WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 544,753: 85,513 123,250 139,530 278,513 220,029 503,556 482,809: 41,197 61,944 Old : 311,902: 68,965 91,404 64,719 150,812 123,123 284,497 279,247: 27,405 32,655 Other: 232,851: 43,887 59,185 47,471 127,701 96,905 219,059 203,562: 13,792 29,289 : : : : : Changes in Commitments from: January 31, 2012 : : -5,253: -7,248 -6,363 1,968 -3,061 -543 -8,340 -4,937: 3,088 -315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 22.6 25.6 51.1 40.4 92.4 88.6: 7.6 11.4 Old : 100.0: 22.1 29.3 20.7 48.4 39.5 91.2 89.5: 8.8 10.5 Other: 100.0: 18.8 25.4 20.4 54.8 41.6 94.1 87.4: 5.9 12.6 : : : :# Traders : Number of Traders in Each Category : All : 399: 119 146 177 92 115 325 338: Old : 376: 129 125 128 84 103 279 294: Other: 276: 65 97 91 62 92 189 225: :---------------------------------------------------------------------------------------------------- : 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 12.8 33.0 18.7 18.5 9.0 29.2 14.2 Old : 20.1 15.8 31.3 23.4 19.3 12.3 28.4 19.3 Other: 26.3 13.3 44.0 22.5 24.4 11.7 41.7 18.8 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 1,737,986: 362,119 128,806 506,746 707,512 814,761 1,576,377 1,450,313: 161,609 287,672 Old : 1,335,568: 315,005 128,378 366,907 527,576 631,014 1,209,488 1,126,298: 126,080 209,269 Other: 402,418: 122,761 76,076 64,192 179,936 183,747 366,889 324,015: 35,529 78,403 : : : : : Changes in Commitments from: January 31, 2012 : : 61,229: 20,076 2,082 23,987 13,226 23,606 57,289 49,674: 3,940 11,554 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 7.4 29.2 40.7 46.9 90.7 83.4: 9.3 16.6 Old : 100.0: 23.6 9.6 27.5 39.5 47.2 90.6 84.3: 9.4 15.7 Other: 100.0: 30.5 18.9 16.0 44.7 45.7 91.2 80.5: 8.8 19.5 : : : :# Traders : Number of Traders in Each Category : All : 716: 170 179 258 258 317 566 632: Old : 700: 162 180 226 245 308 525 606: Other: 503: 110 104 105 122 250 280 415: :---------------------------------------------------------------------------------------------------- : 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 : 10.0 9.9 17.3 14.9 8.7 5.7 13.7 9.1 Old : 10.9 10.2 18.7 15.2 9.9 6.8 16.4 10.4 Other: 19.4 15.0 31.4 21.9 15.0 9.1 23.3 15.0 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 14,022: 2,336 1,817 981 8,649 9,171 11,966 11,969: 2,056 2,053 Old : 11,986: 2,303 1,524 749 7,164 7,842 10,216 10,116: 1,771 1,870 Other: 2,036: 41 300 224 1,485 1,329 1,750 1,853: 286 182 : : : : : Changes in Commitments from: January 31, 2012 : : -1,006: 474 -1,198 -91 -1,042 575 -659 -714: -347 -292 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 13.0 7.0 61.7 65.4 85.3 85.4: 14.7 14.6 Old : 100.0: 19.2 12.7 6.3 59.8 65.4 85.2 84.4: 14.8 15.6 Other: 100.0: 2.0 14.7 11.0 73.0 65.3 86.0 91.0: 14.0 9.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 11 13 6 16 10 29 27: Old : 40: 10 13 6 16 9 29 25: Other: 21: 5 3 6 11 9 18 16: :---------------------------------------------------------------------------------------------------- : 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 : 34.8 60.4 53.8 72.6 32.3 55.1 50.2 62.6 Old : 36.5 61.0 55.7 73.1 34.3 56.3 52.8 63.8 Other: 48.4 76.3 74.9 85.9 47.1 73.4 64.2 73.6 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 710,111: 135,325 54,578 228,759 293,101 340,343 657,185 623,680: 52,927 86,431 Old : 570,467: 105,198 60,001 185,105 237,072 262,659 527,375 507,766: 43,092 62,702 Other: 139,644: 46,265 10,715 27,515 56,029 77,684 129,810 115,915: 9,834 23,729 : : : : : Changes in Commitments from: January 31, 2012 : : 25,526: 16,777 -7,417 6,675 -3,520 25,640 19,932 24,898: 5,594 628 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 7.7 32.2 41.3 47.9 92.5 87.8: 7.5 12.2 Old : 100.0: 18.4 10.5 32.4 41.6 46.0 92.4 89.0: 7.6 11.0 Other: 100.0: 33.1 7.7 19.7 40.1 55.6 93.0 83.0: 7.0 17.0 : : : :# Traders : Number of Traders in Each Category : All : 484: 166 133 214 131 158 408 412: Old : 474: 144 150 194 125 150 383 395: Other: 284: 92 59 71 66 114 189 216: :---------------------------------------------------------------------------------------------------- : 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 15.0 20.6 23.2 10.0 10.9 16.2 17.2 Old : 13.5 14.6 22.5 22.6 11.7 11.8 18.1 18.5 Other: 21.5 23.8 33.1 36.3 17.1 21.1 26.7 28.4 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 13,398: 9,195 1,630 176 320 1,611 9,691 3,417: 3,707 9,981 Old : 7,261: 4,121 1,605 176 320 614 4,617 2,395: 2,644 4,866 Other: 6,137: 5,074 25 0 0 997 5,074 1,022: 1,063 5,115 : : : : : Changes in Commitments from: January 31, 2012 : : 415: -99 -145 -153 -26 -457 -278 -755: 693 1,170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 12.2 1.3 2.4 12.0 72.3 25.5: 27.7 74.5 Old : 100.0: 56.8 22.1 2.4 4.4 8.5 63.6 33.0: 36.4 67.0 Other: 100.0: 82.7 0.4 0.0 0.0 16.2 82.7 16.7: 17.3 83.3 : : : :# Traders : Number of Traders in Each Category : All : 20: 11 5 3 1 4 12 12: Old : 20: 11 5 3 1 4 12 12: Other: 11: 6 1 0 0 4 6 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 : 45.7 16.1 65.1 23.1 45.5 16.1 63.5 22.8 Old : 43.3 20.8 58.5 30.7 42.0 20.8 55.8 30.0 Other: 71.4 16.2 82.7 16.7 71.4 16.2 82.7 16.7 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 369,025: 68,797 66,377 75,491 192,982 196,894 337,271 338,763: 31,754 30,262 Old : 326,653: 67,129 69,060 62,941 169,528 166,924 299,598 298,925: 27,055 27,728 Other: 42,372: 8,640 4,289 5,579 23,454 29,970 37,673 39,837: 4,699 2,535 : : : : : Changes in Commitments from: January 31, 2012 : : -7,309: 2,064 -11,332 -1,425 -12,342 8,239 -11,703 -4,518: 4,394 -2,791 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 18.0 20.5 52.3 53.4 91.4 91.8: 8.6 8.2 Old : 100.0: 20.6 21.1 19.3 51.9 51.1 91.7 91.5: 8.3 8.5 Other: 100.0: 20.4 10.1 13.2 55.4 70.7 88.9 94.0: 11.1 6.0 : : : :# Traders : Number of Traders in Each Category : All : 262: 68 79 102 71 72 208 213: Old : 259: 71 87 97 66 71 197 211: Other: 97: 29 17 25 38 32 79 62: :---------------------------------------------------------------------------------------------------- : 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 : 16.1 21.9 26.4 33.6 12.3 16.8 19.8 25.4 Old : 17.6 21.8 28.5 31.3 13.4 17.1 21.6 25.3 Other: 33.0 44.6 46.9 62.9 30.6 44.0 41.1 57.0 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 746,640: 77,265 87,830 57,984 456,416 436,712 591,665 582,526: 154,975 164,114 Old : 746,640: 77,265 87,830 57,984 456,416 436,712 591,665 582,526: 154,975 164,114 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : 20,726: 3,924 -2,296 13,070 3,372 7,093 20,366 17,867: 360 2,859 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 11.8 7.8 61.1 58.5 79.2 78.0: 20.8 22.0 Old : 100.0: 10.3 11.8 7.8 61.1 58.5 79.2 78.0: 20.8 22.0 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 : 165: 32 35 42 78 79 134 132: Old : 165: 32 35 42 78 79 134 132: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.6 19.4 28.5 29.7 17.8 16.3 22.6 25.1 Old : 18.6 19.4 28.5 29.7 17.8 16.3 22.6 25.1 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, February 7, 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 : 380,149: 45,892 35,112 1,100 275,255 293,093 322,248 329,305: 57,901 50,844 Old : 380,149: 45,892 35,112 1,100 275,255 293,093 322,248 329,305: 57,901 50,844 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : 425: 106 3,881 56 5,338 -1,643 5,500 2,294: -5,075 -1,869 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 9.2 0.3 72.4 77.1 84.8 86.6: 15.2 13.4 Old : 100.0: 12.1 9.2 0.3 72.4 77.1 84.8 86.6: 15.2 13.4 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 : 70: 5 9 4 42 37 50 47: Old : 70: 5 9 4 42 37 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 : 26.9 48.6 46.2 63.6 24.0 48.5 41.3 63.0 Old : 26.9 48.6 46.2 63.6 24.0 48.5 41.3 63.0 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, February 7, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 29,000 U.S. GALLONS) : : : : All : 11,140: 1,442 204 1,286 7,585 9,116 10,313 10,606: 827 534 Old : 11,140: 1,442 204 1,286 7,585 9,116 10,313 10,606: 827 534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : 532: 242 22 -97 262 550 407 475: 125 57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 1.8 11.5 68.1 81.8 92.6 95.2: 7.4 4.8 Old : 100.0: 12.9 1.8 11.5 68.1 81.8 92.6 95.2: 7.4 4.8 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 : 40: 11 1 6 22 25 35 31: Old : 40: 11 1 6 22 25 35 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 46.8 67.7 69.8 17.3 17.6 24.8 25.7 Old : 49.6 46.8 67.7 69.8 17.3 17.6 24.8 25.7 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, February 7, 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 : 215,651: 36,718 37,006 43,082 103,603 109,846 183,404 189,934: 32,247 25,716 Old : 175,305: 32,751 38,038 27,259 87,760 87,977 147,770 153,275: 27,535 22,031 Other: 40,345: 6,765 1,765 13,025 15,843 21,869 35,633 36,659: 4,712 3,686 : : : : : Changes in Commitments from: January 31, 2012 : : -12,842: 3,641 -4,964 -357 -18,221 -6,608 -14,936 -11,929: 2,094 -913 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 17.2 20.0 48.0 50.9 85.0 88.1: 15.0 11.9 Old : 100.0: 18.7 21.7 15.5 50.1 50.2 84.3 87.4: 15.7 12.6 Other: 100.0: 16.8 4.4 32.3 39.3 54.2 88.3 90.9: 11.7 9.1 : : : :# Traders : Number of Traders in Each Category : All : 193: 48 45 60 69 65 156 148: Old : 189: 48 50 54 67 63 149 141: Other: 97: 19 19 29 39 33 74 69: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.6 26.0 26.8 35.2 11.7 18.5 17.1 25.0 Old : 16.7 24.2 25.6 33.6 12.5 18.2 18.4 25.5 Other: 33.6 39.2 50.3 54.7 25.7 27.7 34.2 36.7 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 16,105: 2,753 6,425 1,881 8,635 5,506 13,268 13,812: 2,837 2,293 Old : 15,741: 2,812 6,420 1,807 8,490 5,245 13,109 13,472: 2,632 2,268 Other: 364: 6 70 8 145 261 159 339: 205 25 : : : : : Changes in Commitments from: January 31, 2012 : : 465: 75 245 374 -161 -431 289 189: 176 276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 39.9 11.7 53.6 34.2 82.4 85.8: 17.6 14.2 Old : 100.0: 17.9 40.8 11.5 53.9 33.3 83.3 85.6: 16.7 14.4 Other: 100.0: 1.6 19.3 2.2 39.8 71.6 43.6 93.1: 56.4 6.9 : : : :# Traders : Number of Traders in Each Category : All : 83: 21 28 15 25 17 55 54: Old : 83: 23 27 15 24 16 54 53: Other: 17: 2 4 2 5 7 8 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 : 32.0 22.3 45.9 36.7 32.0 18.8 45.1 31.6 Old : 32.8 21.5 46.9 36.2 32.7 18.2 46.2 31.6 Other: 40.1 81.8 43.6 90.7 40.1 81.8 41.2 89.8 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 951,306: 290,810 117,594 26,333 518,532 707,288 835,675 851,215: 115,631 100,090 Old : 951,306: 290,810 117,594 26,333 518,532 707,288 835,675 851,215: 115,631 100,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : -2,253: -32,733 -4,163 4,473 35,700 -3,805 7,440 -3,495: -9,694 1,242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 12.4 2.8 54.5 74.3 87.8 89.5: 12.2 10.5 Old : 100.0: 30.6 12.4 2.8 54.5 74.3 87.8 89.5: 12.2 10.5 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 : 220: 50 38 26 90 106 154 156: Old : 220: 50 38 26 90 106 154 156: 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 : 20.2 30.9 33.8 39.5 18.4 30.0 31.6 37.9 Old : 20.2 30.9 33.8 39.5 18.4 30.0 31.6 37.9 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, February 7, 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 : 2,121,874: 207,727 230,151 180,411 1,428,648 1,333,425 1,816,786 1,743,987: 305,088 377,887 Old : 2,121,874: 207,727 230,151 180,411 1,428,648 1,333,425 1,816,786 1,743,987: 305,088 377,887 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : 103,084: -19,819 -8,553 48,776 67,274 43,956 96,231 84,180: 6,852 18,904 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 10.8 8.5 67.3 62.8 85.6 82.2: 14.4 17.8 Old : 100.0: 9.8 10.8 8.5 67.3 62.8 85.6 82.2: 14.4 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: 30 65 56 137 149 208 229: Old : 266: 30 65 56 137 149 208 229: 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 : 26.2 23.2 34.3 29.1 25.7 20.2 33.0 25.5 Old : 26.2 23.2 34.3 29.1 25.7 20.2 33.0 25.5 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, February 7, 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 : 1,615,785: 392,635 129,419 97,907 883,306 1,152,494 1,373,848 1,379,820: 241,937 235,965 Old : 1,615,785: 392,635 129,419 97,907 883,306 1,152,494 1,373,848 1,379,820: 241,937 235,965 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : -7,501: -45,741 -18,842 -760 44,337 4,001 -2,164 -15,601: -5,337 8,100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 8.0 6.1 54.7 71.3 85.0 85.4: 15.0 14.6 Old : 100.0: 24.3 8.0 6.1 54.7 71.3 85.0 85.4: 15.0 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 : 200: 37 32 34 89 113 145 160: Old : 200: 37 32 34 89 113 145 160: 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 : 35.3 24.1 43.4 32.9 33.0 23.1 39.1 30.3 Old : 35.3 24.1 43.4 32.9 33.0 23.1 39.1 30.3 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, February 7, 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 : 586,290: 77,582 53,826 138,417 334,089 354,310 550,088 546,553: 36,202 39,737 Old : 586,290: 77,582 53,826 138,417 334,089 354,310 550,088 546,553: 36,202 39,737 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : -51,565: -8,152 -13,961 -10,093 -29,118 -26,758 -47,363 -50,812: -4,202 -753 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 9.2 23.6 57.0 60.4 93.8 93.2: 6.2 6.8 Old : 100.0: 13.2 9.2 23.6 57.0 60.4 93.8 93.2: 6.2 6.8 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 : 93: 20 20 33 46 49 81 89: Old : 93: 20 20 33 46 49 81 89: 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 31.8 51.3 48.2 27.0 20.1 31.2 29.0 Old : 39.0 31.8 51.3 48.2 27.0 20.1 31.2 29.0 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, February 7, 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 : 56,853: 20,008 5,096 727 28,899 46,545 49,634 52,368: 7,219 4,484 Old : 56,853: 20,008 5,096 727 28,899 46,545 49,634 52,368: 7,219 4,484 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : 3,293: 2,126 648 152 943 2,717 3,220 3,516: 73 -223 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 9.0 1.3 50.8 81.9 87.3 92.1: 12.7 7.9 Old : 100.0: 35.2 9.0 1.3 50.8 81.9 87.3 92.1: 12.7 7.9 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 : 98: 31 14 7 30 33 65 50: Old : 98: 31 14 7 30 33 65 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.9 53.8 45.7 67.0 31.9 53.8 45.7 66.5 Old : 31.9 53.8 45.7 67.0 31.9 53.8 45.7 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 113,705: 40,016 10,192 1,454 57,797 93,090 99,267 104,737: 14,438 8,969 Old : 113,705: 40,016 10,192 1,454 57,797 93,090 99,267 104,737: 14,438 8,969 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : 6,586: 4,251 1,296 303 1,885 5,433 6,440 7,032: 147 -446 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 9.0 1.3 50.8 81.9 87.3 92.1: 12.7 7.9 Old : 100.0: 35.2 9.0 1.3 50.8 81.9 87.3 92.1: 12.7 7.9 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 : 98: 31 14 7 30 33 65 50: Old : 98: 31 14 7 30 33 65 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.9 53.8 45.7 67.0 31.9 53.8 45.7 66.5 Old : 31.9 53.8 45.7 67.0 31.9 53.8 45.7 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 16,336: 13,944 7,954 683 1,361 7,678 15,988 16,315: 348 21 Old : 16,336: 13,944 7,954 683 1,361 7,678 15,988 16,315: 348 21 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : -40: 185 234 -227 0 -46 -42 -39: 2 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 48.7 4.2 8.3 47.0 97.9 99.9: 2.1 0.1 Old : 100.0: 85.4 48.7 4.2 8.3 47.0 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: 10 11 3 1 2 13 14: Old : 24: 10 11 3 1 2 13 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.7 73.6 95.0 89.6 85.7 72.6 92.7 86.6 Old : 85.7 73.6 95.0 89.6 85.7 72.6 92.7 86.6 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, February 7, 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 : 9,519: 1,597 594 33 7,667 8,798 9,297 9,425: 222 94 Old : 9,519: 1,597 594 33 7,667 8,798 9,297 9,425: 222 94 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : -52: 209 -104 3 -254 62 -42 -39: -10 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 6.2 0.3 80.5 92.4 97.7 99.0: 2.3 1.0 Old : 100.0: 16.8 6.2 0.3 80.5 92.4 97.7 99.0: 2.3 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 9 5 1 6 11 16 16: Old : 30: 9 5 1 6 11 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.5 84.3 93.1 93.9 82.5 84.2 93.1 93.5 Old : 82.5 84.3 93.1 93.9 82.5 84.2 93.1 93.5 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, February 7, 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 : 13,177: 2,079 1,043 0 10,841 12,010 12,920 13,053: 257 124 Old : 13,177: 2,079 1,043 0 10,841 12,010 12,920 13,053: 257 124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2012 : : -395: 970 -740 0 -1,356 345 -386 -395: -9 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 7.9 0.0 82.3 91.1 98.0 99.1: 2.0 0.9 Old : 100.0: 15.8 7.9 0.0 82.3 91.1 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: 8 8 0 5 13 13 21: Old : 34: 8 8 0 5 13 13 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.7 69.6 96.3 83.9 88.7 69.6 96.3 83.9 Old : 88.7 69.6 96.3 83.9 88.7 69.6 96.3 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2012