WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 542,006: 91,136 132,278 139,870 268,617 214,060 499,623 486,207: 42,383 55,799
Old : 222,209: 58,754 78,106 35,838 107,514 87,384 202,107 201,328: 20,102 20,880
Other: 319,798: 59,842 81,631 76,572 161,103 126,676 297,516 284,879: 22,281 34,919
: : :
: : Changes in Commitments from: March 13, 2012 :
: 16,135: -959 -3,335 7,737 9,284 12,801 16,063 17,203: 72 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 24.4 25.8 49.6 39.5 92.2 89.7: 7.8 10.3
Old : 100.0: 26.4 35.1 16.1 48.4 39.3 91.0 90.6: 9.0 9.4
Other: 100.0: 18.7 25.5 23.9 50.4 39.6 93.0 89.1: 7.0 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 124 140 165 90 111 308 334:
Old : 338: 124 105 87 67 78 221 240:
Other: 315: 86 105 111 73 104 225 260:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 13.2 32.7 20.4 19.1 11.3 29.5 16.9
Old : 28.3 24.5 37.9 35.2 28.0 23.8 37.6 34.4
Other: 25.0 11.6 36.1 19.9 23.9 10.1 33.4 17.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 1,781,170: 380,621 87,172 531,291 701,672 870,058 1,613,584 1,488,521: 167,586 292,649
Old : 1,248,583: 300,031 106,380 348,300 484,799 610,184 1,133,130 1,064,864: 115,452 183,718
Other: 532,587: 168,549 68,750 95,032 216,873 259,875 480,454 423,656: 52,133 108,931
: : :
: : Changes in Commitments from: March 13, 2012 :
: 16,812: 5,026 -14,201 13,751 -4,829 16,345 13,949 15,895: 2,863 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.9 29.8 39.4 48.8 90.6 83.6: 9.4 16.4
Old : 100.0: 24.0 8.5 27.9 38.8 48.9 90.8 85.3: 9.2 14.7
Other: 100.0: 31.6 12.9 17.8 40.7 48.8 90.2 79.5: 9.8 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 740: 214 150 254 236 342 561 641:
Old : 713: 192 157 213 207 330 494 606:
Other: 578: 132 111 127 148 298 347 471:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 11.1 18.3 16.5 9.1 6.5 14.7 10.7
Old : 12.2 9.8 21.2 16.0 11.0 6.8 17.6 10.4
Other: 17.9 17.7 28.0 24.1 13.8 12.0 21.7 17.9
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 9,456: 4,018 1,470 3,811 1,010 3,735 8,840 9,017: 616 439
Old : 9,170: 4,090 1,573 3,476 1,010 3,735 8,576 8,784: 594 385
Other: 286: 242 210 22 0 0 264 232: 22 54
: : :
: : Changes in Commitments from: March 13, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 15.5 40.3 10.7 39.5 93.5 95.4: 6.5 4.6
Old : 100.0: 44.6 17.2 37.9 11.0 40.7 93.5 95.8: 6.5 4.2
Other: 100.0: 84.5 73.4 7.7 0.0 0.0 92.2 81.1: 7.8 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 2 9 6 8 16 18:
Old : 20: 8 3 9 6 8 16 18:
Other: 4: 1 3 3 0 0 4 3:
:----------------------------------------------------------------------------------------------------
: 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 : 52.1 47.7 79.5 75.3 28.1 34.4 41.0 44.6
Old : 53.6 48.9 79.4 75.4 31.1 35.5 44.6 46.0
Other: 92.2 81.1 92.2 81.1 84.5 73.4 84.5 73.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 11,388: 1,715 898 574 6,950 8,120 9,239 9,591: 2,150 1,797
Old : 6,652: 1,700 615 231 3,308 4,578 5,240 5,425: 1,412 1,227
Other: 4,736: 145 412 212 3,642 3,542 3,999 4,166: 737 570
: : :
: : Changes in Commitments from: March 13, 2012 :
: -793: 19 -1,844 32 -572 1,488 -522 -325: -271 -468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 7.9 5.0 61.0 71.3 81.1 84.2: 18.9 15.8
Old : 100.0: 25.6 9.3 3.5 49.7 68.8 78.8 81.6: 21.2 18.4
Other: 100.0: 3.1 8.7 4.5 76.9 74.8 84.4 88.0: 15.6 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 12 5 16 12 28 25:
Old : 36: 9 9 4 12 9 23 20:
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 : 29.7 61.8 50.2 70.9 28.7 55.3 44.4 60.7
Old : 36.3 56.5 53.6 68.7 36.3 55.5 53.4 65.5
Other: 45.2 75.3 69.2 83.7 42.8 65.8 59.7 69.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 904,276: 245,864 34,436 280,035 313,841 488,032 839,740 802,503: 64,536 101,773
Old : 593,731: 193,725 46,095 177,177 182,687 316,471 553,590 539,744: 40,140 53,987
Other: 310,545: 80,440 16,643 74,556 131,154 171,561 286,150 262,760: 24,396 47,786
: : :
: : Changes in Commitments from: March 13, 2012 :
: 57,483: 24,844 1,671 13,776 15,107 36,667 53,727 52,114: 3,755 5,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.8 31.0 34.7 54.0 92.9 88.7: 7.1 11.3
Old : 100.0: 32.6 7.8 29.8 30.8 53.3 93.2 90.9: 6.8 9.1
Other: 100.0: 25.9 5.4 24.0 42.2 55.2 92.1 84.6: 7.9 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 568: 219 124 235 156 197 480 471:
Old : 542: 193 141 182 115 186 401 423:
Other: 406: 128 78 132 120 168 307 332:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 16.8 17.3 24.7 7.7 12.2 12.8 18.9
Old : 10.9 16.8 18.6 26.2 9.1 15.1 15.1 22.0
Other: 15.8 23.5 27.0 31.9 12.8 18.1 21.4 23.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 17,330: 13,746 424 420 105 3,026 14,271 3,870: 3,059 13,460
Old : 6,027: 3,621 355 167 105 954 3,893 1,476: 2,134 4,551
Other: 11,303: 10,327 271 51 0 2,072 10,378 2,394: 925 8,909
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,264: 1,117 214 -185 -46 553 886 582: 378 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 2.4 2.4 0.6 17.5 82.3 22.3: 17.7 77.7
Old : 100.0: 60.1 5.9 2.8 1.7 15.8 64.6 24.5: 35.4 75.5
Other: 100.0: 91.4 2.4 0.5 0.0 18.3 91.8 21.2: 8.2 78.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 2 8 1 7 14 17:
Old : 21: 11 4 4 1 6 13 13:
Other: 19: 10 2 4 0 7 10 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 : 54.2 13.1 73.2 19.0 54.0 13.1 72.3 18.4
Old : 48.8 14.3 60.5 21.3 48.8 14.3 59.2 21.0
Other: 62.5 14.1 87.8 19.8 62.5 14.1 87.4 19.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 396,345: 92,150 60,660 72,104 192,964 236,949 357,219 369,713: 39,126 26,632
Old : 308,279: 87,400 62,553 44,527 145,358 180,557 277,286 287,637: 30,994 20,642
Other: 88,066: 17,686 11,043 14,641 47,606 56,392 79,933 82,076: 8,133 5,990
: : :
: : Changes in Commitments from: March 13, 2012 :
: 9,199: 2,336 -2,484 2,041 4,602 10,027 8,979 9,583: 220 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 15.3 18.2 48.7 59.8 90.1 93.3: 9.9 6.7
Old : 100.0: 28.4 20.3 14.4 47.2 58.6 89.9 93.3: 10.1 6.7
Other: 100.0: 20.1 12.5 16.6 54.1 64.0 90.8 93.2: 9.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 98 69 85 69 74 216 194:
Old : 270: 98 76 66 68 72 199 184:
Other: 128: 39 26 35 39 42 97 86:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 25.9 22.6 37.7 10.2 21.9 17.1 29.8
Old : 15.2 25.8 24.2 35.5 11.9 24.5 18.8 32.8
Other: 23.9 38.5 39.6 57.9 19.8 36.6 33.8 51.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 776,031: 39,717 98,004 95,223 492,578 425,802 627,518 619,029: 148,513 157,002
Old : 776,031: 39,717 98,004 95,223 492,578 425,802 627,518 619,029: 148,513 157,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 43,754: -20,922 6,177 32,764 35,266 13,207 47,109 52,149: -3,355 -8,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 12.6 12.3 63.5 54.9 80.9 79.8: 19.1 20.2
Old : 100.0: 5.1 12.6 12.3 63.5 54.9 80.9 79.8: 19.1 20.2
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 : 179: 26 41 45 95 92 150 149:
Old : 179: 26 41 45 95 92 150 149:
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 : 14.6 15.5 22.6 24.0 10.9 12.9 16.4 20.0
Old : 14.6 15.5 22.6 24.0 10.9 12.9 16.4 20.0
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 20, 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 : 359,145: 41,024 24,769 910 255,153 278,446 297,087 304,125: 62,058 55,020
Old : 359,145: 41,024 24,769 910 255,153 278,446 297,087 304,125: 62,058 55,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 6,644: 1,110 -4,176 21 8,046 12,743 9,177 8,588: -2,533 -1,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 6.9 0.3 71.0 77.5 82.7 84.7: 17.3 15.3
Old : 100.0: 11.4 6.9 0.3 71.0 77.5 82.7 84.7: 17.3 15.3
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 : 65: 6 7 4 37 40 45 49:
Old : 65: 6 7 4 37 40 45 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 : 25.8 44.2 44.3 58.9 23.4 43.2 39.9 57.5
Old : 25.8 44.2 44.3 58.9 23.4 43.2 39.9 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 11,103: 1,969 269 1,422 7,124 8,945 10,515 10,636: 588 467
Old : 11,103: 1,969 269 1,422 7,124 8,945 10,515 10,636: 588 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 8: 389 -181 -73 -405 173 -89 -81: 97 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 2.4 12.8 64.2 80.6 94.7 95.8: 5.3 4.2
Old : 100.0: 17.7 2.4 12.8 64.2 80.6 94.7 95.8: 5.3 4.2
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 : 41: 11 5 5 20 23 34 31:
Old : 41: 11 5 5 20 23 34 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 : 44.0 45.1 63.3 62.2 14.4 12.2 20.2 19.0
Old : 44.0 45.1 63.3 62.2 14.4 12.2 20.2 19.0
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 20, 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 : 267,293: 87,854 13,673 48,187 89,049 185,010 225,090 246,871: 42,203 20,423
Old : 206,342: 76,911 14,166 30,290 64,849 145,735 172,049 190,191: 34,293 16,151
Other: 60,951: 16,603 5,166 12,238 24,200 39,275 53,041 56,680: 7,911 4,272
: : :
: : Changes in Commitments from: March 13, 2012 :
: 15,263: 6,803 -2,877 4,908 4,882 13,560 16,594 15,591: -1,331 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 5.1 18.0 33.3 69.2 84.2 92.4: 15.8 7.6
Old : 100.0: 37.3 6.9 14.7 31.4 70.6 83.4 92.2: 16.6 7.8
Other: 100.0: 27.2 8.5 20.1 39.7 64.4 87.0 93.0: 13.0 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 80 31 57 65 77 179 144:
Old : 212: 76 39 48 61 74 163 140:
Other: 119: 34 21 31 41 41 96 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 : 13.4 33.3 22.5 47.8 9.5 26.5 16.0 34.3
Old : 12.6 34.1 22.0 46.8 11.3 29.6 19.4 37.6
Other: 30.4 45.7 42.5 62.0 26.9 37.8 37.0 50.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 15,083: 3,888 6,297 967 7,304 5,787 12,159 13,051: 2,924 2,032
Old : 13,857: 4,327 6,294 407 6,648 5,267 11,381 11,968: 2,476 1,889
Other: 1,226: 41 483 80 657 520 778 1,083: 448 143
: : :
: : Changes in Commitments from: March 13, 2012 :
: -119: 121 -43 -50 -185 124 -113 31: -5 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 41.8 6.4 48.4 38.4 80.6 86.5: 19.4 13.5
Old : 100.0: 31.2 45.4 2.9 48.0 38.0 82.1 86.4: 17.9 13.6
Other: 100.0: 3.4 39.4 6.5 53.6 42.4 63.5 88.3: 36.5 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 22 26 10 22 19 50 52:
Old : 81: 24 26 9 21 16 49 48:
Other: 25: 3 7 5 8 8 15 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 : 29.3 23.1 44.0 39.0 28.6 19.6 43.3 34.9
Old : 31.3 25.0 47.0 42.0 31.2 24.0 46.9 41.0
Other: 47.2 58.7 58.8 77.3 45.2 58.7 54.4 75.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 920,875: 144,256 186,734 74,768 604,401 537,358 823,425 798,859: 97,450 122,016
Old : 920,875: 144,256 186,734 74,768 604,401 537,358 823,425 798,859: 97,450 122,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 46,865: -26,924 27,468 18,150 56,391 -6,834 47,617 38,784: -752 8,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 20.3 8.1 65.6 58.4 89.4 86.7: 10.6 13.3
Old : 100.0: 15.7 20.3 8.1 65.6 58.4 89.4 86.7: 10.6 13.3
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 : 203: 33 39 30 106 99 150 157:
Old : 203: 33 39 30 106 99 150 157:
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 : 24.0 29.9 36.0 37.9 23.1 27.2 33.2 32.6
Old : 24.0 29.9 36.0 37.9 23.1 27.2 33.2 32.6
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 20, 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 : 2,459,446: 190,155 374,196 374,855 1,618,945 1,331,265 2,183,955 2,080,316: 275,491 379,130
Old : 2,459,446: 190,155 374,196 374,855 1,618,945 1,331,265 2,183,955 2,080,316: 275,491 379,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 283,049: -27,535 84,716 173,751 164,888 26,772 311,104 285,240: -28,055 -2,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 15.2 15.2 65.8 54.1 88.8 84.6: 11.2 15.4
Old : 100.0: 7.7 15.2 15.2 65.8 54.1 88.8 84.6: 11.2 15.4
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 : 306: 49 70 74 158 164 244 271:
Old : 306: 49 70 74 158 164 244 271:
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 : 25.0 20.4 31.9 26.8 23.8 15.3 28.9 20.1
Old : 25.0 20.4 31.9 26.8 23.8 15.3 28.9 20.1
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 20, 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 : 1,636,384: 281,029 195,767 118,754 1,052,504 1,044,974 1,452,287 1,359,494: 184,096 276,889
Old : 1,636,384: 281,029 195,767 118,754 1,052,504 1,044,974 1,452,287 1,359,494: 184,096 276,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 138,245: -33,652 31,982 51,214 140,124 39,315 157,686 122,511: -19,440 15,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.0 7.3 64.3 63.9 88.7 83.1: 11.3 16.9
Old : 100.0: 17.2 12.0 7.3 64.3 63.9 88.7 83.1: 11.3 16.9
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 : 198: 31 37 32 93 114 138 169:
Old : 198: 31 37 32 93 114 138 169:
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 23.8 38.7 32.1 26.9 22.7 35.1 30.1
Old : 29.3 23.8 38.7 32.1 26.9 22.7 35.1 30.1
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 20, 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 : 647,628: 82,463 76,628 142,512 396,915 385,151 621,890 604,291: 25,738 43,337
Old : 647,628: 82,463 76,628 142,512 396,915 385,151 621,890 604,291: 25,738 43,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 29,802: 3,191 832 11,360 18,647 19,191 33,198 31,383: -3,396 -1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.8 22.0 61.3 59.5 96.0 93.3: 4.0 6.7
Old : 100.0: 12.7 11.8 22.0 61.3 59.5 96.0 93.3: 4.0 6.7
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 : 93: 23 16 30 46 53 79 89:
Old : 93: 23 16 30 46 53 79 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 27.4 54.8 42.8 30.4 16.9 34.0 26.0
Old : 39.9 27.4 54.8 42.8 30.4 16.9 34.0 26.0
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, March 20, 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 : 54,497: 21,639 6,504 586 25,485 42,594 47,710 49,684: 6,787 4,813
Old : 54,497: 21,639 6,504 586 25,485 42,594 47,710 49,684: 6,787 4,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -43,492: -1,950 1,657 -7,514 -30,519 -34,902 -39,983 -40,759: -3,509 -2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 11.9 1.1 46.8 78.2 87.5 91.2: 12.5 8.8
Old : 100.0: 39.7 11.9 1.1 46.8 78.2 87.5 91.2: 12.5 8.8
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 : 99: 31 15 9 30 30 69 46:
Old : 99: 31 15 9 30 30 69 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 : 26.2 40.2 41.6 55.7 26.2 40.1 41.6 55.5
Old : 26.2 40.2 41.6 55.7 26.2 40.1 41.6 55.5
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 20, 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 : 108,994: 43,278 13,008 1,171 50,970 85,188 95,419 99,368: 13,574 9,626
Old : 108,994: 43,278 13,008 1,171 50,970 85,188 95,419 99,368: 13,574 9,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -46,821: -3,897 2,065 -5,505 -34,381 -40,894 -43,783 -44,334: -3,039 -2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 11.9 1.1 46.8 78.2 87.5 91.2: 12.5 8.8
Old : 100.0: 39.7 11.9 1.1 46.8 78.2 87.5 91.2: 12.5 8.8
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 : 99: 31 15 9 30 30 69 46:
Old : 99: 31 15 9 30 30 69 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 : 26.2 40.2 41.6 55.7 26.2 40.1 41.6 55.5
Old : 26.2 40.2 41.6 55.7 26.2 40.1 41.6 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 18,831: 14,303 7,592 3,077 1,398 8,119 18,778 18,788: 53 43
Old : 18,831: 14,303 7,592 3,077 1,398 8,119 18,778 18,788: 53 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,461: -216 -181 1,638 37 1 1,459 1,458: 2 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 40.3 16.3 7.4 43.1 99.7 99.8: 0.3 0.2
Old : 100.0: 76.0 40.3 16.3 7.4 43.1 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 : 24: 11 9 5 3 3 16 15:
Old : 24: 11 9 5 3 3 16 15:
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 : 79.7 69.9 93.9 86.7 74.7 68.2 82.0 78.7
Old : 79.7 69.9 93.9 86.7 74.7 68.2 82.0 78.7
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 20, 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 : 8,643: 2,608 332 41 5,834 8,119 8,483 8,492: 160 151
Old : 8,643: 2,608 332 41 5,834 8,119 8,483 8,492: 160 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -672: 659 42 -4 -1,258 -756 -603 -718: -69 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.8 0.5 67.5 93.9 98.1 98.3: 1.9 1.7
Old : 100.0: 30.2 3.8 0.5 67.5 93.9 98.1 98.3: 1.9 1.7
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 : 27: 6 5 1 5 12 12 17:
Old : 27: 6 5 1 5 12 12 17:
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 : 84.0 77.7 96.6 90.4 84.0 77.7 96.6 90.3
Old : 84.0 77.7 96.6 90.4 84.0 77.7 96.6 90.3
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 20, 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 : 7,047: 2,030 353 0 4,846 6,594 6,876 6,947: 171 100
Old : 7,047: 2,030 353 0 4,846 6,594 6,876 6,947: 171 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -1,488: -507 -129 0 -864 -1,367 -1,371 -1,496: -117 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.0 0.0 68.8 93.6 97.6 98.6: 2.4 1.4
Old : 100.0: 28.8 5.0 0.0 68.8 93.6 97.6 98.6: 2.4 1.4
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 : 26: 5 5 0 4 12 9 17:
Old : 26: 5 5 0 4 12 9 17:
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 68.6 97.2 86.0 89.0 68.6 97.2 86.0
Old : 89.0 68.6 97.2 86.0 89.0 68.6 97.2 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012