WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 463,614: 72,877 112,442 117,092 237,822 176,365 427,791 405,899: 35,823 57,715
Old : 300,947: 68,074 83,206 63,139 143,951 121,060 275,164 267,405: 25,784 33,542
Other: 162,667: 27,884 52,317 30,872 93,871 55,305 152,628 138,494: 10,039 24,172
: : :
: : Changes in Commitments from: December 27, 2011 :
: 12,193: -793 -5,384 13,502 -1,622 3,592 11,088 11,710: 1,105 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 24.3 25.3 51.3 38.0 92.3 87.6: 7.7 12.4
Old : 100.0: 22.6 27.6 21.0 47.8 40.2 91.4 88.9: 8.6 11.1
Other: 100.0: 17.1 32.2 19.0 57.7 34.0 93.8 85.1: 6.2 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 106 150 168 92 112 299 342:
Old : 371: 113 135 128 79 101 267 293:
Other: 250: 59 87 75 57 86 157 212:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 10.5 34.0 16.8 20.9 8.9 31.7 13.9
Old : 23.2 13.7 32.9 21.6 23.0 12.2 31.6 19.7
Other: 29.2 11.3 44.8 19.8 25.7 8.7 41.3 15.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 1,615,568: 317,297 112,994 443,612 687,905 777,710 1,448,813 1,334,315: 166,754 281,252
Old : 1,299,690: 289,718 110,714 342,055 526,417 621,866 1,158,190 1,074,636: 141,501 225,055
Other: 315,877: 77,685 52,385 51,451 161,488 155,844 290,624 259,680: 25,254 56,198
: : :
: : Changes in Commitments from: December 27, 2011 :
: 56,650: 18,856 -27,360 35,917 3,701 38,575 58,475 47,131: -1,825 9,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.0 27.5 42.6 48.1 89.7 82.6: 10.3 17.4
Old : 100.0: 22.3 8.5 26.3 40.5 47.8 89.1 82.7: 10.9 17.3
Other: 100.0: 24.6 16.6 16.3 51.1 49.3 92.0 82.2: 8.0 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 160 192 242 241 320 539 630:
Old : 709: 158 188 216 234 314 512 606:
Other: 474: 82 100 89 100 249 226 398:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 8.9 19.8 13.8 10.1 6.8 14.8 10.6
Old : 12.3 8.9 20.3 13.9 11.2 7.5 16.6 11.8
Other: 23.7 17.0 35.4 25.0 17.0 10.5 24.7 17.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,096: 2,167 2,475 790 9,058 8,759 12,015 12,025: 2,081 2,072
Old : 13,639: 2,244 2,475 655 8,784 8,478 11,683 11,608: 1,956 2,031
Other: 457: 0 78 58 274 282 332 417: 125 40
: : :
: : Changes in Commitments from: December 27, 2011 :
: 338: -62 379 62 165 -228 165 213: 174 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.6 5.6 64.3 62.1 85.2 85.3: 14.8 14.7
Old : 100.0: 16.5 18.1 4.8 64.4 62.2 85.7 85.1: 14.3 14.9
Other: 100.0: 0.1 17.0 12.6 60.0 61.6 72.6 91.2: 27.4 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 8 4 16 8 30 20:
Old : 39: 14 8 4 16 7 30 19:
Other: 15: 1 3 3 7 8 10 12:
:----------------------------------------------------------------------------------------------------
: 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 : 41.0 68.9 58.3 77.6 39.2 64.3 53.5 70.0
Old : 42.1 70.6 58.4 78.7 40.9 67.2 55.6 73.2
Other: 60.7 59.8 70.4 86.3 46.9 50.0 48.5 67.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 635,183: 110,227 60,861 200,913 275,112 296,354 586,251 558,128: 48,932 77,055
Old : 536,210: 94,375 68,212 166,532 233,536 241,841 494,443 476,585: 41,767 59,625
Other: 98,973: 32,362 9,159 17,870 41,576 54,514 91,809 81,543: 7,165 17,430
: : :
: : Changes in Commitments from: December 27, 2011 :
: -4,746: 6,989 -3,842 8,181 -16,251 -4,091 -1,081 247: -3,665 -4,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 9.6 31.6 43.3 46.7 92.3 87.9: 7.7 12.1
Old : 100.0: 17.6 12.7 31.1 43.6 45.1 92.2 88.9: 7.8 11.1
Other: 100.0: 32.7 9.3 18.1 42.0 55.1 92.8 82.4: 7.2 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 130 139 199 113 153 364 397:
Old : 453: 129 139 183 110 148 347 385:
Other: 249: 62 56 59 54 110 147 199:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 14.6 21.8 22.3 10.8 10.7 17.5 15.7
Old : 14.6 14.9 24.5 22.6 12.6 12.3 20.7 18.3
Other: 30.7 27.3 42.8 39.0 24.9 24.7 34.2 32.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 322,173: 60,045 54,462 64,722 167,418 173,896 292,185 293,080: 29,988 29,093
Old : 294,112: 61,073 56,405 57,175 151,085 154,179 269,334 267,759: 24,778 26,352
Other: 28,061: 3,433 2,518 3,085 16,333 19,717 22,851 25,320: 5,210 2,741
: : :
: : Changes in Commitments from: December 27, 2011 :
: -12,045: -527 -10,221 1,082 -12,390 83 -11,836 -9,057: -210 -2,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.9 20.1 52.0 54.0 90.7 91.0: 9.3 9.0
Old : 100.0: 20.8 19.2 19.4 51.4 52.4 91.6 91.0: 8.4 9.0
Other: 100.0: 12.2 9.0 11.0 58.2 70.3 81.4 90.2: 18.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 66 68 76 66 73 177 189:
Old : 237: 67 76 71 63 72 169 187:
Other: 75: 19 9 17 34 28 61 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 21.7 25.1 33.5 11.4 17.4 18.5 25.9
Old : 16.4 21.2 26.3 32.0 12.5 17.7 19.9 25.9
Other: 34.8 42.2 48.5 62.5 27.2 38.3 38.0 51.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 656,997: 64,849 93,577 33,288 411,635 399,196 509,772 526,061: 147,225 130,936
Old : 656,997: 64,849 93,577 33,288 411,635 399,196 509,772 526,061: 147,225 130,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,448: 5,259 5,717 -3,376 -1,927 -1,497 -44 844: 1,492 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 14.2 5.1 62.7 60.8 77.6 80.1: 22.4 19.9
Old : 100.0: 9.9 14.2 5.1 62.7 60.8 77.6 80.1: 22.4 19.9
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 : 144: 25 31 36 75 68 123 112:
Old : 144: 25 31 36 75 68 123 112:
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 : 21.2 21.2 31.4 33.0 20.2 20.4 26.6 30.9
Old : 21.2 21.2 31.4 33.0 20.2 20.4 26.6 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 362,623: 59,119 31,986 569 244,493 289,614 304,181 322,169: 58,442 40,454
Old : 362,623: 59,119 31,986 569 244,493 289,614 304,181 322,169: 58,442 40,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -6,272: 91 -3,473 -583 -3,166 -3,615 -3,658 -7,672: -2,614 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 8.8 0.2 67.4 79.9 83.9 88.8: 16.1 11.2
Old : 100.0: 16.3 8.8 0.2 67.4 79.9 83.9 88.8: 16.1 11.2
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 : 69: 7 7 5 39 39 50 47:
Old : 69: 7 7 5 39 39 50 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 : 25.6 50.5 44.6 64.3 21.6 50.5 38.8 63.7
Old : 25.6 50.5 44.6 64.3 21.6 50.5 38.8 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,050: 1,109 968 1,040 7,333 7,507 9,482 9,515: 568 535
Old : 10,050: 1,109 968 1,040 7,333 7,507 9,482 9,515: 568 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 252: -5 -166 88 195 302 278 224: -26 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.6 10.3 73.0 74.7 94.3 94.7: 5.7 5.3
Old : 100.0: 11.0 9.6 10.3 73.0 74.7 94.3 94.7: 5.7 5.3
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 : 32: 7 3 5 19 18 28 24:
Old : 32: 7 3 5 19 18 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 53.0 69.6 74.7 24.6 21.0 31.9 31.0
Old : 50.6 53.0 69.6 74.7 24.6 21.0 31.9 31.0
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 215,724: 29,608 47,820 40,124 114,820 98,482 184,552 186,426: 31,172 29,298
Old : 186,798: 27,504 47,523 30,425 101,401 82,518 159,330 160,466: 27,468 26,333
Other: 28,926: 4,429 2,622 7,375 13,418 15,963 25,222 25,960: 3,703 2,966
: : :
: : Changes in Commitments from: December 27, 2011 :
: -140: -339 -806 1,754 -2,438 -675 -1,022 274: 882 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 22.2 18.6 53.2 45.7 85.6 86.4: 14.4 13.6
Old : 100.0: 14.7 25.4 16.3 54.3 44.2 85.3 85.9: 14.7 14.1
Other: 100.0: 15.3 9.1 25.5 46.4 55.2 87.2 89.7: 12.8 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 39 47 61 69 63 148 148:
Old : 187: 38 56 57 69 63 146 145:
Other: 78: 22 10 19 34 24 59 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 24.5 30.8 34.6 15.7 17.7 22.0 24.4
Old : 22.3 25.2 31.5 34.3 17.6 19.0 24.3 26.4
Other: 35.3 42.3 53.1 55.8 32.8 32.0 41.8 41.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 15,426: 2,805 5,356 1,421 8,403 6,561 12,628 13,339: 2,798 2,087
Old : 15,216: 2,803 5,356 1,415 8,323 6,374 12,540 13,146: 2,676 2,070
Other: 210: 5 3 3 80 187 88 193: 122 17
: : :
: : Changes in Commitments from: December 27, 2011 :
: -2,003: 109 -329 -986 -647 -316 -1,524 -1,631: -479 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 34.7 9.2 54.5 42.5 81.9 86.5: 18.1 13.5
Old : 100.0: 18.4 35.2 9.3 54.7 41.9 82.4 86.4: 17.6 13.6
Other: 100.0: 2.4 1.4 1.4 38.1 89.0 41.9 91.9: 58.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 24 23 17 21 15 55 48:
Old : 79: 24 23 17 21 15 55 48:
Other: 11: 1 1 2 2 5 5 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 : 31.8 31.2 47.0 46.8 31.8 25.0 47.0 40.0
Old : 32.3 30.7 47.7 46.6 32.3 24.4 47.7 40.1
Other: 41.4 85.7 41.9 91.9 40.5 85.7 40.5 90.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 716,202: 158,657 140,345 20,498 424,105 451,022 603,259 611,865: 112,943 104,337
Old : 716,202: 158,657 140,345 20,498 424,105 451,022 603,259 611,865: 112,943 104,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 3,549: -12,214 13,126 -5,146 17,364 -4,681 4 3,300: 3,545 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 19.6 2.9 59.2 63.0 84.2 85.4: 15.8 14.6
Old : 100.0: 22.2 19.6 2.9 59.2 63.0 84.2 85.4: 15.8 14.6
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 : 203: 36 40 21 83 100 134 146:
Old : 203: 36 40 21 83 100 134 146:
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 : 26.5 21.0 38.7 29.9 26.0 18.4 36.1 26.4
Old : 26.5 21.0 38.7 29.9 26.0 18.4 36.1 26.4
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 1,687,564: 206,625 197,479 113,713 1,079,245 1,072,578 1,399,583 1,383,770: 287,981 303,794
Old : 1,687,564: 206,625 197,479 113,713 1,079,245 1,072,578 1,399,583 1,383,770: 287,981 303,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 33,088: -1,464 -13,395 14,887 7,872 27,860 21,295 29,352: 11,793 3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.7 6.7 64.0 63.6 82.9 82.0: 17.1 18.0
Old : 100.0: 12.2 11.7 6.7 64.0 63.6 82.9 82.0: 17.1 18.0
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 : 232: 33 52 47 115 122 179 190:
Old : 232: 33 52 47 115 122 179 190:
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 : 25.5 18.7 34.5 26.9 24.7 14.6 32.7 21.9
Old : 25.5 18.7 34.5 26.9 24.7 14.6 32.7 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 1,390,013: 374,919 120,714 60,684 721,638 975,638 1,157,241 1,157,035: 232,772 232,978
Old : 1,390,013: 374,919 120,714 60,684 721,638 975,638 1,157,241 1,157,035: 232,772 232,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 77,710: 7,122 -20,980 13,445 29,086 80,317 49,654 72,782: 28,057 4,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 8.7 4.4 51.9 70.2 83.3 83.2: 16.7 16.8
Old : 100.0: 27.0 8.7 4.4 51.9 70.2 83.3 83.2: 16.7 16.8
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 : 168: 28 24 26 70 103 113 138:
Old : 168: 28 24 26 70 103 113 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 16.1 45.7 25.8 32.0 14.5 42.4 22.2
Old : 34.5 16.1 45.7 25.8 32.0 14.5 42.4 22.2
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 597,174: 78,575 65,370 139,856 344,792 356,011 563,223 561,237: 33,951 35,937
Old : 597,174: 78,575 65,370 139,856 344,792 356,011 563,223 561,237: 33,951 35,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -121,764: -17,645 -6,779 -53,944 -54,369 -56,940 -125,958 -117,663: 4,194 -4,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.9 23.4 57.7 59.6 94.3 94.0: 5.7 6.0
Old : 100.0: 13.2 10.9 23.4 57.7 59.6 94.3 94.0: 5.7 6.0
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 : 94: 16 21 28 49 50 78 87:
Old : 94: 16 21 28 49 50 78 87:
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 : 39.7 31.6 53.6 47.4 29.8 22.6 35.3 34.1
Old : 39.7 31.6 53.6 47.4 29.8 22.6 35.3 34.1
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 49,422: 14,334 3,883 389 28,509 41,356 43,232 45,628: 6,190 3,794
Old : 49,422: 14,334 3,883 389 28,509 41,356 43,232 45,628: 6,190 3,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 3,356: 1,232 -301 -80 1,173 3,916 2,325 3,534: 1,031 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 7.9 0.8 57.7 83.7 87.5 92.3: 12.5 7.7
Old : 100.0: 29.0 7.9 0.8 57.7 83.7 87.5 92.3: 12.5 7.7
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 : 88: 25 11 7 31 30 60 44:
Old : 88: 25 11 7 31 30 60 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 60.1 47.2 72.4 34.3 59.7 46.8 72.0
Old : 34.3 60.1 47.2 72.4 34.3 59.7 46.8 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 98,845: 28,668 7,767 777 57,019 82,712 86,464 91,256: 12,380 7,588
Old : 98,845: 28,668 7,767 777 57,019 82,712 86,464 91,256: 12,380 7,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 6,712: 2,464 -603 -160 2,346 7,832 4,650 7,068: 2,062 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 7.9 0.8 57.7 83.7 87.5 92.3: 12.5 7.7
Old : 100.0: 29.0 7.9 0.8 57.7 83.7 87.5 92.3: 12.5 7.7
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 : 88: 25 11 7 31 30 60 44:
Old : 88: 25 11 7 31 30 60 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 60.1 47.2 72.4 34.3 59.7 46.8 72.0
Old : 34.3 60.1 47.2 72.4 34.3 59.7 46.8 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 15,631: 13,599 14,380 490 1,331 747 15,420 15,617: 211 14
Old : 15,631: 13,599 14,380 490 1,331 747 15,420 15,617: 211 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -431: -185 -989 -195 -54 747 -434 -437: 3 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 92.0 3.1 8.5 4.8 98.7 99.9: 1.3 0.1
Old : 100.0: 87.0 92.0 3.1 8.5 4.8 98.7 99.9: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 14 3 1 2 11 16:
Old : 24: 7 14 3 1 2 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.5 70.2 97.2 86.4 92.5 67.6 95.5 83.9
Old : 92.5 70.2 97.2 86.4 92.5 67.6 95.5 83.9
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 10,575: 1,209 2,513 25 9,069 7,945 10,303 10,483: 272 92
Old : 10,575: 1,209 2,513 25 9,069 7,945 10,303 10,483: 272 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 92: 5 601 0 63 -507 68 94: 24 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 23.8 0.2 85.8 75.1 97.4 99.1: 2.6 0.9
Old : 100.0: 11.4 23.8 0.2 85.8 75.1 97.4 99.1: 2.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 6 1 6 11 13 17:
Old : 28: 6 6 1 6 11 13 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 : 82.3 76.4 95.0 92.3 82.3 76.4 95.0 92.0
Old : 82.3 76.4 95.0 92.3 82.3 76.4 95.0 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 12,322: 1,186 794 0 10,695 11,339 11,881 12,133: 441 189
Old : 12,322: 1,186 794 0 10,695 11,339 11,881 12,133: 441 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 383: 295 215 0 6 168 301 383: 82 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.4 0.0 86.8 92.0 96.4 98.5: 3.6 1.5
Old : 100.0: 9.6 6.4 0.0 86.8 92.0 96.4 98.5: 3.6 1.5
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 : 32: 8 6 0 6 12 14 18:
Old : 32: 8 6 0 6 12 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 75.0 93.8 87.1 87.5 75.0 93.8 87.1
Old : 87.5 75.0 93.8 87.1 87.5 75.0 93.8 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012