WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 529,906: 85,703 136,317 128,173 274,521 203,412 488,397 467,902: 41,509 62,004
Old : 274,415: 69,630 86,053 49,582 129,204 106,891 248,416 242,526: 25,999 31,889
Other: 255,490: 43,978 78,169 50,686 145,317 96,522 239,981 225,376: 15,510 30,115
: : :
: : Changes in Commitments from: February 7, 2012 :
: -14,847: 190 13,067 -11,357 -3,992 -16,617 -15,159 -14,906: 312 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 25.7 24.2 51.8 38.4 92.2 88.3: 7.8 11.7
Old : 100.0: 25.4 31.4 18.1 47.1 39.0 90.5 88.4: 9.5 11.6
Other: 100.0: 17.2 30.6 19.8 56.9 37.8 93.9 88.2: 6.1 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 109 151 176 91 111 314 335:
Old : 357: 125 120 126 81 96 266 283:
Other: 278: 59 105 94 63 91 189 231:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 12.6 33.5 18.7 19.3 9.9 30.1 15.2
Old : 21.0 17.0 30.6 25.7 20.4 16.0 29.5 23.4
Other: 27.7 13.4 45.3 22.6 26.2 12.0 42.9 19.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 1,779,030: 360,067 131,380 526,544 735,832 831,262 1,622,443 1,489,186: 156,587 289,844
Old : 1,350,923: 304,245 129,449 373,038 554,321 640,013 1,231,604 1,142,501: 119,319 208,422
Other: 428,107: 138,657 84,766 70,671 181,511 191,249 390,839 346,685: 37,269 81,422
: : :
: : Changes in Commitments from: February 7, 2012 :
: 41,044: -2,051 2,574 19,797 28,320 16,502 46,066 38,873: -5,021 2,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.4 29.6 41.4 46.7 91.2 83.7: 8.8 16.3
Old : 100.0: 22.5 9.6 27.6 41.0 47.4 91.2 84.6: 8.8 15.4
Other: 100.0: 32.4 19.8 16.5 42.4 44.7 91.3 81.0: 8.7 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 725: 196 165 268 260 313 573 646:
Old : 706: 184 167 233 246 304 530 615:
Other: 520: 123 107 108 122 253 291 426:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 10.1 17.9 14.9 8.4 5.4 13.3 8.5
Old : 11.3 10.6 19.3 15.9 9.6 6.0 15.7 9.4
Other: 20.1 16.5 32.0 23.4 15.9 9.9 24.2 15.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 13,571: 2,422 1,383 1,054 8,253 9,057 11,728 11,493: 1,843 2,078
Old : 11,517: 2,417 1,088 830 6,747 7,744 9,995 9,663: 1,521 1,854
Other: 2,055: 7 297 221 1,505 1,312 1,733 1,830: 321 224
: : :
: : Changes in Commitments from: February 7, 2012 :
: -451: 86 -435 73 -396 -115 -237 -476: -213 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 10.2 7.8 60.8 66.7 86.4 84.7: 13.6 15.3
Old : 100.0: 21.0 9.4 7.2 58.6 67.2 86.8 83.9: 13.2 16.1
Other: 100.0: 0.3 14.4 10.8 73.3 63.9 84.4 89.1: 15.6 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 8 7 15 10 28 24:
Old : 36: 12 7 7 15 9 28 22:
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 : 34.1 63.4 52.8 73.7 31.4 58.6 48.4 63.8
Old : 35.8 64.7 54.7 74.5 32.8 60.5 49.9 64.6
Other: 49.6 75.0 71.1 84.1 47.9 72.2 64.1 72.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 756,274: 146,447 46,269 252,516 301,608 364,324 700,570 663,109: 55,704 93,165
Old : 594,075: 110,704 56,239 200,433 238,564 271,776 549,701 528,448: 44,374 65,627
Other: 162,199: 56,047 10,335 31,779 63,044 92,548 150,869 134,661: 11,330 27,538
: : :
: : Changes in Commitments from: February 7, 2012 :
: 46,162: 11,122 -8,309 23,757 8,507 23,981 43,385 39,429: 2,777 6,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 6.1 33.4 39.9 48.2 92.6 87.7: 7.4 12.3
Old : 100.0: 18.6 9.5 33.7 40.2 45.7 92.5 89.0: 7.5 11.0
Other: 100.0: 34.6 6.4 19.6 38.9 57.1 93.0 83.0: 7.0 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 497: 172 128 220 130 167 418 423:
Old : 484: 158 139 200 123 159 392 403:
Other: 304: 99 60 81 66 125 202 235:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 15.6 20.1 23.2 9.4 9.9 15.2 15.7
Old : 12.8 14.5 21.3 22.7 11.1 11.2 16.7 17.6
Other: 21.1 24.7 33.4 37.0 17.5 21.7 26.2 28.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 14,508: 10,838 1,465 250 302 1,762 11,390 3,477: 3,118 11,031
Old : 7,507: 4,713 1,474 215 302 662 5,230 2,351: 2,277 5,156
Other: 7,001: 6,159 25 1 0 1,100 6,160 1,126: 841 5,875
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,110: 1,643 -165 74 -18 151 1,699 60: -589 1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 10.1 1.7 2.1 12.1 78.5 24.0: 21.5 76.0
Old : 100.0: 62.8 19.6 2.9 4.0 8.8 69.7 31.3: 30.3 68.7
Other: 100.0: 88.0 0.4 0.0 0.0 15.7 88.0 16.1: 12.0 83.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 4 5 1 4 14 13:
Old : 21: 12 5 5 1 4 14 13:
Other: 13: 8 1 1 0 4 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 48.3 15.1 68.2 22.2 47.8 15.1 66.5 20.8
Old : 45.7 19.9 61.3 29.1 44.8 19.9 58.5 27.9
Other: 70.8 15.7 88.0 16.1 70.7 15.7 88.0 16.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 371,970: 70,276 56,953 80,710 186,215 201,914 337,200 339,577: 34,770 32,392
Old : 322,724: 69,311 60,396 64,482 159,265 168,898 293,059 293,776: 29,665 28,948
Other: 49,246: 10,622 6,215 6,570 26,950 33,016 44,141 45,801: 5,104 3,445
: : :
: : Changes in Commitments from: February 7, 2012 :
: 2,945: 1,478 -9,424 5,218 -6,767 5,020 -71 815: 3,015 2,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 15.3 21.7 50.1 54.3 90.7 91.3: 9.3 8.7
Old : 100.0: 21.5 18.7 20.0 49.4 52.3 90.8 91.0: 9.2 9.0
Other: 100.0: 21.6 12.6 13.3 54.7 67.0 89.6 93.0: 10.4 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 71 79 98 65 73 199 211:
Old : 256: 75 85 91 62 73 188 210:
Other: 99: 26 23 27 38 31 81 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 : 15.8 22.4 26.1 34.6 12.3 18.3 20.0 26.6
Old : 17.4 21.5 27.9 32.1 13.5 19.0 21.8 27.1
Other: 28.9 43.5 46.7 63.1 27.8 41.7 41.6 55.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 733,392: 70,650 80,687 58,199 452,669 435,430 581,517 574,315: 151,874 159,077
Old : 733,392: 70,650 80,687 58,199 452,669 435,430 581,517 574,315: 151,874 159,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -13,248: -6,616 -7,143 215 -3,747 -1,283 -10,148 -8,211: -3,100 -5,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.0 7.9 61.7 59.4 79.3 78.3: 20.7 21.7
Old : 100.0: 9.6 11.0 7.9 61.7 59.4 79.3 78.3: 20.7 21.7
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 : 168: 32 38 44 81 79 139 135:
Old : 168: 32 38 44 81 79 139 135:
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 : 19.2 18.8 28.5 29.1 18.3 16.1 23.3 24.7
Old : 19.2 18.8 28.5 29.1 18.3 16.1 23.3 24.7
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 14, 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 : 379,832: 47,574 33,142 6,517 269,949 289,957 324,041 329,616: 55,792 50,216
Old : 379,832: 47,574 33,142 6,517 269,949 289,957 324,041 329,616: 55,792 50,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -316: 1,682 -1,969 5,417 -5,306 -3,136 1,793 311: -2,109 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 8.7 1.7 71.1 76.3 85.3 86.8: 14.7 13.2
Old : 100.0: 12.5 8.7 1.7 71.1 76.3 85.3 86.8: 14.7 13.2
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 : 72: 6 9 6 43 38 53 49:
Old : 72: 6 9 6 43 38 53 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 46.6 44.6 62.1 23.2 46.5 39.6 61.5
Old : 26.0 46.6 44.6 62.1 23.2 46.5 39.6 61.5
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, February 14, 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 : 10,992: 1,299 237 1,362 7,463 8,855 10,124 10,454: 868 538
Old : 10,992: 1,299 237 1,362 7,463 8,855 10,124 10,454: 868 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -148: -143 33 76 -122 -261 -189 -152: 41 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.2 12.4 67.9 80.6 92.1 95.1: 7.9 4.9
Old : 100.0: 11.8 2.2 12.4 67.9 80.6 92.1 95.1: 7.9 4.9
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 : 41: 12 2 6 21 24 36 30:
Old : 41: 12 2 6 21 24 36 30:
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 : 49.8 47.4 68.9 69.8 17.0 17.1 21.9 23.7
Old : 49.8 47.4 68.9 69.8 17.0 17.1 21.9 23.7
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 14, 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 : 210,310: 36,161 35,430 42,208 97,104 106,582 175,473 184,220: 34,837 26,090
Old : 171,004: 32,661 34,964 27,737 81,097 86,283 141,495 148,984: 29,509 22,020
Other: 39,305: 6,122 3,088 11,849 16,007 20,299 33,978 35,236: 5,328 4,070
: : :
: : Changes in Commitments from: February 7, 2012 :
: -5,341: -557 -1,576 -874 -6,500 -3,264 -7,931 -5,714: 2,590 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.8 20.1 46.2 50.7 83.4 87.6: 16.6 12.4
Old : 100.0: 19.1 20.4 16.2 47.4 50.5 82.7 87.1: 17.3 12.9
Other: 100.0: 15.6 7.9 30.1 40.7 51.6 86.4 89.6: 13.6 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 45 50 56 67 66 150 147:
Old : 187: 46 55 51 64 62 143 140:
Other: 94: 17 20 28 38 31 72 66:
:----------------------------------------------------------------------------------------------------
: 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 25.1 25.9 34.1 12.0 19.2 17.6 25.2
Old : 15.6 22.4 25.2 32.2 11.4 18.4 17.4 24.5
Other: 31.3 40.0 47.3 52.2 26.6 29.2 35.8 38.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 15,776: 3,001 5,859 1,705 8,441 5,872 13,147 13,436: 2,629 2,341
Old : 15,228: 3,157 5,866 1,510 8,180 5,532 12,847 12,908: 2,380 2,320
Other: 548: 13 162 26 261 340 300 528: 249 21
: : :
: : Changes in Commitments from: February 7, 2012 :
: -329: 248 -567 -175 -194 366 -121 -376: -208 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 37.1 10.8 53.5 37.2 83.3 85.2: 16.7 14.8
Old : 100.0: 20.7 38.5 9.9 53.7 36.3 84.4 84.8: 15.6 15.2
Other: 100.0: 2.4 29.5 4.7 47.6 62.0 54.7 96.2: 45.3 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 20 27 14 25 18 54 54:
Old : 82: 23 26 13 24 17 53 52:
Other: 20: 3 6 4 4 7 9 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 : 32.9 22.4 46.3 37.2 32.7 19.1 46.1 31.4
Old : 34.1 21.9 48.0 37.2 33.9 18.4 47.8 32.7
Other: 48.7 64.5 54.4 88.2 47.6 64.5 50.0 88.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 922,705: 224,415 136,121 31,557 547,055 645,887 803,026 813,565: 119,679 109,141
Old : 922,705: 224,415 136,121 31,557 547,055 645,887 803,026 813,565: 119,679 109,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -28,600: -66,395 18,526 5,224 28,523 -61,401 -32,649 -37,651: 4,048 9,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.8 3.4 59.3 70.0 87.0 88.2: 13.0 11.8
Old : 100.0: 24.3 14.8 3.4 59.3 70.0 87.0 88.2: 13.0 11.8
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 : 222: 48 40 29 96 103 159 157:
Old : 222: 48 40 29 96 103 159 157:
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 : 20.1 31.6 32.1 40.8 19.7 30.1 30.9 37.8
Old : 20.1 31.6 32.1 40.8 19.7 30.1 30.9 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 2,157,634: 197,573 233,859 205,963 1,441,633 1,367,976 1,845,168 1,807,797: 312,466 349,837
Old : 2,157,634: 197,573 233,859 205,963 1,441,633 1,367,976 1,845,168 1,807,797: 312,466 349,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 35,760: -10,155 3,707 25,552 12,984 34,550 28,382 63,810: 7,378 -28,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 10.8 9.5 66.8 63.4 85.5 83.8: 14.5 16.2
Old : 100.0: 9.2 10.8 9.5 66.8 63.4 85.5 83.8: 14.5 16.2
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 : 272: 43 57 62 137 153 214 238:
Old : 272: 43 57 62 137 153 214 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 23.5 33.4 30.9 24.9 20.1 31.8 26.4
Old : 25.4 23.5 33.4 30.9 24.9 20.1 31.8 26.4
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 14, 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 : 1,586,156: 356,482 135,422 95,396 881,789 1,107,724 1,333,666 1,338,542: 252,489 247,613
Old : 1,586,156: 356,482 135,422 95,396 881,789 1,107,724 1,333,666 1,338,542: 252,489 247,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -29,629: -36,153 6,004 -2,511 -1,517 -44,770 -40,182 -41,278: 10,553 11,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 8.5 6.0 55.6 69.8 84.1 84.4: 15.9 15.6
Old : 100.0: 22.5 8.5 6.0 55.6 69.8 84.1 84.4: 15.9 15.6
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 : 192: 37 31 37 88 108 142 159:
Old : 192: 37 31 37 88 108 142 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 24.9 41.9 33.8 31.5 23.9 38.4 31.2
Old : 33.8 24.9 41.9 33.8 31.5 23.9 38.4 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 613,577: 87,772 56,741 144,429 352,105 373,481 584,307 574,651: 29,270 38,926
Old : 613,577: 87,772 56,741 144,429 352,105 373,481 584,307 574,651: 29,270 38,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 27,287: 10,190 2,915 6,012 18,017 19,171 34,219 28,098: -6,932 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 9.2 23.5 57.4 60.9 95.2 93.7: 4.8 6.3
Old : 100.0: 14.3 9.2 23.5 57.4 60.9 95.2 93.7: 4.8 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: 19 21 33 47 51 81 91:
Old : 94: 19 21 33 47 51 81 91:
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 : 38.7 30.4 51.7 46.1 27.9 19.8 32.0 27.6
Old : 38.7 30.4 51.7 46.1 27.9 19.8 32.0 27.6
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 14, 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 : 56,015: 18,538 5,048 1,021 29,256 44,626 48,815 50,694: 7,201 5,321
Old : 56,015: 18,538 5,048 1,021 29,256 44,626 48,815 50,694: 7,201 5,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -837: -1,470 -48 294 358 -1,919 -819 -1,674: -18 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 9.0 1.8 52.2 79.7 87.1 90.5: 12.9 9.5
Old : 100.0: 33.1 9.0 1.8 52.2 79.7 87.1 90.5: 12.9 9.5
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 : 96: 27 16 7 32 29 64 47:
Old : 96: 27 16 7 32 29 64 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 : 33.2 53.6 47.1 66.0 33.2 53.6 47.1 65.5
Old : 33.2 53.6 47.1 66.0 33.2 53.6 47.1 65.5
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 14, 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 : 112,031: 37,076 10,095 2,041 58,512 89,252 97,630 101,389: 14,401 10,642
Old : 112,031: 37,076 10,095 2,041 58,512 89,252 97,630 101,389: 14,401 10,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -1,674: -2,940 -96 587 715 -3,839 -1,637 -3,348: -37 1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 9.0 1.8 52.2 79.7 87.1 90.5: 12.9 9.5
Old : 100.0: 33.1 9.0 1.8 52.2 79.7 87.1 90.5: 12.9 9.5
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 : 96: 27 16 7 32 29 64 47:
Old : 96: 27 16 7 32 29 64 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 : 33.2 53.6 47.1 66.0 33.2 53.6 47.1 65.5
Old : 33.2 53.6 47.1 66.0 33.2 53.6 47.1 65.5
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 14, 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 : 16,312: 13,908 7,405 988 1,361 7,893 16,257 16,286: 55 26
Old : 16,312: 13,908 7,405 988 1,361 7,893 16,257 16,286: 55 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -24: -36 -549 305 0 215 269 -29: -293 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 45.4 6.1 8.3 48.4 99.7 99.8: 0.3 0.2
Old : 100.0: 85.3 45.4 6.1 8.3 48.4 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 11 3 1 2 14 14:
Old : 25: 11 11 3 1 2 14 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 : 85.8 72.7 95.3 88.3 84.9 70.8 92.0 83.5
Old : 85.8 72.7 95.3 88.3 84.9 70.8 92.0 83.5
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 14, 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 : 9,975: 2,225 295 10 7,493 9,560 9,728 9,865: 247 110
Old : 9,975: 2,225 295 10 7,493 9,560 9,728 9,865: 247 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 456: 628 -299 -23 -174 762 431 440: 25 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.0 0.1 75.1 95.8 97.5 98.9: 2.5 1.1
Old : 100.0: 22.3 3.0 0.1 75.1 95.8 97.5 98.9: 2.5 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 : 30: 10 4 1 6 11 16 16:
Old : 30: 10 4 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 : 80.6 88.2 92.9 95.0 80.6 88.1 92.9 94.9
Old : 80.6 88.2 92.9 95.0 80.6 88.1 92.9 94.9
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 14, 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 : 12,690: 2,361 489 0 10,082 12,039 12,443 12,528: 247 162
Old : 12,690: 2,361 489 0 10,082 12,039 12,443 12,528: 247 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -487: 282 -554 0 -759 29 -477 -525: -10 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.9 0.0 79.4 94.9 98.1 98.7: 1.9 1.3
Old : 100.0: 18.6 3.9 0.0 79.4 94.9 98.1 98.7: 1.9 1.3
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 : 29: 7 5 0 4 13 11 18:
Old : 29: 7 5 0 4 13 11 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 : 88.9 72.6 97.2 87.4 88.9 72.6 97.2 87.4
Old : 88.9 72.6 97.2 87.4 88.9 72.6 97.2 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2012