WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 525,871: 92,095 135,613 132,132 259,333 201,259 483,560 469,004: 42,311 56,867
Old : 225,424: 64,404 85,990 34,107 105,710 83,173 204,221 203,269: 21,203 22,155
Other: 300,447: 58,917 80,849 66,799 153,622 118,086 279,339 265,735: 21,108 34,712
: : :
: : Changes in Commitments from: March 6, 2012 :
: 12,342: -1,563 10,460 7,481 3,886 -5,322 9,804 12,619: 2,538 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 25.8 25.1 49.3 38.3 92.0 89.2: 8.0 10.8
Old : 100.0: 28.6 38.1 15.1 46.9 36.9 90.6 90.2: 9.4 9.8
Other: 100.0: 19.6 26.9 22.2 51.1 39.3 93.0 88.4: 7.0 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 123 149 165 87 107 305 335:
Old : 340: 122 113 85 66 74 219 241:
Other: 311: 88 105 107 72 99 223 254:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 13.5 33.3 20.5 19.6 11.5 30.2 17.0
Old : 27.5 25.3 37.5 35.5 27.3 24.5 37.3 34.3
Other: 26.1 11.4 37.8 19.6 25.0 10.1 35.2 16.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 1,764,358: 375,595 101,373 517,539 706,501 853,713 1,599,635 1,472,625: 164,722 291,732
Old : 1,250,330: 300,412 113,319 342,246 495,544 606,119 1,138,202 1,061,683: 112,128 188,647
Other: 514,027: 159,877 72,748 90,599 210,957 247,594 461,433 410,942: 52,594 103,085
: : :
: : Changes in Commitments from: March 6, 2012 :
: 80,326: 7,611 6,473 37,911 25,463 26,559 70,985 70,943: 9,341 9,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.7 29.3 40.0 48.4 90.7 83.5: 9.3 16.5
Old : 100.0: 24.0 9.1 27.4 39.6 48.5 91.0 84.9: 9.0 15.1
Other: 100.0: 31.1 14.2 17.6 41.0 48.2 89.8 79.9: 10.2 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 729: 202 154 251 239 336 558 634:
Old : 702: 185 158 207 214 322 495 593:
Other: 569: 139 104 123 145 290 333 470:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 10.9 18.5 16.2 9.0 5.9 14.7 9.9
Old : 11.9 9.6 20.9 15.9 10.6 6.4 17.9 9.8
Other: 18.5 17.9 28.7 24.3 14.3 11.9 22.2 17.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 12,181: 1,696 2,742 542 7,522 6,632 9,760 9,916: 2,421 2,265
Old : 7,821: 1,695 2,088 208 4,256 3,782 6,160 6,079: 1,661 1,742
Other: 4,360: 144 797 190 3,266 2,850 3,601 3,838: 759 522
: : :
: : Changes in Commitments from: March 6, 2012 :
: 577: 183 1,154 22 310 -604 515 572: 62 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 22.5 4.5 61.8 54.4 80.1 81.4: 19.9 18.6
Old : 100.0: 21.7 26.7 2.7 54.4 48.4 78.8 77.7: 21.2 22.3
Other: 100.0: 3.3 18.3 4.4 74.9 65.4 82.6 88.0: 17.4 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 11 6 18 11 31 27:
Old : 40: 12 10 4 16 7 28 21:
Other: 24: 2 7 4 14 10 20 17:
:----------------------------------------------------------------------------------------------------
: 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 : 29.5 59.9 50.2 69.7 28.1 58.3 47.3 63.6
Old : 33.4 56.8 51.4 65.0 33.4 56.7 49.6 63.7
Other: 38.4 71.7 64.6 84.6 35.2 68.0 56.2 70.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 846,793: 221,019 32,766 266,259 298,734 451,365 786,012 750,389: 60,781 96,404
Old : 575,515: 177,285 43,930 172,231 185,603 304,611 535,119 520,772: 40,396 54,744
Other: 271,278: 71,230 16,333 66,532 113,131 146,753 250,893 229,618: 20,385 41,660
: : :
: : Changes in Commitments from: March 6, 2012 :
: 57,261: 15,978 -795 25,489 13,226 31,840 54,693 56,534: 2,567 727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 3.9 31.4 35.3 53.3 92.8 88.6: 7.2 11.4
Old : 100.0: 30.8 7.6 29.9 32.2 52.9 93.0 90.5: 7.0 9.5
Other: 100.0: 26.3 6.0 24.5 41.7 54.1 92.5 84.6: 7.5 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 207 129 223 144 194 457 455:
Old : 530: 179 146 173 115 185 392 410:
Other: 394: 120 84 123 102 160 279 321:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 16.3 18.0 24.3 8.2 11.6 13.4 18.3
Old : 11.4 15.8 18.5 24.8 9.3 14.1 14.8 21.6
Other: 16.0 23.2 28.1 31.6 14.3 18.0 22.4 23.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 387,146: 89,814 63,144 70,063 188,363 226,922 348,240 360,129: 38,906 27,017
Old : 306,480: 84,758 64,488 44,935 145,883 175,816 275,576 285,239: 30,904 21,240
Other: 80,667: 16,684 10,283 13,500 42,480 51,106 72,664 74,890: 8,003 5,777
: : :
: : Changes in Commitments from: March 6, 2012 :
: 30,715: 15,569 5,435 7,933 4,185 17,149 27,688 30,517: 3,028 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 16.3 18.1 48.7 58.6 90.0 93.0: 10.0 7.0
Old : 100.0: 27.7 21.0 14.7 47.6 57.4 89.9 93.1: 10.1 6.9
Other: 100.0: 20.7 12.7 16.7 52.7 63.4 90.1 92.8: 9.9 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 95 73 87 67 73 217 190:
Old : 265: 99 74 71 64 71 200 181:
Other: 123: 37 26 32 41 40 95 82:
:----------------------------------------------------------------------------------------------------
: 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 25.7 23.8 37.0 11.4 21.8 18.4 29.8
Old : 15.6 26.3 25.5 35.3 12.3 24.9 20.2 32.1
Other: 23.6 37.5 39.5 57.9 20.5 36.0 32.9 50.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 732,277: 60,638 91,826 62,459 457,312 412,595 580,409 566,880: 151,868 165,397
Old : 732,277: 60,638 91,826 62,459 457,312 412,595 580,409 566,880: 151,868 165,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 13,665: -17,626 6,814 13,371 20,409 -8,393 16,155 11,793: -2,489 1,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 12.5 8.5 62.5 56.3 79.3 77.4: 20.7 22.6
Old : 100.0: 8.3 12.5 8.5 62.5 56.3 79.3 77.4: 20.7 22.6
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 : 174: 38 31 42 89 85 146 139:
Old : 174: 38 31 42 89 85 146 139:
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 : 15.6 18.8 23.3 27.6 13.3 16.1 18.7 23.3
Old : 15.6 18.8 23.3 27.6 13.3 16.1 18.7 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 352,500: 39,914 28,945 889 247,107 265,702 287,910 295,536: 64,591 56,964
Old : 352,500: 39,914 28,945 889 247,107 265,702 287,910 295,536: 64,591 56,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -4,271: -46 1,734 202 -10,642 -9,660 -10,486 -7,724: 6,215 3,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 8.2 0.3 70.1 75.4 81.7 83.8: 18.3 16.2
Old : 100.0: 11.3 8.2 0.3 70.1 75.4 81.7 83.8: 18.3 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 : 63: 6 8 4 35 37 43 47:
Old : 63: 6 8 4 35 37 43 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 : 27.0 44.3 45.7 58.1 24.4 43.0 41.1 55.8
Old : 27.0 44.3 45.7 58.1 24.4 43.0 41.1 55.8
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, March 13, 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 : 11,095: 1,580 450 1,495 7,529 8,772 10,604 10,717: 491 378
Old : 11,095: 1,580 450 1,495 7,529 8,772 10,604 10,717: 491 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -120: 149 -74 -3 82 279 228 202: -348 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 4.1 13.5 67.9 79.1 95.6 96.6: 4.4 3.4
Old : 100.0: 14.2 4.1 13.5 67.9 79.1 95.6 96.6: 4.4 3.4
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 : 45: 11 5 7 20 25 35 35:
Old : 45: 11 5 7 20 25 35 35:
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 : 44.6 44.6 62.3 63.0 12.8 10.4 18.8 17.1
Old : 44.6 44.6 62.3 63.0 12.8 10.4 18.8 17.1
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, March 13, 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 : 252,030: 81,051 16,550 43,279 84,166 171,450 208,496 231,279: 43,534 20,751
Old : 197,367: 71,345 14,618 28,492 61,911 137,939 161,748 181,049: 35,620 16,318
Other: 54,663: 12,511 4,737 11,982 22,256 33,511 46,748 50,230: 7,915 4,433
: : :
: : Changes in Commitments from: March 6, 2012 :
: 17,576: 12,606 616 1,638 524 18,369 14,768 20,624: 2,808 -3,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 6.6 17.2 33.4 68.0 82.7 91.8: 17.3 8.2
Old : 100.0: 36.1 7.4 14.4 31.4 69.9 82.0 91.7: 18.0 8.3
Other: 100.0: 22.9 8.7 21.9 40.7 61.3 85.5 91.9: 14.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 77 38 47 64 77 172 139:
Old : 208: 74 40 42 60 71 159 133:
Other: 104: 32 14 26 38 37 81 67:
:----------------------------------------------------------------------------------------------------
: 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 31.7 22.2 46.3 9.7 24.7 16.9 32.7
Old : 12.6 33.0 22.0 45.6 11.2 28.1 19.9 35.9
Other: 32.3 43.4 44.7 59.0 28.8 34.8 38.3 47.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 15,201: 3,766 6,340 1,017 7,489 5,663 12,272 13,020: 2,929 2,181
Old : 14,163: 4,137 6,341 527 6,894 5,189 11,558 12,057: 2,605 2,106
Other: 1,038: 44 414 76 595 474 714 963: 324 75
: : :
: : Changes in Commitments from: March 6, 2012 :
: 106: 207 163 -16 -30 -31 161 116: -55 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 41.7 6.7 49.3 37.3 80.7 85.7: 19.3 14.3
Old : 100.0: 29.2 44.8 3.7 48.7 36.6 81.6 85.1: 18.4 14.9
Other: 100.0: 4.2 39.8 7.3 57.3 45.7 68.8 92.8: 31.2 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 25 26 11 21 17 51 51:
Old : 82: 27 26 10 20 15 50 48:
Other: 25: 4 7 6 8 8 15 18:
:----------------------------------------------------------------------------------------------------
: 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 : 31.1 21.1 45.8 37.6 30.5 18.3 45.1 33.8
Old : 33.1 22.5 48.6 39.1 33.0 21.7 48.5 38.3
Other: 51.9 61.6 63.1 79.1 51.0 61.6 58.8 79.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 874,011: 171,180 159,266 56,618 548,010 544,192 775,808 760,076: 98,202 113,935
Old : 874,011: 171,180 159,266 56,618 548,010 544,192 775,808 760,076: 98,202 113,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -26,317: -25,855 23,812 5,139 6,456 -56,657 -14,260 -27,706: -12,057 1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 18.2 6.5 62.7 62.3 88.8 87.0: 11.2 13.0
Old : 100.0: 19.6 18.2 6.5 62.7 62.3 88.8 87.0: 11.2 13.0
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 : 207: 39 34 28 106 97 152 152:
Old : 207: 39 34 28 106 97 152 152:
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 : 20.0 28.2 34.2 37.5 19.4 24.5 32.6 32.4
Old : 20.0 28.2 34.2 37.5 19.4 24.5 32.6 32.4
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, March 13, 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 : 2,176,397: 217,690 289,480 201,103 1,454,057 1,304,493 1,872,851 1,795,077: 303,546 381,320
Old : 2,176,397: 217,690 289,480 201,103 1,454,057 1,304,493 1,872,851 1,795,077: 303,546 381,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -812: -25,561 28,353 30,334 -6,456 -63,872 -1,684 -5,185: 872 4,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.3 9.2 66.8 59.9 86.1 82.5: 13.9 17.5
Old : 100.0: 10.0 13.3 9.2 66.8 59.9 86.1 82.5: 13.9 17.5
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 : 292: 38 75 66 147 158 230 254:
Old : 292: 38 75 66 147 158 230 254:
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 : 28.9 21.6 36.0 28.8 28.4 17.9 34.2 24.2
Old : 28.9 21.6 36.0 28.8 28.4 17.9 34.2 24.2
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, March 13, 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 : 1,498,138: 314,681 163,784 67,540 912,381 1,005,659 1,294,602 1,236,983: 203,537 261,155
Old : 1,498,138: 314,681 163,784 67,540 912,381 1,005,659 1,294,602 1,236,983: 203,537 261,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 33,930: -57,530 18,353 14,873 94,574 -15,701 51,917 17,526: -17,987 16,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 10.9 4.5 60.9 67.1 86.4 82.6: 13.6 17.4
Old : 100.0: 21.0 10.9 4.5 60.9 67.1 86.4 82.6: 13.6 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 : 192: 33 36 30 89 107 138 157:
Old : 192: 33 36 30 89 107 138 157:
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 : 29.2 27.0 38.9 36.2 26.8 26.0 35.2 34.2
Old : 29.2 27.0 38.9 36.2 26.8 26.0 35.2 34.2
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, March 13, 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 : 617,826: 79,272 75,795 131,152 378,269 365,961 588,692 572,908: 29,134 44,918
Old : 617,826: 79,272 75,795 131,152 378,269 365,961 588,692 572,908: 29,134 44,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 42,184: 7,735 3,867 12,554 26,871 23,785 47,160 40,206: -4,976 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.3 21.2 61.2 59.2 95.3 92.7: 4.7 7.3
Old : 100.0: 12.8 12.3 21.2 61.2 59.2 95.3 92.7: 4.7 7.3
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 : 93: 21 18 29 47 52 80 88:
Old : 93: 21 18 29 47 52 80 88:
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 : 40.0 27.1 54.4 43.0 29.0 17.7 32.3 25.2
Old : 40.0 27.1 54.4 43.0 29.0 17.7 32.3 25.2
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, March 13, 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 : 97,989: 23,589 4,847 8,100 56,004 77,496 87,693 90,443: 10,296 7,547
Old : 97,989: 23,589 4,847 8,100 56,004 77,496 87,693 90,443: 10,296 7,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 42,187: 4,544 -2,048 6,771 27,497 35,790 38,813 40,513: 3,374 1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.9 8.3 57.2 79.1 89.5 92.3: 10.5 7.7
Old : 100.0: 24.1 4.9 8.3 57.2 79.1 89.5 92.3: 10.5 7.7
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 : 109: 38 13 12 40 40 82 62:
Old : 109: 38 13 12 40 40 82 62:
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 : 20.3 42.1 33.9 58.7 16.8 33.7 25.0 43.3
Old : 20.3 42.1 33.9 58.7 16.8 33.7 25.0 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 20,082: 2,851 2,224 1,913 13,328 14,455 18,092 18,592: 1,990 1,490
Old : 20,082: 2,851 2,224 1,913 13,328 14,455 18,092 18,592: 1,990 1,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.1 9.5 66.4 72.0 90.1 92.6: 9.9 7.4
Old : 100.0: 14.2 11.1 9.5 66.4 72.0 90.1 92.6: 9.9 7.4
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 : 20: 4 2 5 8 12 13 18:
Old : 20: 4 2 5 8 12 13 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 : 53.2 51.4 82.3 76.0 45.5 44.1 52.4 52.5
Old : 53.2 51.4 82.3 76.0 45.5 44.1 52.4 52.5
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, March 13, 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 : 155,815: 47,175 10,944 6,676 85,351 126,082 139,202 143,702: 16,613 12,113
Old : 155,815: 47,175 10,944 6,676 85,351 126,082 139,202 143,702: 16,613 12,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 44,210: 9,084 -2,847 4,019 28,339 42,670 41,441 43,842: 2,769 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.0 4.3 54.8 80.9 89.3 92.2: 10.7 7.8
Old : 100.0: 30.3 7.0 4.3 54.8 80.9 89.3 92.2: 10.7 7.8
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 : 107: 35 16 12 38 38 80 59:
Old : 107: 35 16 12 38 38 80 59:
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 : 24.8 47.5 39.1 63.3 21.2 42.8 32.0 51.6
Old : 24.8 47.5 39.1 63.3 21.2 42.8 32.0 51.6
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, March 13, 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 : 17,370: 14,519 7,773 1,439 1,361 8,118 17,319 17,330: 51 40
Old : 17,370: 14,519 7,773 1,439 1,361 8,118 17,319 17,330: 51 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 196: 343 367 371 0 -460 714 278: -518 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 44.7 8.3 7.8 46.7 99.7 99.8: 0.3 0.2
Old : 100.0: 83.6 44.7 8.3 7.8 46.7 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 10 3 1 3 14 14:
Old : 25: 11 10 3 1 3 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 : 81.0 76.5 94.8 91.1 81.0 72.9 90.1 84.9
Old : 81.0 76.5 94.8 91.1 81.0 72.9 90.1 84.9
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, March 13, 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 : 9,315: 1,949 290 45 7,092 8,875 9,086 9,210: 229 105
Old : 9,315: 1,949 290 45 7,092 8,875 9,086 9,210: 229 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -359: -181 -178 -270 138 70 -313 -378: -46 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.1 0.5 76.1 95.3 97.5 98.9: 2.5 1.1
Old : 100.0: 20.9 3.1 0.5 76.1 95.3 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 : 28: 10 4 2 5 10 15 16:
Old : 28: 10 4 2 5 10 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 86.9 92.8 93.8 80.3 86.8 92.6 93.7
Old : 80.3 86.9 92.8 93.8 80.3 86.8 92.6 93.7
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, March 13, 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 : 8,535: 2,537 482 0 5,710 7,961 8,247 8,443: 288 92
Old : 8,535: 2,537 482 0 5,710 7,961 8,247 8,443: 288 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -2,921: -628 -687 -814 -1,528 -1,088 -2,970 -2,589: 49 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 5.6 0.0 66.9 93.3 96.6 98.9: 3.4 1.1
Old : 100.0: 29.7 5.6 0.0 66.9 93.3 96.6 98.9: 3.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 7 0 5 13 12 20:
Old : 31: 7 7 0 5 13 12 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.7 65.5 94.7 84.4 83.7 65.5 94.7 84.4
Old : 83.7 65.5 94.7 84.4 83.7 65.5 94.7 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012