WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 513,096: 91,949 143,312 116,381 264,987 198,814 473,317 458,507: 39,778 54,589
Old : 233,043: 67,495 91,173 28,060 116,671 92,324 212,226 211,557: 20,817 21,486
Other: 280,052: 56,324 84,008 56,451 148,316 106,490 261,091 246,950: 18,962 33,103
: : :
: : Changes in Commitments from: February 21, 2012 :
: -36,749: 993 -7,224 -19,611 -16,480 -6,132 -35,098 -32,967: -1,651 -3,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 27.9 22.7 51.6 38.7 92.2 89.4: 7.8 10.6
Old : 100.0: 29.0 39.1 12.0 50.1 39.6 91.1 90.8: 8.9 9.2
Other: 100.0: 20.1 30.0 20.2 53.0 38.0 93.2 88.2: 6.8 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 114 142 162 92 110 307 329:
Old : 337: 112 114 76 73 90 225 240:
Other: 303: 74 111 100 71 97 211 250:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 14.7 33.8 21.8 20.1 12.7 31.0 18.3
Old : 26.1 25.7 36.6 37.2 26.0 24.5 36.3 34.9
Other: 26.2 12.0 41.2 20.2 25.3 10.7 39.2 17.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 1,647,928: 361,372 117,180 442,842 682,195 802,512 1,486,410 1,362,534: 161,519 285,394
Old : 1,190,434: 293,590 120,919 290,023 489,980 585,645 1,073,593 996,587: 116,842 193,847
Other: 457,494: 143,456 71,935 77,145 192,215 216,867 412,817 365,946: 44,677 91,547
: : :
: : Changes in Commitments from: February 21, 2012 :
: -122,246: 19,516 -16,328 -86,376 -55,559 -19,081 -122,418 -121,785: 172 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 7.1 26.9 41.4 48.7 90.2 82.7: 9.8 17.3
Old : 100.0: 24.7 10.2 24.4 41.2 49.2 90.2 83.7: 9.8 16.3
Other: 100.0: 31.4 15.7 16.9 42.0 47.4 90.2 80.0: 9.8 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 705: 187 146 241 241 317 548 608:
Old : 680: 174 146 210 223 306 502 574:
Other: 527: 111 107 111 140 264 303 435:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 11.6 18.9 17.2 9.3 6.5 15.2 10.4
Old : 12.2 11.1 21.7 17.5 11.1 7.2 18.6 11.2
Other: 20.0 18.7 31.4 25.3 15.6 12.1 23.8 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 11,735: 1,758 1,540 437 7,411 8,059 9,606 10,036: 2,129 1,699
Old : 9,157: 1,740 1,313 170 5,546 6,350 7,457 7,833: 1,700 1,324
Other: 2,578: 90 299 194 1,864 1,709 2,149 2,203: 429 375
: : :
: : Changes in Commitments from: February 21, 2012 :
: -1,147: -202 183 -647 -517 -704 -1,367 -1,169: 219 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.1 3.7 63.1 68.7 81.9 85.5: 18.1 14.5
Old : 100.0: 19.0 14.3 1.9 60.6 69.3 81.4 85.5: 18.6 14.5
Other: 100.0: 3.5 11.6 7.5 72.3 66.3 83.4 85.5: 16.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 9 4 15 10 26 22:
Old : 35: 10 8 3 14 7 24 18:
Other: 18: 3 3 3 11 9 16 13:
:----------------------------------------------------------------------------------------------------
: 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 : 29.1 69.3 49.3 77.2 27.3 60.3 45.6 66.9
Old : 31.3 73.1 50.7 79.7 29.6 65.2 48.8 71.0
Other: 44.9 70.8 69.3 81.6 42.7 69.2 63.9 69.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 737,025: 174,336 38,534 227,311 279,568 380,771 681,216 646,616: 55,810 90,409
Old : 540,386: 139,258 48,496 159,702 201,576 275,274 500,536 483,471: 39,850 56,914
Other: 196,640: 59,866 14,826 42,821 77,993 105,498 180,680 163,145: 15,960 33,495
: : :
: : Changes in Commitments from: February 21, 2012 :
: -26,886: 16,446 -3,911 -26,728 -16,835 6,402 -27,117 -24,238: 230 -2,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 5.2 30.8 37.9 51.7 92.4 87.7: 7.6 12.3
Old : 100.0: 25.8 9.0 29.6 37.3 50.9 92.6 89.5: 7.4 10.5
Other: 100.0: 30.4 7.5 21.8 39.7 53.7 91.9 83.0: 8.1 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 529: 186 123 223 125 178 433 436:
Old : 515: 176 131 188 114 167 396 403:
Other: 342: 104 71 102 74 141 231 272:
:----------------------------------------------------------------------------------------------------
: 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 16.1 19.4 23.4 9.4 11.6 15.3 18.0
Old : 13.0 15.6 20.3 24.5 11.6 13.5 18.1 21.4
Other: 20.3 21.9 32.1 31.2 17.8 17.2 25.7 23.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 350,352: 81,289 47,988 69,617 161,615 205,749 312,522 323,355: 37,831 26,998
Old : 291,729: 77,619 51,186 50,293 132,479 167,389 260,391 268,868: 31,338 22,861
Other: 58,623: 13,293 6,424 9,702 29,136 38,361 52,131 54,487: 6,492 4,136
: : :
: : Changes in Commitments from: February 21, 2012 :
: -26,628: 5,711 -2,136 -9,939 -23,987 -10,864 -28,214 -22,939: 1,586 -3,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 13.7 19.9 46.1 58.7 89.2 92.3: 10.8 7.7
Old : 100.0: 26.6 17.5 17.2 45.4 57.4 89.3 92.2: 10.7 7.8
Other: 100.0: 22.7 11.0 16.5 49.7 65.4 88.9 92.9: 11.1 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 85 63 97 68 75 217 203:
Old : 267: 88 68 87 63 75 203 199:
Other: 109: 30 24 28 39 35 82 74:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 24.8 23.9 36.1 12.2 21.4 20.0 30.7
Old : 14.6 24.0 25.6 34.4 14.0 23.2 22.2 31.3
Other: 26.0 38.2 44.6 58.1 23.3 37.6 37.1 50.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 739,859: 68,706 84,746 43,511 447,267 437,488 559,483 565,745: 180,375 174,113
Old : 739,859: 68,706 84,746 43,511 447,267 437,488 559,483 565,745: 180,375 174,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 7,137: -3,514 -1,075 -15,999 1,258 18,759 -18,254 1,686: 25,391 5,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.5 5.9 60.5 59.1 75.6 76.5: 24.4 23.5
Old : 100.0: 9.3 11.5 5.9 60.5 59.1 75.6 76.5: 24.4 23.5
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 : 159: 33 30 35 81 78 132 125:
Old : 159: 33 30 35 81 78 132 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 18.9 25.5 29.0 15.8 16.5 20.8 24.7
Old : 17.6 18.9 25.5 29.0 15.8 16.5 20.8 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 28, 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 : 406,239: 43,947 33,683 6,264 292,713 317,442 342,924 357,389: 63,316 48,850
Old : 406,239: 43,947 33,683 6,264 292,713 317,442 342,924 357,389: 63,316 48,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 28,838: -3,158 1,968 812 26,851 29,077 24,505 31,857: 4,333 -3,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.3 1.5 72.1 78.1 84.4 88.0: 15.6 12.0
Old : 100.0: 10.8 8.3 1.5 72.1 78.1 84.4 88.0: 15.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 7 9 5 41 35 51 46:
Old : 67: 7 9 5 41 35 51 46:
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 : 23.5 46.6 41.4 62.5 20.8 40.5 35.1 53.3
Old : 23.5 46.6 41.4 62.5 20.8 40.5 35.1 53.3
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 28, 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 : 11,383: 1,484 206 1,648 7,536 8,883 10,668 10,737: 715 646
Old : 11,383: 1,484 206 1,648 7,536 8,883 10,668 10,737: 715 646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 115: 151 0 -6 22 137 167 131: -52 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 1.8 14.5 66.2 78.0 93.7 94.3: 6.3 5.7
Old : 100.0: 13.0 1.8 14.5 66.2 78.0 93.7 94.3: 6.3 5.7
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 : 42: 12 2 6 21 25 36 32:
Old : 42: 12 2 6 21 25 36 32:
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 : 48.5 48.8 66.7 69.1 12.5 14.8 17.9 21.1
Old : 48.5 48.8 66.7 69.1 12.5 14.8 17.9 21.1
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 28, 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 : 211,482: 52,349 21,638 41,239 78,389 122,392 171,976 185,268: 39,505 26,213
Old : 168,828: 46,438 20,072 28,445 60,408 98,914 135,292 147,431: 33,537 21,397
Other: 42,653: 8,067 3,723 10,637 17,981 23,477 36,684 37,837: 5,969 4,816
: : :
: : Changes in Commitments from: February 21, 2012 :
: 224: 10,099 -6,510 -895 -13,621 6,543 -4,417 -862: 4,641 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 10.2 19.5 37.1 57.9 81.3 87.6: 18.7 12.4
Old : 100.0: 27.5 11.9 16.8 35.8 58.6 80.1 87.3: 19.9 12.7
Other: 100.0: 18.9 8.7 24.9 42.2 55.0 86.0 88.7: 14.0 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 57 36 50 62 72 153 140:
Old : 192: 58 36 46 59 68 143 134:
Other: 102: 20 20 26 40 33 79 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 : 13.7 28.2 23.1 39.3 10.3 22.4 17.6 29.2
Old : 13.0 26.4 23.2 38.1 10.7 22.6 19.1 30.0
Other: 30.2 37.5 46.1 52.3 28.1 29.6 36.5 42.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 15,970: 3,157 5,892 2,160 7,659 5,731 12,975 13,783: 2,995 2,187
Old : 15,195: 3,396 5,892 1,844 7,245 5,333 12,484 13,069: 2,711 2,126
Other: 775: 37 276 40 413 398 491 714: 284 61
: : :
: : Changes in Commitments from: February 21, 2012 :
: -136: 372 89 156 -942 -469 -413 -224: 277 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 36.9 13.5 48.0 35.9 81.2 86.3: 18.8 13.7
Old : 100.0: 22.3 38.8 12.1 47.7 35.1 82.2 86.0: 17.8 14.0
Other: 100.0: 4.8 35.6 5.2 53.3 51.3 63.4 92.1: 36.6 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 23 25 19 23 18 58 54:
Old : 83: 24 25 18 22 17 57 52:
Other: 22: 3 6 3 6 7 10 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 : 30.2 21.5 43.7 37.4 29.9 19.4 43.3 33.3
Old : 31.7 21.1 45.8 37.7 31.6 19.4 45.7 34.9
Other: 55.1 61.7 62.8 82.4 54.9 61.7 58.1 82.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 964,438: 188,051 165,251 46,491 600,887 630,941 835,428 842,682: 129,010 121,756
Old : 964,438: 188,051 165,251 46,491 600,887 630,941 835,428 842,682: 129,010 121,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 58,598: 5,644 5,489 903 39,180 39,750 45,727 46,142: 12,871 12,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.1 4.8 62.3 65.4 86.6 87.4: 13.4 12.6
Old : 100.0: 19.5 17.1 4.8 62.3 65.4 86.6 87.4: 13.4 12.6
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 : 207: 42 34 31 101 99 155 153:
Old : 207: 42 34 31 101 99 155 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 30.7 32.6 42.0 16.7 23.6 29.0 34.0
Old : 19.5 30.7 32.6 42.0 16.7 23.6 29.0 34.0
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 28, 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 : 2,154,752: 202,258 235,039 161,638 1,459,842 1,383,804 1,823,738 1,780,480: 331,014 374,271
Old : 2,154,752: 202,258 235,039 161,638 1,459,842 1,383,804 1,823,738 1,780,480: 331,014 374,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -93,145: 2,564 -27,982 -43,840 -81,985 -43,145 -123,261 -114,967: 30,117 21,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.9 7.5 67.7 64.2 84.6 82.6: 15.4 17.4
Old : 100.0: 9.4 10.9 7.5 67.7 64.2 84.6 82.6: 15.4 17.4
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 : 266: 43 56 57 139 146 211 230:
Old : 266: 43 56 57 139 146 211 230:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 25.2 35.7 31.5 27.3 20.9 34.1 26.6
Old : 27.7 25.2 35.7 31.5 27.3 20.9 34.1 26.6
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 28, 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 : 1,503,458: 348,283 135,765 62,848 848,126 1,057,134 1,259,257 1,255,747: 244,200 247,710
Old : 1,503,458: 348,283 135,765 62,848 848,126 1,057,134 1,259,257 1,255,747: 244,200 247,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -51,510: -5,566 -11,443 -33,978 -27,005 1,154 -66,550 -44,267: 15,040 -7,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 9.0 4.2 56.4 70.3 83.8 83.5: 16.2 16.5
Old : 100.0: 23.2 9.0 4.2 56.4 70.3 83.8 83.5: 16.2 16.5
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 : 181: 35 28 33 85 100 135 146:
Old : 181: 35 28 33 85 100 135 146:
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 : 28.7 26.5 39.1 35.2 26.3 25.7 34.2 32.2
Old : 28.7 26.5 39.1 35.2 26.3 25.7 34.2 32.2
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 28, 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 : 660,796: 86,693 68,762 152,224 388,728 397,835 627,645 618,820: 33,151 41,976
Old : 660,796: 86,693 68,762 152,224 388,728 397,835 627,645 618,820: 33,151 41,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 26,114: 5,575 2,269 5,291 14,302 16,982 25,168 24,541: 946 1,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 10.4 23.0 58.8 60.2 95.0 93.6: 5.0 6.4
Old : 100.0: 13.1 10.4 23.0 58.8 60.2 95.0 93.6: 5.0 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 : 99: 21 22 33 49 55 83 97:
Old : 99: 21 22 33 49 55 83 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 29.0 50.5 45.0 27.1 19.8 32.2 28.1
Old : 37.6 29.0 50.5 45.0 27.1 19.8 32.2 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 57,994: 21,242 5,157 1,448 28,415 46,134 51,105 52,738: 6,889 5,256
Old : 57,994: 21,242 5,157 1,448 28,415 46,134 51,105 52,738: 6,889 5,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 2,865: 1,946 664 377 494 1,737 2,818 2,778: 47 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 8.9 2.5 49.0 79.5 88.1 90.9: 11.9 9.1
Old : 100.0: 36.6 8.9 2.5 49.0 79.5 88.1 90.9: 11.9 9.1
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 : 100: 29 15 10 36 30 70 50:
Old : 100: 29 15 10 36 30 70 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 : 29.3 53.2 42.9 64.5 29.3 53.2 42.9 64.1
Old : 29.3 53.2 42.9 64.5 29.3 53.2 42.9 64.1
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 28, 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 : 115,989: 42,484 10,313 2,896 56,830 92,267 102,210 105,477: 13,778 10,512
Old : 115,989: 42,484 10,313 2,896 56,830 92,267 102,210 105,477: 13,778 10,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 5,729: 3,893 1,327 754 989 3,475 5,636 5,556: 93 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 8.9 2.5 49.0 79.5 88.1 90.9: 11.9 9.1
Old : 100.0: 36.6 8.9 2.5 49.0 79.5 88.1 90.9: 11.9 9.1
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 : 100: 29 15 10 36 30 70 50:
Old : 100: 29 15 10 36 30 70 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 : 29.3 53.2 42.9 64.5 29.3 53.2 42.9 64.1
Old : 29.3 53.2 42.9 64.5 29.3 53.2 42.9 64.1
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 28, 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 : 16,968: 14,476 7,057 1,078 1,361 8,830 16,915 16,965: 53 3
Old : 16,968: 14,476 7,057 1,078 1,361 8,830 16,915 16,965: 53 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 449: 443 339 13 0 220 456 572: -7 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 41.6 6.4 8.0 52.0 99.7 100.0: 0.3 0.0
Old : 100.0: 85.3 41.6 6.4 8.0 52.0 99.7 100.0: 0.3 0.0
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 : 26: 12 10 3 1 3 15 14:
Old : 26: 12 10 3 1 3 15 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 : 82.5 76.4 95.5 90.9 82.5 74.2 91.7 85.9
Old : 82.5 76.4 95.5 90.9 82.5 74.2 91.7 85.9
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 28, 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 : 10,650: 2,887 205 110 7,369 10,233 10,366 10,548: 284 102
Old : 10,650: 2,887 205 110 7,369 10,233 10,366 10,548: 284 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 96: 208 -89 100 -219 88 89 99: 7 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 1.9 1.0 69.2 96.1 97.3 99.0: 2.7 1.0
Old : 100.0: 27.1 1.9 1.0 69.2 96.1 97.3 99.0: 2.7 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 : 29: 10 3 2 6 11 16 16:
Old : 29: 10 3 2 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 : 74.9 89.0 91.1 94.9 74.8 89.0 90.1 94.8
Old : 74.9 89.0 91.1 94.9 74.8 89.0 90.1 94.8
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 28, 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 : 12,017: 3,045 564 12 8,708 11,345 11,765 11,921: 252 96
Old : 12,017: 3,045 564 12 8,708 11,345 11,765 11,921: 252 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -918: 330 -347 12 -1,246 -633 -904 -968: -14 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 4.7 0.1 72.5 94.4 97.9 99.2: 2.1 0.8
Old : 100.0: 25.3 4.7 0.1 72.5 94.4 97.9 99.2: 2.1 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 : 31: 6 8 1 4 13 11 21:
Old : 31: 6 8 1 4 13 11 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 : 87.3 68.9 97.2 85.1 87.3 68.9 97.2 85.1
Old : 87.3 68.9 97.2 85.1 87.3 68.9 97.2 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012