WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 545,301: 92,892 130,342 143,822 269,528 216,049 506,242 490,214: 39,059 55,087
Old : 202,599: 55,449 85,209 30,415 98,635 67,613 184,499 183,237: 18,100 19,361
Other: 342,702: 67,901 75,591 82,949 170,893 148,437 321,743 306,976: 20,959 35,726
: : :
: : Changes in Commitments from: March 20, 2012 :
: 3,295: 1,756 -1,936 3,953 910 1,989 6,619 4,006: -3,325 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 23.9 26.4 49.4 39.6 92.8 89.9: 7.2 10.1
Old : 100.0: 27.4 42.1 15.0 48.7 33.4 91.1 90.4: 8.9 9.6
Other: 100.0: 19.8 22.1 24.2 49.9 43.3 93.9 89.6: 6.1 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 112 155 174 86 111 311 343:
Old : 337: 122 108 84 63 81 218 240:
Other: 327: 77 124 121 72 103 238 269:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 12.8 33.1 20.2 19.2 11.2 29.6 16.6
Old : 28.9 19.2 38.9 31.1 28.5 18.5 38.2 30.4
Other: 24.4 14.8 35.1 22.8 23.1 13.1 32.7 19.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 1,744,273: 362,405 107,333 508,435 709,836 833,448 1,580,676 1,449,216: 163,597 295,057
Old : 1,196,778: 277,551 128,796 326,451 481,860 560,639 1,085,862 1,015,886: 110,917 180,892
Other: 547,494: 169,058 62,741 97,780 227,976 272,808 494,814 433,330: 52,680 114,165
: : :
: : Changes in Commitments from: March 20, 2012 :
: -36,897: -18,216 20,162 -22,856 8,164 -36,611 -32,908 -39,305: -3,989 2,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.2 29.1 40.7 47.8 90.6 83.1: 9.4 16.9
Old : 100.0: 23.2 10.8 27.3 40.3 46.8 90.7 84.9: 9.3 15.1
Other: 100.0: 30.9 11.5 17.9 41.6 49.8 90.4 79.1: 9.6 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 201 144 246 241 339 545 635:
Old : 692: 168 161 206 214 324 480 596:
Other: 570: 129 107 129 148 297 341 471:
:----------------------------------------------------------------------------------------------------
: 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 10.4 18.5 15.6 9.3 6.0 15.0 9.7
Old : 12.6 9.6 21.2 14.7 11.6 6.6 18.3 10.7
Other: 17.5 17.3 27.1 23.3 13.5 11.9 20.6 17.3
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 8,833: 3,909 1,451 3,306 1,013 3,600 8,228 8,357: 605 476
Old : 8,548: 3,878 1,451 3,074 1,013 3,600 7,965 8,126: 583 422
Other: 285: 241 210 22 0 0 263 232: 22 53
: : :
: : Changes in Commitments from: March 20, 2012 :
: -623: -109 -19 -506 2 -135 -612 -660: -11 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 16.4 37.4 11.5 40.8 93.2 94.6: 6.8 5.4
Old : 100.0: 45.4 17.0 36.0 11.8 42.1 93.2 95.1: 6.8 4.9
Other: 100.0: 84.6 73.7 7.6 0.0 0.0 92.2 81.3: 7.8 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 2 9 6 8 16 18:
Old : 20: 9 2 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 : 51.5 50.0 78.2 74.3 26.0 35.8 41.5 46.1
Old : 53.0 49.7 78.1 74.2 29.2 37.0 44.1 47.7
Other: 92.2 81.3 92.2 81.3 84.6 73.7 84.6 73.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 11,622: 2,415 814 706 6,271 8,482 9,392 10,002: 2,230 1,620
Old : 6,649: 2,316 625 251 2,627 4,739 5,194 5,615: 1,455 1,034
Other: 4,973: 249 338 305 3,644 3,743 4,198 4,386: 775 586
: : :
: : Changes in Commitments from: March 20, 2012 :
: 234: 700 -84 132 -679 362 153 410: 80 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 7.0 6.1 54.0 73.0 80.8 86.1: 19.2 13.9
Old : 100.0: 34.8 9.4 3.8 39.5 71.3 78.1 84.5: 21.9 15.5
Other: 100.0: 5.0 6.8 6.1 73.3 75.3 84.4 88.2: 15.6 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 10 5 15 12 29 24:
Old : 37: 11 9 4 10 10 23 21:
Other: 24: 5 4 4 12 12 19 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 : 27.4 63.1 47.6 72.6 24.5 52.9 37.6 58.0
Old : 34.8 61.2 54.0 71.4 34.8 60.6 54.0 68.8
Other: 48.2 71.3 70.5 80.8 42.3 63.4 58.0 67.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 939,213: 251,713 28,086 291,093 330,769 517,715 873,575 836,894: 65,638 102,319
Old : 586,796: 190,493 38,127 174,559 182,942 323,048 547,995 535,734: 38,802 51,063
Other: 352,417: 89,674 18,413 88,080 147,827 194,667 325,581 301,160: 26,836 51,257
: : :
: : Changes in Commitments from: March 20, 2012 :
: 34,937: 5,850 -6,350 11,057 16,928 29,683 33,836 34,390: 1,101 547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 3.0 31.0 35.2 55.1 93.0 89.1: 7.0 10.9
Old : 100.0: 32.5 6.5 29.7 31.2 55.1 93.4 91.3: 6.6 8.7
Other: 100.0: 25.4 5.2 25.0 41.9 55.2 92.4 85.5: 7.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 223 129 246 165 200 504 481:
Old : 552: 200 140 187 123 191 417 429:
Other: 429: 125 93 146 129 174 328 356:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 16.7 17.4 25.3 7.4 12.2 12.5 19.1
Old : 11.5 16.1 19.6 26.4 9.4 14.6 16.3 22.6
Other: 14.2 23.6 24.3 31.4 11.6 17.2 19.5 22.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 17,878: 13,964 415 362 84 3,168 14,410 3,945: 3,468 13,933
Old : 6,378: 3,809 449 129 84 1,059 4,022 1,637: 2,356 4,741
Other: 11,500: 10,372 183 16 0 2,109 10,388 2,308: 1,112 9,192
: : :
: : Changes in Commitments from: March 20, 2012 :
: 548: 218 -9 -58 -21 142 139 75: 409 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 2.3 2.0 0.5 17.7 80.6 22.1: 19.4 77.9
Old : 100.0: 59.7 7.0 2.0 1.3 16.6 63.1 25.7: 36.9 74.3
Other: 100.0: 90.2 1.6 0.1 0.0 18.3 90.3 20.1: 9.7 79.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 2 7 1 7 14 16:
Old : 21: 11 4 4 1 6 13 13:
Other: 18: 9 2 3 0 7 9 12:
:----------------------------------------------------------------------------------------------------
: 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 : 54.4 13.2 72.1 19.1 54.3 13.2 71.6 18.6
Old : 45.7 15.2 57.3 23.0 45.7 15.2 56.3 23.0
Other: 64.3 14.0 88.4 19.2 64.3 14.0 88.3 19.2
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 7,800: 896 1,154 3,785 2,811 2,629 7,493 7,568: 307 232
Old : 7,788: 896 1,161 3,776 2,811 2,629 7,483 7,566: 305 222
Other: 11: 7 0 2 0 0 9 2: 2 9
: : :
: : Changes in Commitments from: March 20, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.8 48.5 36.0 33.7 96.1 97.0: 3.9 3.0
Old : 100.0: 11.5 14.9 48.5 36.1 33.8 96.1 97.1: 3.9 2.9
Other: 100.0: 61.4 0.0 19.3 0.0 0.0 80.7 19.3: 19.3 80.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 4 8 6 10 16 18:
Old : 20: 6 4 8 6 10 16 18:
Other: 2: 2 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 62.4 63.1 83.1 82.6 13.6 16.2 20.1 22.8
Old : 62.4 63.2 83.1 82.7 13.6 16.2 20.1 22.9
Other: 80.7 19.3 80.7 19.3 61.4 0.0 61.4 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 414,479: 94,978 60,351 76,096 203,546 251,621 374,619 388,069: 39,860 26,411
Old : 320,236: 88,453 64,888 47,125 153,818 187,890 289,396 299,903: 30,839 20,332
Other: 94,244: 21,938 10,876 13,558 49,727 63,731 85,223 88,165: 9,021 6,079
: : :
: : Changes in Commitments from: March 20, 2012 :
: 18,134: 2,827 -309 3,992 10,581 14,673 17,401 18,356: 734 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 14.6 18.4 49.1 60.7 90.4 93.6: 9.6 6.4
Old : 100.0: 27.6 20.3 14.7 48.0 58.7 90.4 93.7: 9.6 6.3
Other: 100.0: 23.3 11.5 14.4 52.8 67.6 90.4 93.6: 9.6 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 96 80 90 71 74 226 197:
Old : 277: 97 86 70 70 73 207 191:
Other: 131: 45 24 37 39 42 103 85:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 25.7 23.4 37.7 10.2 22.2 17.0 30.2
Old : 15.9 25.6 24.8 35.4 12.5 24.2 19.6 32.5
Other: 21.9 39.6 37.4 58.4 18.9 38.9 32.5 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 685,997: 45,086 82,239 50,920 448,808 389,533 544,814 522,691: 141,183 163,306
Old : 685,997: 45,086 82,239 50,920 448,808 389,533 544,814 522,691: 141,183 163,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -90,034: 5,370 -15,765 -44,303 -43,771 -36,270 -82,704 -96,338: -7,330 6,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 12.0 7.4 65.4 56.8 79.4 76.2: 20.6 23.8
Old : 100.0: 6.6 12.0 7.4 65.4 56.8 79.4 76.2: 20.6 23.8
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 : 159: 24 36 36 85 81 132 130:
Old : 159: 24 36 36 85 81 132 130:
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 : 17.0 16.5 26.7 27.3 13.3 13.6 19.7 23.1
Old : 17.0 16.5 26.7 27.3 13.3 13.6 19.7 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 351,737: 41,216 26,102 948 251,219 277,870 293,383 304,920: 58,354 46,817
Old : 351,737: 41,216 26,102 948 251,219 277,870 293,383 304,920: 58,354 46,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -7,408: 192 1,333 38 -3,934 -576 -3,704 795: -3,704 -8,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 7.4 0.3 71.4 79.0 83.4 86.7: 16.6 13.3
Old : 100.0: 11.7 7.4 0.3 71.4 79.0 83.4 86.7: 16.6 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 : 69: 6 7 4 37 44 45 53:
Old : 69: 6 7 4 37 44 45 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 43.3 44.8 56.3 23.8 43.3 39.4 55.3
Old : 26.0 43.3 44.8 56.3 23.8 43.3 39.4 55.3
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, March 27, 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 : 11,433: 2,360 468 1,398 7,060 9,100 10,818 10,966: 615 467
Old : 11,433: 2,360 468 1,398 7,060 9,100 10,818 10,966: 615 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 330: 391 199 -24 -64 155 303 330: 27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.1 12.2 61.8 79.6 94.6 95.9: 5.4 4.1
Old : 100.0: 20.6 4.1 12.2 61.8 79.6 94.6 95.9: 5.4 4.1
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 : 39: 10 4 5 18 23 31 30:
Old : 39: 10 4 5 18 23 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 44.5 61.4 64.1 16.8 13.7 22.5 22.2
Old : 43.4 44.5 61.4 64.1 16.8 13.7 22.5 22.2
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 27, 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 : 271,787: 93,169 14,736 47,409 87,248 187,909 227,826 250,054: 43,962 21,733
Old : 209,534: 82,017 15,747 30,015 62,487 146,738 174,519 192,501: 35,015 17,034
Other: 62,253: 16,039 3,876 12,506 24,761 41,171 53,306 57,554: 8,947 4,699
: : :
: : Changes in Commitments from: March 20, 2012 :
: 4,494: 5,315 1,063 -779 -1,801 2,899 2,735 3,184: 1,758 1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 5.4 17.4 32.1 69.1 83.8 92.0: 16.2 8.0
Old : 100.0: 39.1 7.5 14.3 29.8 70.0 83.3 91.9: 16.7 8.1
Other: 100.0: 25.8 6.2 20.1 39.8 66.1 85.6 92.5: 14.4 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 82 37 56 65 74 183 143:
Old : 213: 76 44 47 61 71 164 139:
Other: 120: 35 21 32 39 41 96 75:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 33.6 21.4 47.6 9.2 27.3 16.3 35.2
Old : 11.6 34.0 20.6 47.5 11.0 29.7 19.3 38.8
Other: 28.8 45.3 43.0 61.3 25.0 37.8 33.6 49.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,350: 4,097 5,643 1,504 7,384 7,094 12,984 14,241: 3,366 2,109
Old : 14,640: 4,558 5,640 904 6,457 6,212 11,919 12,756: 2,721 1,884
Other: 1,711: 47 511 92 927 882 1,066 1,485: 645 225
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,268: 209 -654 537 79 1,307 826 1,190: 442 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 34.5 9.2 45.2 43.4 79.4 87.1: 20.6 12.9
Old : 100.0: 31.1 38.5 6.2 44.1 42.4 81.4 87.1: 18.6 12.9
Other: 100.0: 2.7 29.8 5.4 54.2 51.6 62.3 86.8: 37.7 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 24 24 15 23 20 58 53:
Old : 84: 26 23 13 22 18 57 49:
Other: 29: 4 7 5 9 11 15 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 24.9 40.2 39.4 25.3 21.0 38.0 35.1
Old : 26.7 24.5 42.5 40.8 26.2 23.8 41.0 39.3
Other: 46.7 56.0 56.5 71.9 45.5 56.0 53.7 71.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 881,608: 138,004 204,807 56,560 603,711 505,520 798,275 766,887: 83,333 114,722
Old : 881,608: 138,004 204,807 56,560 603,711 505,520 798,275 766,887: 83,333 114,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -39,267: -6,252 18,073 -18,208 -689 -31,838 -25,150 -31,972: -14,117 -7,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 23.2 6.4 68.5 57.3 90.5 87.0: 9.5 13.0
Old : 100.0: 15.7 23.2 6.4 68.5 57.3 90.5 87.0: 9.5 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 : 203: 30 42 26 102 98 142 156:
Old : 203: 30 42 26 102 98 142 156:
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 31.5 37.8 38.5 21.6 30.0 34.9 34.8
Old : 23.5 31.5 37.8 38.5 21.6 30.0 34.9 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 2,148,547: 161,885 356,650 210,934 1,505,511 1,201,181 1,878,330 1,768,765: 270,216 379,782
Old : 2,148,547: 161,885 356,650 210,934 1,505,511 1,201,181 1,878,330 1,768,765: 270,216 379,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -310,899: -28,270 -17,546 -163,921 -113,433 -130,084 -305,624 -311,551: -5,275 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 16.6 9.8 70.1 55.9 87.4 82.3: 12.6 17.7
Old : 100.0: 7.5 16.6 9.8 70.1 55.9 87.4 82.3: 12.6 17.7
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 : 291: 33 73 61 150 163 224 256:
Old : 291: 33 73 61 150 163 224 256:
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 18.8 34.1 24.9 26.4 15.0 32.4 20.1
Old : 27.0 18.8 34.1 24.9 26.4 15.0 32.4 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 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,554,213: 260,552 169,666 101,417 1,027,331 1,026,903 1,389,300 1,297,986: 164,913 256,227
Old : 1,554,213: 260,552 169,666 101,417 1,027,331 1,026,903 1,389,300 1,297,986: 164,913 256,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -82,171: -20,477 -26,101 -17,337 -25,173 -18,071 -62,987 -61,508: -19,184 -20,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 10.9 6.5 66.1 66.1 89.4 83.5: 10.6 16.5
Old : 100.0: 16.8 10.9 6.5 66.1 66.1 89.4 83.5: 10.6 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 : 200: 24 43 31 96 110 137 167:
Old : 200: 24 43 31 96 110 137 167:
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 : 29.5 24.1 39.7 32.6 26.8 23.1 35.6 30.4
Old : 29.5 24.1 39.7 32.6 26.8 23.1 35.6 30.4
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 27, 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 : 661,626: 80,001 78,697 141,710 413,820 395,441 635,531 615,849: 26,096 45,778
Old : 661,626: 80,001 78,697 141,710 413,820 395,441 635,531 615,849: 26,096 45,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 13,998: -2,462 2,069 -802 16,904 10,290 13,641 11,558: 358 2,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.9 21.4 62.5 59.8 96.1 93.1: 3.9 6.9
Old : 100.0: 12.1 11.9 21.4 62.5 59.8 96.1 93.1: 3.9 6.9
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 : 94: 18 20 30 48 53 81 89:
Old : 94: 18 20 30 48 53 81 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 : 39.3 26.9 54.6 42.1 29.1 17.2 33.3 25.7
Old : 39.3 26.9 54.6 42.1 29.1 17.2 33.3 25.7
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 27, 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 : 54,660: 21,000 6,110 889 25,454 43,106 47,343 50,105: 7,316 4,554
Old : 54,660: 21,000 6,110 889 25,454 43,106 47,343 50,105: 7,316 4,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 163: -639 -394 304 -31 512 -366 422: 529 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 11.2 1.6 46.6 78.9 86.6 91.7: 13.4 8.3
Old : 100.0: 38.4 11.2 1.6 46.6 78.9 86.6 91.7: 13.4 8.3
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 : 101: 33 14 9 33 30 73 46:
Old : 101: 33 14 9 33 30 73 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 : 26.5 39.1 41.8 55.3 26.5 39.0 41.8 54.3
Old : 26.5 39.1 41.8 55.3 26.5 39.0 41.8 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 109,319: 41,999 12,221 1,779 50,908 86,211 94,686 100,211: 14,633 9,109
Old : 109,319: 41,999 12,221 1,779 50,908 86,211 94,686 100,211: 14,633 9,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 326: -1,279 -788 608 -62 1,023 -733 843: 1,059 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 11.2 1.6 46.6 78.9 86.6 91.7: 13.4 8.3
Old : 100.0: 38.4 11.2 1.6 46.6 78.9 86.6 91.7: 13.4 8.3
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 : 101: 33 14 9 33 30 73 46:
Old : 101: 33 14 9 33 30 73 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 : 26.5 39.1 41.8 55.3 26.5 39.0 41.8 54.3
Old : 26.5 39.1 41.8 55.3 26.5 39.0 41.8 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 7,535: 4,880 5,757 1,208 1,393 530 7,481 7,495: 54 40
Old : 7,535: 4,880 5,757 1,208 1,393 530 7,481 7,495: 54 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -11,296: -9,423 -1,835 -1,869 -5 -7,589 -11,297 -11,293: 1 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 76.4 16.0 18.5 7.0 99.3 99.5: 0.7 0.5
Old : 100.0: 64.8 76.4 16.0 18.5 7.0 99.3 99.5: 0.7 0.5
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 : 23: 10 9 3 2 2 14 12:
Old : 23: 10 9 3 2 2 14 12:
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 : 63.2 63.9 91.5 91.8 63.2 57.5 81.1 80.1
Old : 63.2 63.9 91.5 91.8 63.2 57.5 81.1 80.1
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 27, 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 : 10,160: 4,004 352 24 5,987 9,646 10,015 10,022: 145 138
Old : 10,160: 4,004 352 24 5,987 9,646 10,015 10,022: 145 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,517: 1,396 20 -17 153 1,527 1,532 1,530: -15 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 3.5 0.2 58.9 94.9 98.6 98.6: 1.4 1.4
Old : 100.0: 39.4 3.5 0.2 58.9 94.9 98.6 98.6: 1.4 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 : 29: 7 5 1 6 12 13 18:
Old : 29: 7 5 1 6 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 : 86.6 80.7 96.2 91.9 86.6 80.7 96.2 91.8
Old : 86.6 80.7 96.2 91.9 86.6 80.7 96.2 91.8
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, March 27, 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 : 7,559: 1,846 826 0 5,590 6,636 7,436 7,462: 123 97
Old : 7,559: 1,846 826 0 5,590 6,636 7,436 7,462: 123 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 512: -184 473 0 744 42 560 515: -48 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 10.9 0.0 74.0 87.8 98.4 98.7: 1.6 1.3
Old : 100.0: 24.4 10.9 0.0 74.0 87.8 98.4 98.7: 1.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 7 0 5 13 10 20:
Old : 29: 5 7 0 5 13 10 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 : 88.1 61.5 97.5 79.6 88.1 61.5 97.4 79.6
Old : 88.1 61.5 97.5 79.6 88.1 61.5 97.4 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012