WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 550,005: 92,761 129,613 137,562 281,574 220,571 511,896 487,746: 38,109 62,259
Old : 333,270: 77,834 99,183 70,590 159,948 129,012 308,372 298,784: 24,899 34,486
Other: 216,735: 39,878 55,382 42,020 121,626 91,560 203,524 188,962: 13,211 27,774
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2,779: 8,552 -12,575 -5,649 3,160 22,269 6,063 4,045: -3,284 -1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 23.6 25.0 51.2 40.1 93.1 88.7: 6.9 11.3
Old : 100.0: 23.4 29.8 21.2 48.0 38.7 92.5 89.7: 7.5 10.3
Other: 100.0: 18.4 25.6 19.4 56.1 42.2 93.9 87.2: 6.1 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 122 140 173 90 110 308 343:
Old : 370: 119 134 126 82 98 269 295:
Other: 263: 68 87 86 59 89 176 220:
:----------------------------------------------------------------------------------------------------
: 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 13.2 33.5 19.0 18.7 9.6 29.0 14.3
Old : 20.9 15.6 31.6 23.3 19.8 12.5 27.9 19.1
Other: 27.5 12.6 45.9 21.9 25.2 10.9 43.2 18.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 1,676,757: 342,043 126,725 482,759 694,286 791,155 1,519,088 1,400,639: 157,669 276,118
Old : 1,300,511: 305,875 129,706 350,881 519,868 615,462 1,176,624 1,096,050: 123,887 204,461
Other: 376,246: 106,875 67,726 61,170 174,418 175,693 342,464 304,589: 33,782 71,657
: : :
: : Changes in Commitments from: January 24, 2012 :
: -13,144: 17,419 -16,051 -16,577 6,198 32,337 7,040 -292: -20,184 -12,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 7.6 28.8 41.4 47.2 90.6 83.5: 9.4 16.5
Old : 100.0: 23.5 10.0 27.0 40.0 47.3 90.5 84.3: 9.5 15.7
Other: 100.0: 28.4 18.0 16.3 46.4 46.7 91.0 81.0: 9.0 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 170 180 254 262 323 563 641:
Old : 709: 164 182 226 251 314 530 616:
Other: 509: 102 108 95 123 257 273 418:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 9.3 17.6 14.2 9.1 5.8 14.2 9.4
Old : 11.2 9.2 19.1 14.6 10.4 6.9 16.7 10.8
Other: 19.7 14.6 30.7 22.0 14.1 9.6 21.7 15.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 15,028: 1,863 3,015 1,072 9,691 8,596 12,625 12,683: 2,403 2,345
Old : 13,351: 1,867 3,011 842 8,443 7,325 11,153 11,178: 2,198 2,173
Other: 1,677: 5 14 219 1,248 1,272 1,472 1,505: 205 172
: : :
: : Changes in Commitments from: January 24, 2012 :
: -60: -51 163 54 -187 -243 -184 -26: 124 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 20.1 7.1 64.5 57.2 84.0 84.4: 16.0 15.6
Old : 100.0: 14.0 22.5 6.3 63.2 54.9 83.5 83.7: 16.5 16.3
Other: 100.0: 0.3 0.9 13.1 74.4 75.8 87.8 89.8: 12.2 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 15 6 16 10 28 29:
Old : 42: 11 14 6 16 8 28 27:
Other: 19: 2 4 6 11 9 17 15:
:----------------------------------------------------------------------------------------------------
: 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 : 35.4 60.5 53.2 71.2 34.2 56.5 49.4 62.9
Old : 36.2 60.1 54.4 71.2 35.2 57.1 50.2 64.3
Other: 56.7 74.0 79.0 84.6 55.0 66.6 64.3 66.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 684,586: 118,548 61,996 222,084 296,621 314,703 637,253 598,783: 47,333 85,803
Old : 561,393: 94,771 68,015 180,989 246,928 247,504 522,688 496,508: 38,704 64,885
Other: 123,193: 39,940 10,145 24,931 49,693 67,199 114,564 102,275: 8,628 20,918
: : :
: : Changes in Commitments from: January 24, 2012 :
: -334: 2,155 7,265 -19,571 17,632 9,799 217 -2,506: -551 2,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 9.1 32.4 43.3 46.0 93.1 87.5: 6.9 12.5
Old : 100.0: 16.9 12.1 32.2 44.0 44.1 93.1 88.4: 6.9 11.6
Other: 100.0: 32.4 8.2 20.2 40.3 54.5 93.0 83.0: 7.0 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 130 150 211 133 156 388 417:
Old : 461: 125 151 196 128 149 367 404:
Other: 273: 79 59 68 67 114 182 208:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 14.3 21.3 21.9 10.4 10.2 16.9 15.4
Old : 14.5 14.0 23.6 21.3 12.1 11.3 19.1 16.6
Other: 23.9 23.9 35.8 36.0 18.8 20.3 28.6 28.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 12,983: 9,294 1,775 329 346 2,068 9,969 4,172: 3,014 8,811
Old : 7,654: 4,895 1,862 217 346 1,189 5,458 3,268: 2,196 4,386
Other: 5,329: 4,511 25 0 0 879 4,511 904: 818 4,425
: : :
: : Changes in Commitments from: January 24, 2012 :
: 131: 95 465 -78 -3 -369 14 18: 117 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 13.7 2.5 2.7 15.9 76.8 32.1: 23.2 67.9
Old : 100.0: 64.0 24.3 2.8 4.5 15.5 71.3 42.7: 28.7 57.3
Other: 100.0: 84.7 0.5 0.0 0.0 16.5 84.7 17.0: 15.3 83.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 5 7 1 4 14 16:
Old : 22: 12 6 6 1 4 13 16:
Other: 12: 7 1 0 0 4 7 5:
:----------------------------------------------------------------------------------------------------
: 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 : 44.3 20.5 65.5 28.5 44.0 20.5 63.3 28.5
Old : 45.7 26.9 62.0 37.7 45.3 26.9 59.6 37.7
Other: 73.3 16.5 84.7 17.0 73.3 16.5 84.7 17.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 376,334: 66,734 77,710 76,916 205,324 188,655 348,974 343,281: 27,360 33,053
Old : 333,710: 66,514 80,918 64,125 180,292 157,735 310,931 302,778: 22,779 30,932
Other: 42,624: 7,943 4,515 5,068 25,032 30,920 38,043 40,503: 4,581 2,121
: : :
: : Changes in Commitments from: January 24, 2012 :
: 9,342: 1,421 5,124 3,224 6,309 -264 10,955 8,084: -1,613 1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 20.6 20.4 54.6 50.1 92.7 91.2: 7.3 8.8
Old : 100.0: 19.9 24.2 19.2 54.0 47.3 93.2 90.7: 6.8 9.3
Other: 100.0: 18.6 10.6 11.9 58.7 72.5 89.3 95.0: 10.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 64 90 96 73 72 202 219:
Old : 265: 65 97 88 69 71 189 217:
Other: 92: 26 16 24 37 32 74 61:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 20.7 27.4 31.9 11.9 15.1 19.4 23.2
Old : 18.5 20.1 29.7 29.4 14.3 15.1 22.8 23.3
Other: 32.3 47.6 48.9 64.6 30.9 47.0 42.8 59.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 725,914: 73,341 90,126 44,913 453,044 429,619 571,299 564,658: 154,615 161,255
Old : 725,914: 73,341 90,126 44,913 453,044 429,619 571,299 564,658: 154,615 161,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -15,956: -669 -18,456 -11,232 -7,070 -2,336 -18,970 -32,024: 3,014 16,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 12.4 6.2 62.4 59.2 78.7 77.8: 21.3 22.2
Old : 100.0: 10.1 12.4 6.2 62.4 59.2 78.7 77.8: 21.3 22.2
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 : 162: 29 35 37 82 77 135 125:
Old : 162: 29 35 37 82 77 135 125:
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 : 19.6 22.6 30.1 33.5 18.7 19.4 24.1 28.3
Old : 19.6 22.6 30.1 33.5 18.7 19.4 24.1 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 379,724: 45,786 31,231 1,044 269,917 294,736 316,748 327,011: 62,976 52,713
Old : 379,724: 45,786 31,231 1,044 269,917 294,736 316,748 327,011: 62,976 52,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 6,615: -12,234 -1,994 528 16,221 3,517 4,515 2,050: 2,100 4,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 8.2 0.3 71.1 77.6 83.4 86.1: 16.6 13.9
Old : 100.0: 12.1 8.2 0.3 71.1 77.6 83.4 86.1: 16.6 13.9
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: 5 7 4 40 36 48 44:
Old : 66: 5 7 4 40 36 48 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 : 26.4 49.4 45.7 64.1 23.5 49.4 40.8 64.0
Old : 26.4 49.4 45.7 64.1 23.5 49.4 40.8 64.0
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 31, 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 : 10,608: 1,200 182 1,383 7,323 8,566 9,906 10,131: 702 477
Old : 10,608: 1,200 182 1,383 7,323 8,566 9,906 10,131: 702 477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 376: 158 -30 -87 246 536 317 419: 59 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.7 13.0 69.0 80.8 93.4 95.5: 6.6 4.5
Old : 100.0: 11.3 1.7 13.0 69.0 80.8 93.4 95.5: 6.6 4.5
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 : 37: 10 1 6 19 23 31 29:
Old : 37: 10 1 6 19 23 31 29:
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 : 53.2 47.4 70.9 70.8 18.1 17.7 23.4 25.2
Old : 53.2 47.4 70.9 70.8 18.1 17.7 23.4 25.2
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 31, 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 : 228,493: 33,077 41,970 43,439 121,824 116,454 198,340 201,863: 30,153 26,630
Old : 187,636: 28,955 43,536 28,326 105,457 92,085 162,738 163,947: 24,898 23,689
Other: 40,857: 7,173 1,485 12,061 16,367 24,370 35,602 37,916: 5,255 2,941
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,086: 680 -1,475 4,055 -1,646 -1,144 3,089 1,436: -2,004 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.4 19.0 53.3 51.0 86.8 88.3: 13.2 11.7
Old : 100.0: 15.4 23.2 15.1 56.2 49.1 86.7 87.4: 13.3 12.6
Other: 100.0: 17.6 3.6 29.5 40.1 59.6 87.1 92.8: 12.9 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 43 48 57 75 69 152 157:
Old : 192: 42 57 53 74 68 148 153:
Other: 91: 19 19 25 40 28 71 60:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 25.7 30.9 34.8 13.1 15.9 18.7 22.3
Old : 21.6 24.6 30.7 33.1 15.8 15.6 21.4 22.8
Other: 33.4 42.8 49.8 58.1 24.8 32.6 34.5 41.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 15,641: 2,677 6,180 1,507 8,795 5,936 12,979 13,623: 2,661 2,018
Old : 15,305: 2,711 6,201 1,443 8,648 5,658 12,802 13,302: 2,502 2,003
Other: 336: 27 40 3 147 278 177 321: 159 15
: : :
: : Changes in Commitments from: January 24, 2012 :
: 729: -63 527 379 483 -267 799 639: -70 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 39.5 9.6 56.2 38.0 83.0 87.1: 17.0 12.9
Old : 100.0: 17.7 40.5 9.4 56.5 37.0 83.7 86.9: 16.3 13.1
Other: 100.0: 8.0 11.9 0.9 43.8 82.7 52.7 95.5: 47.3 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 19 30 14 23 16 53 53:
Old : 82: 19 31 14 22 15 52 52:
Other: 15: 3 2 2 3 7 7 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 : 33.5 25.4 47.2 40.5 33.5 20.9 47.1 34.6
Old : 34.2 24.5 48.2 39.9 34.2 20.0 48.2 34.5
Other: 49.4 86.6 52.7 94.9 49.4 86.6 51.8 94.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 953,559: 323,542 121,757 21,860 482,832 711,093 828,234 854,711: 125,325 98,848
Old : 953,559: 323,542 121,757 21,860 482,832 711,093 828,234 854,711: 125,325 98,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 86,612: 30,135 -12,533 -504 56,149 104,669 85,781 91,632: 831 -5,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 12.8 2.3 50.6 74.6 86.9 89.6: 13.1 10.4
Old : 100.0: 33.9 12.8 2.3 50.6 74.6 86.9 89.6: 13.1 10.4
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 : 226: 56 36 27 93 104 162 154:
Old : 226: 56 36 27 93 104 162 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 31.0 33.3 39.1 18.6 29.4 31.5 36.2
Old : 19.9 31.0 33.3 39.1 18.6 29.4 31.5 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 2,018,791: 227,546 238,704 131,634 1,361,375 1,289,469 1,720,555 1,659,807: 298,236 358,983
Old : 2,018,791: 227,546 238,704 131,634 1,361,375 1,289,469 1,720,555 1,659,807: 298,236 358,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 29,216: -1,654 -22,464 -11,746 19,351 80,832 5,952 46,622: 23,264 -17,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 11.8 6.5 67.4 63.9 85.2 82.2: 14.8 17.8
Old : 100.0: 11.3 11.8 6.5 67.4 63.9 85.2 82.2: 14.8 17.8
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 : 266: 48 50 56 133 143 206 224:
Old : 266: 48 50 56 133 143 206 224:
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 : 27.2 22.3 35.4 30.9 26.4 18.2 33.0 25.8
Old : 27.2 22.3 35.4 30.9 26.4 18.2 33.0 25.8
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 31, 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 : 1,623,286: 438,376 148,260 98,667 838,969 1,148,493 1,376,013 1,395,421: 247,273 227,865
Old : 1,623,286: 438,376 148,260 98,667 838,969 1,148,493 1,376,013 1,395,421: 247,273 227,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 51,829: 42,387 -65 13,099 -19,310 49,253 36,176 62,288: 15,653 -10,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 9.1 6.1 51.7 70.8 84.8 86.0: 15.2 14.0
Old : 100.0: 27.0 9.1 6.1 51.7 70.8 84.8 86.0: 15.2 14.0
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 : 205: 41 35 37 87 111 149 162:
Old : 205: 41 35 37 87 111 149 162:
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 : 37.1 23.4 44.8 32.4 34.8 22.4 40.9 29.6
Old : 37.1 23.4 44.8 32.4 34.8 22.4 40.9 29.6
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 31, 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 : 637,855: 85,734 67,787 148,511 363,207 381,067 597,451 597,365: 40,404 40,490
Old : 637,855: 85,734 67,787 148,511 363,207 381,067 597,451 597,365: 40,404 40,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 22,464: 3,718 7,712 1,893 20,181 13,736 25,793 23,341: -3,328 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.6 23.3 56.9 59.7 93.7 93.7: 6.3 6.3
Old : 100.0: 13.4 10.6 23.3 56.9 59.7 93.7 93.7: 6.3 6.3
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 : 94: 24 14 30 47 49 79 87:
Old : 94: 24 14 30 47 49 79 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 : 38.9 33.5 52.6 50.1 27.4 23.8 32.1 33.8
Old : 38.9 33.5 52.6 50.1 27.4 23.8 32.1 33.8
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 31, 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 : 53,559: 17,882 4,448 575 27,956 43,829 46,414 48,852: 7,146 4,707
Old : 53,559: 17,882 4,448 575 27,956 43,829 46,414 48,852: 7,146 4,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 334: 1,064 -92 197 -512 743 750 848: -416 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.3 1.1 52.2 81.8 86.7 91.2: 13.3 8.8
Old : 100.0: 33.4 8.3 1.1 52.2 81.8 86.7 91.2: 13.3 8.8
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 : 90: 31 12 8 27 30 63 45:
Old : 90: 31 12 8 27 30 63 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 : 34.1 56.1 48.2 67.8 34.1 56.1 48.2 67.3
Old : 34.1 56.1 48.2 67.8 34.1 56.1 48.2 67.3
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 31, 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 : 107,119: 35,765 8,896 1,151 55,912 87,657 92,828 97,704: 14,291 9,415
Old : 107,119: 35,765 8,896 1,151 55,912 87,657 92,828 97,704: 14,291 9,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 667: 2,129 -184 395 -1,024 1,485 1,499 1,697: -832 -1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.3 1.1 52.2 81.8 86.7 91.2: 13.3 8.8
Old : 100.0: 33.4 8.3 1.1 52.2 81.8 86.7 91.2: 13.3 8.8
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 : 90: 31 12 8 27 30 63 45:
Old : 90: 31 12 8 27 30 63 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 : 34.1 56.1 48.2 67.8 34.1 56.1 48.2 67.3
Old : 34.1 56.1 48.2 67.8 34.1 56.1 48.2 67.3
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 31, 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 : 16,376: 13,759 7,720 910 1,361 7,724 16,030 16,354: 346 22
Old : 16,376: 13,759 7,720 910 1,361 7,724 16,030 16,354: 346 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 22: 0 -18 3 30 28 33 13: -11 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 47.1 5.6 8.3 47.2 97.9 99.9: 2.1 0.1
Old : 100.0: 84.0 47.1 5.6 8.3 47.2 97.9 99.9: 2.1 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: 9 12 3 1 2 12 15:
Old : 24: 9 12 3 1 2 12 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 : 87.6 68.4 96.1 86.2 87.6 67.4 91.8 83.3
Old : 87.6 68.4 96.1 86.2 87.6 67.4 91.8 83.3
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 31, 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 : 9,571: 1,388 698 30 7,921 8,736 9,339 9,464: 232 107
Old : 9,571: 1,388 698 30 7,921 8,736 9,339 9,464: 232 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -93: -151 30 0 53 -165 -98 -135: 5 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 7.3 0.3 82.8 91.3 97.6 98.9: 2.4 1.1
Old : 100.0: 14.5 7.3 0.3 82.8 91.3 97.6 98.9: 2.4 1.1
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 : 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 : 83.5 82.8 94.4 93.9 83.5 82.7 94.4 93.4
Old : 83.5 82.8 94.4 93.9 83.5 82.7 94.4 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 13,572: 1,109 1,783 0 12,197 11,665 13,306 13,448: 266 124
Old : 13,572: 1,109 1,783 0 12,197 11,665 13,306 13,448: 266 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 997: -1,176 227 0 2,223 763 1,047 990: -50 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 13.1 0.0 89.9 85.9 98.0 99.1: 2.0 0.9
Old : 100.0: 8.2 13.1 0.0 89.9 85.9 98.0 99.1: 2.0 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: 6 10 0 5 13 11 23:
Old : 34: 6 10 0 5 13 11 23:
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 : 92.6 67.2 96.9 82.6 92.6 67.2 96.9 82.6
Old : 92.6 67.2 96.9 82.6 92.6 67.2 96.9 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012