WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 547,226: 84,208 142,188 143,211 278,413 198,302 505,833 483,701: 41,394 63,525
Old : 335,372: 71,038 118,349 73,560 162,363 106,513 306,962 298,423: 28,410 36,949
Other: 211,854: 44,093 54,762 38,728 116,050 91,789 198,871 185,279: 12,983 26,575
: : :
: : Changes in Commitments from: January 17, 2012 :
: 27,474: 11,741 9,023 8,697 5,118 10,924 25,556 28,644: 1,918 -1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 26.0 26.2 50.9 36.2 92.4 88.4: 7.6 11.6
Old : 100.0: 21.2 35.3 21.9 48.4 31.8 91.5 89.0: 8.5 11.0
Other: 100.0: 20.8 25.8 18.3 54.8 43.3 93.9 87.5: 6.1 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 113 165 180 84 103 305 355:
Old : 379: 109 157 134 76 95 263 313:
Other: 262: 75 86 86 55 81 177 214:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 11.5 32.5 16.7 19.1 8.1 29.0 12.5
Old : 21.1 12.1 31.2 19.5 20.8 9.6 28.8 16.1
Other: 27.4 14.2 45.6 22.4 24.6 12.2 42.4 19.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,689,901: 324,624 142,776 499,336 688,088 758,818 1,512,048 1,400,931: 177,853 288,970
Old : 1,331,571: 289,586 140,519 378,580 517,350 592,719 1,185,516 1,111,818: 146,055 219,753
Other: 358,330: 98,174 65,393 57,620 170,738 166,100 326,532 289,113: 31,798 69,217
: : :
: : Changes in Commitments from: January 17, 2012 :
: 30,498: 5,617 20,621 14,530 12,044 -2,306 32,191 32,845: -1,693 -2,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 8.4 29.5 40.7 44.9 89.5 82.9: 10.5 17.1
Old : 100.0: 21.7 10.6 28.4 38.9 44.5 89.0 83.5: 11.0 16.5
Other: 100.0: 27.4 18.2 16.1 47.6 46.4 91.1 80.7: 8.9 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 166 205 270 260 318 579 652:
Old : 722: 163 199 248 249 313 549 631:
Other: 502: 96 115 91 120 249 262 413:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 8.3 17.6 13.0 9.1 5.7 13.9 9.2
Old : 11.1 8.5 18.4 13.2 10.2 6.6 15.9 10.4
Other: 20.4 13.4 31.7 21.1 14.8 10.0 22.9 16.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,088: 1,914 2,852 1,017 9,878 8,839 12,809 12,709: 2,279 2,379
Old : 13,493: 1,942 2,850 794 8,664 7,611 11,400 11,255: 2,093 2,238
Other: 1,595: 0 30 195 1,214 1,229 1,410 1,454: 186 141
: : :
: : Changes in Commitments from: January 17, 2012 :
: 245: 82 180 95 162 148 339 423: -94 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 18.9 6.7 65.5 58.6 84.9 84.2: 15.1 15.8
Old : 100.0: 14.4 21.1 5.9 64.2 56.4 84.5 83.4: 15.5 16.6
Other: 100.0: 0.0 1.9 12.2 76.1 77.0 88.4 91.2: 11.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 16 5 16 10 28 27:
Old : 41: 11 13 5 16 8 28 25:
Other: 18: 0 5 5 10 9 15 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 : 36.6 61.2 54.4 72.7 34.8 56.9 49.4 63.0
Old : 37.1 60.9 55.3 72.7 35.7 57.4 50.1 64.2
Other: 60.1 75.6 80.9 86.5 58.2 67.7 66.7 69.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 684,919: 116,392 54,731 241,655 278,989 304,904 637,036 601,289: 47,884 83,631
Old : 567,646: 97,751 60,809 199,290 230,968 244,131 528,009 504,230: 39,636 63,416
Other: 117,274: 37,421 12,701 23,585 48,020 60,773 109,027 97,059: 8,247 20,215
: : :
: : Changes in Commitments from: January 17, 2012 :
: 13,004: 9,599 -3,352 12,945 -8,807 2,919 13,736 12,511: -732 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 8.0 35.3 40.7 44.5 93.0 87.8: 7.0 12.2
Old : 100.0: 17.2 10.7 35.1 40.7 43.0 93.0 88.8: 7.0 11.2
Other: 100.0: 31.9 10.8 20.1 40.9 51.8 93.0 82.8: 7.0 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 146 142 212 128 155 390 407:
Old : 462: 136 150 194 123 149 370 394:
Other: 258: 66 63 66 64 109 167 203:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 13.6 21.3 20.9 10.2 10.4 16.8 15.5
Old : 14.3 13.5 23.5 20.5 11.9 11.7 18.8 17.4
Other: 24.6 25.6 35.9 35.9 18.4 19.8 27.0 27.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 12,852: 9,199 1,310 407 349 2,437 9,955 4,154: 2,897 8,698
Old : 7,849: 5,078 1,381 210 349 1,533 5,637 3,124: 2,212 4,725
Other: 5,003: 4,317 125 1 0 904 4,318 1,030: 685 3,973
: : :
: : Changes in Commitments from: January 17, 2012 :
: 129: 240 -475 -16 -6 -4 218 -495: -89 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 10.2 3.2 2.7 19.0 77.5 32.3: 22.5 67.7
Old : 100.0: 64.7 17.6 2.7 4.4 19.5 71.8 39.8: 28.2 60.2
Other: 100.0: 86.3 2.5 0.0 0.0 18.1 86.3 20.6: 13.7 79.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 3 8 1 5 15 16:
Old : 22: 13 4 6 1 5 14 15:
Other: 14: 7 2 1 0 5 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 20.7 63.7 29.2 39.8 20.7 61.9 28.0
Old : 40.1 25.2 60.8 36.6 39.8 25.2 57.9 36.5
Other: 75.2 18.0 86.3 20.6 75.1 18.0 86.3 20.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 366,993: 65,312 72,586 73,692 199,015 188,919 338,019 335,197: 28,974 31,796
Old : 326,968: 64,882 75,449 61,616 175,874 160,147 302,373 297,213: 24,594 29,754
Other: 40,025: 7,994 4,700 4,512 23,140 28,771 35,646 37,983: 4,379 2,042
: : :
: : Changes in Commitments from: January 17, 2012 :
: 21,482: 8,146 7,746 9,390 3,713 6,270 21,249 23,405: 233 -1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 19.8 20.1 54.2 51.5 92.1 91.3: 7.9 8.7
Old : 100.0: 19.8 23.1 18.8 53.8 49.0 92.5 90.9: 7.5 9.1
Other: 100.0: 20.0 11.7 11.3 57.8 71.9 89.1 94.9: 10.9 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 64 83 98 75 75 205 220:
Old : 265: 67 90 89 71 74 191 218:
Other: 95: 26 18 23 38 33 74 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 21.5 27.2 32.4 12.1 16.4 19.6 24.5
Old : 18.7 21.2 29.5 30.6 14.2 16.3 22.6 24.3
Other: 32.7 45.1 49.3 62.9 30.6 44.5 43.2 57.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 741,870: 74,010 108,582 56,145 460,114 431,955 590,269 596,682: 151,600 145,187
Old : 741,870: 74,010 108,582 56,145 460,114 431,955 590,269 596,682: 151,600 145,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -4,694: -15,474 4,527 9,755 8,497 -26,826 2,777 -12,544: -7,471 7,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.6 7.6 62.0 58.2 79.6 80.4: 20.4 19.6
Old : 100.0: 10.0 14.6 7.6 62.0 58.2 79.6 80.4: 20.4 19.6
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 : 167: 33 34 42 85 81 141 134:
Old : 167: 33 34 42 85 81 141 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 21.5 30.2 31.5 18.8 18.5 24.9 27.2
Old : 19.7 21.5 30.2 31.5 18.8 18.5 24.9 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 373,110: 58,020 33,225 517 253,696 291,219 312,233 324,961: 60,877 48,149
Old : 373,110: 58,020 33,225 517 253,696 291,219 312,233 324,961: 60,877 48,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -2,027: -1,145 -626 1 198 -3,086 -946 -3,711: -1,081 1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 8.9 0.1 68.0 78.1 83.7 87.1: 16.3 12.9
Old : 100.0: 15.6 8.9 0.1 68.0 78.1 83.7 87.1: 16.3 12.9
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 : 66: 6 7 4 40 37 49 45:
Old : 66: 6 7 4 40 37 49 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 : 26.6 48.9 46.1 62.7 23.4 48.9 41.4 62.5
Old : 26.6 48.9 46.1 62.7 23.4 48.9 41.4 62.5
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 with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,232: 1,042 212 1,470 7,077 8,030 9,589 9,712: 643 520
Old : 10,232: 1,042 212 1,470 7,077 8,030 9,589 9,712: 643 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 162: -125 75 15 247 -8 137 82: 25 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.1 14.4 69.2 78.5 93.7 94.9: 6.3 5.1
Old : 100.0: 10.2 2.1 14.4 69.2 78.5 93.7 94.9: 6.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 2 6 19 18 30 24:
Old : 33: 8 2 6 19 18 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 50.3 71.7 73.0 15.7 16.4 20.6 22.9
Old : 52.9 50.3 71.7 73.0 15.7 16.4 20.6 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 227,407: 32,397 43,444 39,384 123,469 117,598 195,250 200,427: 32,157 26,981
Old : 189,297: 27,503 44,728 26,155 108,581 94,452 162,239 165,335: 27,058 23,962
Other: 38,110: 7,445 1,267 10,678 14,889 23,146 33,011 35,091: 5,099 3,018
: : :
: : Changes in Commitments from: January 17, 2012 :
: 12,794: 3,098 -5,149 2,808 3,283 13,894 9,189 11,553: 3,606 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 19.1 17.3 54.3 51.7 85.9 88.1: 14.1 11.9
Old : 100.0: 14.5 23.6 13.8 57.4 49.9 85.7 87.3: 14.3 12.7
Other: 100.0: 19.5 3.3 28.0 39.1 60.7 86.6 92.1: 13.4 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 39 57 52 71 67 148 153:
Old : 193: 39 59 50 70 65 143 149:
Other: 88: 19 16 24 38 28 69 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 26.7 32.4 35.9 14.9 16.3 20.1 22.7
Old : 24.5 25.8 32.9 34.3 17.5 15.5 23.4 23.1
Other: 33.4 42.7 50.6 57.8 26.3 33.0 36.4 42.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,912: 2,741 5,653 1,128 8,312 6,204 12,181 12,984: 2,731 1,928
Old : 14,631: 2,749 5,670 1,091 8,220 5,953 12,060 12,713: 2,571 1,918
Other: 281: 22 13 7 92 251 121 271: 160 10
: : :
: : Changes in Commitments from: January 17, 2012 :
: 64: 31 163 -19 -192 -211 -180 -67: 243 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 37.9 7.6 55.7 41.6 81.7 87.1: 18.3 12.9
Old : 100.0: 18.8 38.8 7.5 56.2 40.7 82.4 86.9: 17.6 13.1
Other: 100.0: 7.8 4.6 2.5 32.7 89.3 43.1 96.4: 56.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 21 24 13 22 17 51 49:
Old : 78: 21 25 13 21 16 50 48:
Other: 14: 3 2 2 2 7 6 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 27.7 48.7 44.1 34.3 23.3 48.7 37.7
Old : 35.0 26.9 49.6 43.5 35.0 22.3 49.6 37.6
Other: 40.6 85.4 43.1 95.0 40.2 85.4 40.6 93.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 866,947: 293,407 134,291 22,364 426,682 606,424 742,453 763,078: 124,494 103,869
Old : 866,947: 293,407 134,291 22,364 426,682 606,424 742,453 763,078: 124,494 103,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 61,621: -7,947 -6,924 3,612 63,329 65,449 58,993 62,137: 2,627 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 15.5 2.6 49.2 69.9 85.6 88.0: 14.4 12.0
Old : 100.0: 33.8 15.5 2.6 49.2 69.9 85.6 88.0: 14.4 12.0
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 : 219: 45 42 23 86 106 146 156:
Old : 219: 45 42 23 86 106 146 156:
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 : 21.3 22.5 36.2 31.2 20.9 22.0 34.1 29.5
Old : 21.3 22.5 36.2 31.2 20.9 22.0 34.1 29.5
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,989,575: 229,200 261,168 143,380 1,342,023 1,208,637 1,714,603 1,613,185: 274,972 376,390
Old : 1,989,575: 229,200 261,168 143,380 1,342,023 1,208,637 1,714,603 1,613,185: 274,972 376,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 62,077: -68,788 69,092 18,162 145,032 -49,654 94,405 37,600: -32,328 24,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 13.1 7.2 67.5 60.7 86.2 81.1: 13.8 18.9
Old : 100.0: 11.5 13.1 7.2 67.5 60.7 86.2 81.1: 13.8 18.9
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 : 256: 38 58 60 127 137 204 216:
Old : 256: 38 58 60 127 137 204 216:
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 : 26.3 23.4 33.6 29.2 25.9 20.2 32.4 25.9
Old : 26.3 23.4 33.6 29.2 25.9 20.2 32.4 25.9
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,571,457: 395,989 148,325 85,568 858,280 1,099,240 1,339,837 1,333,133: 231,620 238,323
Old : 1,571,457: 395,989 148,325 85,568 858,280 1,099,240 1,339,837 1,333,133: 231,620 238,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 2,754: -55,265 724 4,722 69,989 -13,990 19,445 -8,544: -16,691 11,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 9.4 5.4 54.6 70.0 85.3 84.8: 14.7 15.2
Old : 100.0: 25.2 9.4 5.4 54.6 70.0 85.3 84.8: 14.7 15.2
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 : 184: 28 29 31 84 110 129 153:
Old : 184: 28 29 31 84 110 129 153:
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 : 39.0 22.6 47.8 31.3 36.1 21.6 43.7 29.0
Old : 39.0 22.6 47.8 31.3 36.1 21.6 43.7 29.0
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 with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 615,391: 82,016 60,075 146,617 343,026 367,332 571,659 574,024: 43,732 41,367
Old : 615,391: 82,016 60,075 146,617 343,026 367,332 571,659 574,024: 43,732 41,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 10,902: 1,233 -3,097 2,205 3,901 7,657 7,338 6,765: 3,563 4,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 9.8 23.8 55.7 59.7 92.9 93.3: 7.1 6.7
Old : 100.0: 13.3 9.8 23.8 55.7 59.7 92.9 93.3: 7.1 6.7
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 : 93: 23 18 31 43 47 77 87:
Old : 93: 23 18 31 43 47 77 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 : 39.5 32.6 53.4 49.6 27.8 22.9 32.2 33.1
Old : 39.5 32.6 53.4 49.6 27.8 22.9 32.2 33.1
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 53,226: 16,818 4,540 378 28,468 43,086 45,664 48,004: 7,562 5,222
Old : 53,226: 16,818 4,540 378 28,468 43,086 45,664 48,004: 7,562 5,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 845: 2,345 218 -673 -857 630 815 175: 29 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 8.5 0.7 53.5 80.9 85.8 90.2: 14.2 9.8
Old : 100.0: 31.6 8.5 0.7 53.5 80.9 85.8 90.2: 14.2 9.8
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 : 96: 27 15 9 31 33 64 51:
Old : 96: 27 15 9 31 33 64 51:
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 : 34.1 56.8 47.0 68.5 34.1 56.8 47.0 68.3
Old : 34.1 56.8 47.0 68.5 34.1 56.8 47.0 68.3
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 106,452: 33,636 9,080 756 56,936 86,172 91,328 96,008: 15,124 10,444
Old : 106,452: 33,636 9,080 756 56,936 86,172 91,328 96,008: 15,124 10,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,689: 4,690 436 -1,346 -1,713 1,260 1,631 349: 59 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 8.5 0.7 53.5 80.9 85.8 90.2: 14.2 9.8
Old : 100.0: 31.6 8.5 0.7 53.5 80.9 85.8 90.2: 14.2 9.8
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 : 96: 27 15 9 31 33 64 51:
Old : 96: 27 15 9 31 33 64 51:
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 : 34.1 56.8 47.0 68.5 34.1 56.8 47.0 68.3
Old : 34.1 56.8 47.0 68.5 34.1 56.8 47.0 68.3
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,354: 13,759 7,738 907 1,331 7,696 15,997 16,341: 357 13
Old : 16,354: 13,759 7,738 907 1,331 7,696 15,997 16,341: 357 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 206: 50 -311 67 0 452 117 208: 89 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 47.3 5.5 8.1 47.1 97.8 99.9: 2.2 0.1
Old : 100.0: 84.1 47.3 5.5 8.1 47.1 97.8 99.9: 2.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 13 3 1 2 11 16:
Old : 24: 8 13 3 1 2 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.7 67.7 96.2 86.1 87.7 66.7 91.9 83.2
Old : 87.7 67.7 96.2 86.1 87.7 66.7 91.9 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 9,664: 1,539 668 30 7,868 8,901 9,437 9,599: 227 65
Old : 9,664: 1,539 668 30 7,868 8,901 9,437 9,599: 227 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 199: 248 -377 0 -36 598 212 221: -13 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 6.9 0.3 81.4 92.1 97.7 99.3: 2.3 0.7
Old : 100.0: 15.9 6.9 0.3 81.4 92.1 97.7 99.3: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 5 1 6 11 15 16:
Old : 29: 8 5 1 6 11 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.7 84.1 93.5 94.7 83.7 84.0 93.5 94.3
Old : 83.7 84.1 93.5 94.7 83.7 84.0 93.5 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,575: 2,285 1,556 0 9,974 10,902 12,259 12,458: 316 117
Old : 12,575: 2,285 1,556 0 9,974 10,902 12,259 12,458: 316 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 147: 237 -211 0 -15 436 222 225: -75 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 12.4 0.0 79.3 86.7 97.5 99.1: 2.5 0.9
Old : 100.0: 18.2 12.4 0.0 79.3 86.7 97.5 99.1: 2.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 5 0 5 13 16 18:
Old : 34: 11 5 0 5 13 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.9 70.3 92.4 86.4 82.9 70.3 92.4 86.4
Old : 82.9 70.3 92.4 86.4 82.9 70.3 92.4 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012