20, 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 : 8,643: 2,608 332 41 5,834 8,119 8,483 8,492: 160 151
Old : 8,643: 2,608 332 41 5,834 8,119 8,483 8,492: 160 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -672: 659 42 -4 -1,258 -756 -603 -718: -69 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.8 0.5 67.5 93.9 98.1 98.3: 1.9 1.7
Old : 100.0: 30.2 3.8 0.5 67.5 93.9 98.1 98.3: 1.9 1.7
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 : 27: 6 5 1 5 12 12 17:
Old : 27: 6 5 1 5 12 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 77.7 96.6 90.4 84.0 77.7 96.6 90.3
Old : 84.0 77.7 96.6 90.4 84.0 77.7 96.6 90.3
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, March 20, 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 : 7,047: 2,030 353 0 4,846 6,594 6,876 6,947: 171 100
Old : 7,047: 2,030 353 0 4,846 6,594 6,876 6,947: 171 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -1,488: -507 -129 0 -864 -1,367 -1,371 -1,496: -117 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.0 0.0 68.8 93.6 97.6 98.6: 2.4 1.4
Old : 100.0: 28.8 5.0 0.0 68.8 93.6 97.6 98.6: 2.4 1.4
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 : 26: 5 5 0 4 12 9 17:
Old : 26: 5 5 0 4 12 9 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.0 68.6 97.2 86.0 89.0 68.6 97.2 86.0
Old : 89.0 68.6 97.2 86.0 89.0 68.6 97.2 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012