WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 549,844: 90,956 150,536 135,992 281,467 204,946 508,415 491,474: 41,429 58,370
Old : 284,398: 71,819 97,541 51,991 135,228 106,307 259,037 255,839: 25,361 28,560
Other: 265,446: 49,232 83,089 53,907 146,239 98,640 249,378 235,636: 16,068 29,810
: : :
: : Changes in Commitments from: February 14, 2012 :
: 19,938: 5,253 14,219 7,819 6,946 1,534 20,018 23,572: -80 -3,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 27.4 24.7 51.2 37.3 92.5 89.4: 7.5 10.6
Old : 100.0: 25.3 34.3 18.3 47.5 37.4 91.1 90.0: 8.9 10.0
Other: 100.0: 18.5 31.3 20.3 55.1 37.2 93.9 88.8: 6.1 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 115 158 177 93 110 321 344:
Old : 367: 123 130 121 84 93 272 281:
Other: 292: 68 109 96 66 93 201 239:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 13.2 31.8 19.7 18.5 10.6 28.3 16.1
Old : 21.7 19.6 31.3 29.2 21.1 18.8 30.6 27.0
Other: 27.1 13.6 43.4 22.7 26.3 11.8 41.0 19.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 1,770,174: 341,856 133,508 529,218 737,754 821,593 1,608,828 1,484,318: 161,346 285,855
Old : 1,329,736: 282,677 137,882 373,254 552,889 618,413 1,208,820 1,129,549: 120,916 200,187
Other: 440,438: 140,944 77,391 74,199 184,865 203,180 400,008 354,769: 40,430 85,669
: : :
: : Changes in Commitments from: February 14, 2012 :
: -8,856: -18,212 2,128 2,674 1,923 -9,669 -13,615 -4,868: 4,759 -3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 7.5 29.9 41.7 46.4 90.9 83.9: 9.1 16.1
Old : 100.0: 21.3 10.4 28.1 41.6 46.5 90.9 84.9: 9.1 15.1
Other: 100.0: 32.0 17.6 16.8 42.0 46.1 90.8 80.5: 9.2 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 727: 193 170 270 258 315 573 647:
Old : 709: 183 172 234 243 303 528 614:
Other: 521: 115 112 107 123 258 291 426:
:----------------------------------------------------------------------------------------------------
: 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 10.3 18.2 15.1 8.6 5.3 13.6 8.4
Old : 11.4 10.8 20.0 16.1 9.8 6.1 15.9 9.3
Other: 20.4 17.7 32.1 24.5 16.0 11.3 24.5 17.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 12,882: 1,960 1,357 1,084 7,928 8,763 10,972 11,205: 1,910 1,677
Old : 10,758: 1,963 1,056 847 6,372 7,404 9,181 9,307: 1,576 1,450
Other: 2,125: 7 310 228 1,556 1,359 1,791 1,898: 334 227
: : :
: : Changes in Commitments from: February 14, 2012 :
: -689: -462 -25 30 -325 -294 -756 -288: 67 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.5 8.4 61.5 68.0 85.2 87.0: 14.8 13.0
Old : 100.0: 18.2 9.8 7.9 59.2 68.8 85.3 86.5: 14.7 13.5
Other: 100.0: 0.3 14.6 10.7 73.2 64.0 84.3 89.3: 15.7 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 10 7 15 10 27 24:
Old : 35: 10 8 7 15 8 27 21:
Other: 21: 2 6 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 : 32.3 67.5 52.1 78.4 29.9 61.3 48.5 67.1
Old : 34.3 69.7 53.2 79.7 31.6 64.0 50.2 68.5
Other: 49.0 74.8 72.7 83.8 47.0 72.0 65.8 72.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 763,912: 157,890 42,445 254,039 296,403 374,369 708,332 670,854: 55,579 93,058
Old : 588,494: 122,040 49,578 199,393 224,540 276,249 545,973 525,219: 42,522 63,275
Other: 175,418: 56,053 13,070 34,444 71,863 98,121 162,360 145,635: 13,058 29,783
: : :
: : Changes in Commitments from: February 14, 2012 :
: 7,638: 11,443 -3,824 1,523 -5,204 10,046 7,762 7,745: -124 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.6 33.3 38.8 49.0 92.7 87.8: 7.3 12.2
Old : 100.0: 20.7 8.4 33.9 38.2 46.9 92.8 89.2: 7.2 10.8
Other: 100.0: 32.0 7.5 19.6 41.0 55.9 92.6 83.0: 7.4 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 495: 189 113 207 137 168 422 407:
Old : 482: 178 119 189 127 161 395 388:
Other: 308: 90 65 88 75 127 214 241:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 15.7 19.3 22.9 9.0 10.6 14.6 16.5
Old : 12.8 14.6 20.0 22.6 10.5 12.2 16.4 18.9
Other: 21.8 24.4 33.6 35.4 18.6 20.3 27.2 27.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 376,981: 75,578 50,124 79,556 185,602 216,613 340,736 346,293: 36,245 30,687
Old : 322,000: 73,046 53,521 61,635 157,025 180,229 291,705 295,385: 30,295 26,615
Other: 54,981: 12,161 6,232 8,292 28,577 36,384 49,031 50,909: 5,950 4,072
: : :
: : Changes in Commitments from: February 14, 2012 :
: 5,011: 5,302 -6,830 -1,154 -613 14,699 3,536 6,716: 1,475 -1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 13.3 21.1 49.2 57.5 90.4 91.9: 9.6 8.1
Old : 100.0: 22.7 16.6 19.1 48.8 56.0 90.6 91.7: 9.4 8.3
Other: 100.0: 22.1 11.3 15.1 52.0 66.2 89.2 92.6: 10.8 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 73 80 95 66 69 204 203:
Old : 261: 74 88 88 62 69 193 202:
Other: 102: 29 20 28 40 33 81 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 : 15.8 25.5 26.1 37.4 12.0 19.6 19.2 27.5
Old : 17.5 24.2 27.8 35.6 13.5 20.6 20.9 28.2
Other: 28.0 40.6 45.9 60.3 25.8 39.9 39.2 53.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 732,722: 72,219 85,821 59,510 446,008 418,729 577,737 564,059: 154,984 168,663
Old : 732,722: 72,219 85,821 59,510 446,008 418,729 577,737 564,059: 154,984 168,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -670: 1,570 5,134 1,311 -6,660 -16,701 -3,780 -10,256: 3,110 9,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 11.7 8.1 60.9 57.1 78.8 77.0: 21.2 23.0
Old : 100.0: 9.9 11.7 8.1 60.9 57.1 78.8 77.0: 21.2 23.0
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 : 160: 29 36 40 79 76 132 128:
Old : 160: 29 36 40 79 76 132 128:
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 : 18.5 19.0 26.9 28.7 16.5 16.4 21.8 24.1
Old : 18.5 19.0 26.9 28.7 16.5 16.4 21.8 24.1
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 21, 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 : 377,401: 47,105 31,715 5,452 265,861 288,365 318,419 325,532: 58,982 51,869
Old : 377,401: 47,105 31,715 5,452 265,861 288,365 318,419 325,532: 58,982 51,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -2,431: -469 -1,427 -1,065 -4,088 -1,592 -5,622 -4,084: 3,191 1,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 8.4 1.4 70.4 76.4 84.4 86.3: 15.6 13.7
Old : 100.0: 12.5 8.4 1.4 70.4 76.4 84.4 86.3: 15.6 13.7
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 : 68: 6 8 6 43 37 53 47:
Old : 68: 6 8 6 43 37 53 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 47.0 44.5 62.3 23.2 46.9 39.3 60.9
Old : 25.9 47.0 44.5 62.3 23.2 46.9 39.3 60.9
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 21, 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 : 11,268: 1,333 206 1,654 7,514 8,746 10,501 10,606: 767 662
Old : 11,268: 1,333 206 1,654 7,514 8,746 10,501 10,606: 767 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 276: 34 -31 292 51 -109 377 152: -101 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 1.8 14.7 66.7 77.6 93.2 94.1: 6.8 5.9
Old : 100.0: 11.8 1.8 14.7 66.7 77.6 93.2 94.1: 6.8 5.9
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 1 7 23 24 38 31:
Old : 41: 12 1 7 23 24 38 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 : 48.8 47.9 67.8 70.2 14.5 17.3 19.4 23.3
Old : 48.8 47.9 67.8 70.2 14.5 17.3 19.4 23.3
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 21, 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 : 211,257: 42,249 28,148 42,134 92,010 115,848 176,393 186,130: 34,864 25,127
Old : 170,442: 38,208 26,121 28,592 74,135 94,895 140,935 149,607: 29,507 20,835
Other: 40,815: 6,453 4,439 11,130 17,875 20,954 35,458 36,523: 5,357 4,292
: : :
: : Changes in Commitments from: February 14, 2012 :
: 947: 6,088 -7,282 -74 -5,093 9,266 920 1,910: 27 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 13.3 19.9 43.6 54.8 83.5 88.1: 16.5 11.9
Old : 100.0: 22.4 15.3 16.8 43.5 55.7 82.7 87.8: 17.3 12.2
Other: 100.0: 15.8 10.9 27.3 43.8 51.3 86.9 89.5: 13.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 58 38 59 72 67 161 145:
Old : 191: 62 40 54 69 64 154 139:
Other: 101: 19 23 27 40 32 75 68:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 26.9 25.8 36.8 9.8 19.8 15.9 26.0
Old : 15.1 25.4 25.0 35.4 9.2 19.6 15.6 25.9
Other: 29.8 36.8 46.8 50.2 27.2 28.5 37.0 39.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 16,106: 2,785 5,803 2,004 8,600 6,201 13,389 14,007: 2,718 2,100
Old : 15,386: 2,986 5,783 1,738 8,160 5,798 12,884 13,319: 2,502 2,067
Other: 721: 36 257 28 440 403 504 688: 216 33
: : :
: : Changes in Commitments from: February 14, 2012 :
: 330: -216 -56 298 159 329 241 571: 89 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 36.0 12.4 53.4 38.5 83.1 87.0: 16.9 13.0
Old : 100.0: 19.4 37.6 11.3 53.0 37.7 83.7 86.6: 16.3 13.4
Other: 100.0: 5.0 35.6 3.9 61.1 55.9 70.0 95.4: 30.0 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 17 29 16 25 20 54 56:
Old : 81: 18 29 15 23 19 52 54:
Other: 23: 1 9 4 6 7 11 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 : 30.8 23.0 44.5 37.9 30.4 18.2 43.6 31.1
Old : 32.1 22.6 46.3 38.2 32.1 18.1 45.9 32.1
Other: 59.8 62.3 68.9 84.6 59.8 62.3 66.1 84.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 905,840: 182,407 159,762 45,587 561,706 591,191 789,701 796,540: 116,139 109,300
Old : 905,840: 182,407 159,762 45,587 561,706 591,191 789,701 796,540: 116,139 109,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -16,865: -42,008 23,641 14,031 14,652 -54,696 -13,325 -17,024: -3,540 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 17.6 5.0 62.0 65.3 87.2 87.9: 12.8 12.1
Old : 100.0: 20.1 17.6 5.0 62.0 65.3 87.2 87.9: 12.8 12.1
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 : 218: 41 40 33 98 106 154 164:
Old : 218: 41 40 33 98 106 154 164:
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 : 20.6 27.5 34.7 36.6 19.5 26.3 32.7 34.4
Old : 20.6 27.5 34.7 36.6 19.5 26.3 32.7 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 2,247,896: 199,694 263,022 205,478 1,541,827 1,426,948 1,946,999 1,895,448: 300,897 352,449
Old : 2,247,896: 199,694 263,022 205,478 1,541,827 1,426,948 1,946,999 1,895,448: 300,897 352,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 90,262: 2,122 29,163 -485 100,195 58,973 101,832 87,651: -11,570 2,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 11.7 9.1 68.6 63.5 86.6 84.3: 13.4 15.7
Old : 100.0: 8.9 11.7 9.1 68.6 63.5 86.6 84.3: 13.4 15.7
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 : 282: 40 63 65 146 161 221 254:
Old : 282: 40 63 65 146 161 221 254:
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 : 28.0 24.3 35.3 30.0 27.5 21.3 33.7 25.9
Old : 28.0 24.3 35.3 30.0 27.5 21.3 33.7 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 1,554,967: 353,849 147,208 96,827 875,131 1,055,980 1,325,807 1,300,014: 229,160 254,953
Old : 1,554,967: 353,849 147,208 96,827 875,131 1,055,980 1,325,807 1,300,014: 229,160 254,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -31,188: -2,633 11,786 1,431 -6,658 -51,744 -7,859 -38,528: -23,329 7,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 9.5 6.2 56.3 67.9 85.3 83.6: 14.7 16.4
Old : 100.0: 22.8 9.5 6.2 56.3 67.9 85.3 83.6: 14.7 16.4
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 : 190: 34 34 36 88 105 138 159:
Old : 190: 34 34 36 88 105 138 159:
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 : 30.7 25.4 39.5 33.9 28.3 24.3 35.5 31.9
Old : 30.7 25.4 39.5 33.9 28.3 24.3 35.5 31.9
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 21, 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 : 634,682: 81,118 66,493 146,933 374,426 380,853 602,477 594,279: 32,205 40,403
Old : 634,682: 81,118 66,493 146,933 374,426 380,853 602,477 594,279: 32,205 40,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 21,105: -6,654 9,752 2,504 22,320 7,372 18,170 19,628: 2,935 1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.5 23.2 59.0 60.0 94.9 93.6: 5.1 6.4
Old : 100.0: 12.8 10.5 23.2 59.0 60.0 94.9 93.6: 5.1 6.4
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 : 97: 19 23 34 46 52 81 95:
Old : 97: 19 23 34 46 52 81 95:
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 : 38.3 29.9 50.8 45.8 27.9 20.0 32.7 28.0
Old : 38.3 29.9 50.8 45.8 27.9 20.0 32.7 28.0
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 21, 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 : 55,130: 19,296 4,493 1,071 27,921 44,396 48,287 49,960: 6,842 5,169
Old : 55,130: 19,296 4,493 1,071 27,921 44,396 48,287 49,960: 6,842 5,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -886: 757 -555 50 -1,335 -230 -528 -734: -358 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 8.1 1.9 50.6 80.5 87.6 90.6: 12.4 9.4
Old : 100.0: 35.0 8.1 1.9 50.6 80.5 87.6 90.6: 12.4 9.4
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 : 98: 31 13 8 31 32 66 49:
Old : 98: 31 13 8 31 32 66 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 : 31.6 54.1 45.6 66.8 31.6 54.1 45.6 66.3
Old : 31.6 54.1 45.6 66.8 31.6 54.1 45.6 66.3
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, February 21, 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 : 110,259: 38,591 8,986 2,142 55,842 88,793 96,574 99,921: 13,685 10,339
Old : 110,259: 38,591 8,986 2,142 55,842 88,793 96,574 99,921: 13,685 10,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -1,772: 1,515 -1,109 100 -2,671 -459 -1,055 -1,468: -716 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 8.1 1.9 50.6 80.5 87.6 90.6: 12.4 9.4
Old : 100.0: 35.0 8.1 1.9 50.6 80.5 87.6 90.6: 12.4 9.4
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 : 98: 31 13 8 31 32 66 49:
Old : 98: 31 13 8 31 32 66 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 : 31.6 54.1 45.6 66.8 31.6 54.1 45.6 66.3
Old : 31.6 54.1 45.6 66.8 31.6 54.1 45.6 66.3
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, February 21, 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 : 16,519: 14,033 6,718 1,065 1,361 8,610 16,459 16,393: 60 126
Old : 16,519: 14,033 6,718 1,065 1,361 8,610 16,459 16,393: 60 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 207: 125 -687 77 0 717 202 107: 5 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 40.7 6.4 8.2 52.1 99.6 99.2: 0.4 0.8
Old : 100.0: 85.0 40.7 6.4 8.2 52.1 99.6 99.2: 0.4 0.8
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 : 25: 11 10 2 1 3 14 13:
Old : 25: 11 10 2 1 3 14 13:
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 : 84.7 74.2 95.5 89.1 84.7 71.7 91.7 84.0
Old : 84.7 74.2 95.5 89.1 84.7 71.7 91.7 84.0
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 21, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,554: 2,679 294 10 7,588 10,145 10,277 10,449: 277 105
Old : 10,554: 2,679 294 10 7,588 10,145 10,277 10,449: 277 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 579: 454 -1 0 95 585 549 584: 30 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 2.8 0.1 71.9 96.1 97.4 99.0: 2.6 1.0
Old : 100.0: 25.4 2.8 0.1 71.9 96.1 97.4 99.0: 2.6 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 : 31: 11 4 1 6 11 17 16:
Old : 31: 11 4 1 6 11 17 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 : 80.7 89.0 92.3 95.5 80.7 88.9 92.3 95.4
Old : 80.7 89.0 92.3 95.5 80.7 88.9 92.3 95.4
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, February 21, 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 : 12,935: 2,715 911 0 9,954 11,978 12,669 12,889: 266 46
Old : 12,935: 2,715 911 0 9,954 11,978 12,669 12,889: 266 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 245: 354 422 0 -128 -61 226 361: 19 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 7.0 0.0 77.0 92.6 97.9 99.6: 2.1 0.4
Old : 100.0: 21.0 7.0 0.0 77.0 92.6 97.9 99.6: 2.1 0.4
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 : 31: 6 8 0 4 13 10 21:
Old : 31: 6 8 0 4 13 10 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 : 89.0 70.2 97.3 84.5 89.0 70.2 97.3 84.5
Old : 89.0 70.2 97.3 84.5 89.0 70.2 97.3 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2012