WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 429,422: 74,330 126,902 69,341 250,959 176,841 394,630 373,084: 34,792 56,338
Old : 328,892: 65,585 116,131 33,362 203,135 139,874 302,082 289,367: 26,810 39,525
Other: 100,530: 28,976 31,002 15,748 47,824 36,967 92,548 83,717: 7,982 16,813
: : :
: : Changes in Commitments from: October 11, 2011 :
: 13,087: 3,394 7,791 5,881 -1,299 -2,593 7,976 11,079: 5,111 2,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 29.6 16.1 58.4 41.2 91.9 86.9: 8.1 13.1
Old : 100.0: 19.9 35.3 10.1 61.8 42.5 91.8 88.0: 8.2 12.0
Other: 100.0: 28.8 30.8 15.7 47.6 36.8 92.1 83.3: 7.9 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 116 154 146 90 113 299 333:
Old : 401: 119 150 114 81 101 263 307:
Other: 229: 55 64 41 44 91 125 178:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 13.4 37.9 20.1 22.7 11.8 36.3 17.4
Old : 26.5 17.1 42.1 24.8 25.9 16.3 41.3 23.8
Other: 28.3 17.2 41.7 26.6 23.1 10.3 35.4 17.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,237,331: 367,539 125,876 120,949 600,047 751,708 1,088,535 998,533: 148,796 238,798
Old : 1,073,337: 354,542 128,190 77,624 507,408 658,584 939,574 864,398: 133,763 208,939
Other: 163,994: 50,883 35,572 5,439 92,639 93,124 148,961 134,135: 15,033 29,859
: : :
: : Changes in Commitments from: October 11, 2011 :
: 42,624: 7,904 1,560 13,232 5,065 19,255 26,201 34,047: 16,423 8,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 10.2 9.8 48.5 60.8 88.0 80.7: 12.0 19.3
Old : 100.0: 33.0 11.9 7.2 47.3 61.4 87.5 80.5: 12.5 19.5
Other: 100.0: 31.0 21.7 3.3 56.5 56.8 90.8 81.8: 9.2 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 759: 192 164 183 215 325 507 592:
Old : 754: 196 168 159 210 318 486 573:
Other: 428: 73 68 20 65 245 147 327:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 10.9 24.8 16.7 14.4 10.1 21.7 14.8
Old : 15.6 11.3 25.0 16.9 14.2 11.1 22.5 16.2
Other: 35.1 21.2 45.3 32.0 28.8 18.3 39.0 27.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,852: 3,484 2,050 113 9,457 11,969 13,054 14,132: 2,798 1,720
Old : 15,737: 3,484 2,050 110 9,358 11,876 12,952 14,036: 2,785 1,701
Other: 115: 2 2 1 99 93 102 96: 13 19
: : :
: : Changes in Commitments from: October 11, 2011 :
: 307: 132 -43 -64 186 447 254 340: 53 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 12.9 0.7 59.7 75.5 82.3 89.1: 17.7 10.9
Old : 100.0: 22.1 13.0 0.7 59.5 75.5 82.3 89.2: 17.7 10.8
Other: 100.0: 1.7 1.7 0.9 86.1 80.9 88.7 83.5: 11.3 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 9 3 16 9 32 21:
Old : 43: 16 9 3 15 8 31 20:
Other: 9: 1 1 1 4 3 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 73.6 54.0 83.6 37.3 69.8 52.4 76.0
Old : 37.6 74.1 54.2 84.2 37.6 70.6 52.9 76.9
Other: 86.1 83.5 88.7 83.5 86.1 82.6 87.8 82.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 589,267: 172,709 62,115 70,612 299,275 374,835 542,596 507,562: 46,671 81,705
Old : 531,611: 159,610 64,808 58,255 270,299 335,281 488,164 458,344: 43,447 73,267
Other: 57,656: 24,651 8,859 805 28,976 39,554 54,432 49,218: 3,224 8,438
: : :
: : Changes in Commitments from: October 11, 2011 :
: 18,680: 12,678 4,444 -9,031 12,966 23,499 16,613 18,912: 2,067 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 10.5 12.0 50.8 63.6 92.1 86.1: 7.9 13.9
Old : 100.0: 30.0 12.2 11.0 50.8 63.1 91.8 86.2: 8.2 13.8
Other: 100.0: 42.8 15.4 1.4 50.3 68.6 94.4 85.4: 5.6 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 177 117 171 130 175 392 402:
Old : 515: 176 125 156 128 173 378 395:
Other: 236: 48 53 7 34 115 86 171:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 22.4 22.9 29.9 11.7 17.9 19.2 22.6
Old : 14.0 22.7 24.5 29.7 12.9 19.1 21.6 24.1
Other: 47.4 35.9 61.4 53.1 28.6 25.9 41.3 37.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 295,032: 61,572 68,374 27,868 179,941 165,170 269,381 261,412: 25,651 33,620
Old : 280,799: 61,531 69,054 25,584 169,934 153,618 257,049 248,256: 23,750 32,543
Other: 14,233: 1,311 590 1,014 10,007 11,552 12,332 13,156: 1,901 1,077
: : :
: : Changes in Commitments from: October 11, 2011 :
: 73: -2,959 -6,953 -1,214 1,784 5,348 -2,389 -2,819: 2,462 2,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 23.2 9.4 61.0 56.0 91.3 88.6: 8.7 11.4
Old : 100.0: 21.9 24.6 9.1 60.5 54.7 91.5 88.4: 8.5 11.6
Other: 100.0: 9.2 4.1 7.1 70.3 81.2 86.6 92.4: 13.4 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 66 77 63 64 65 169 183:
Old : 250: 68 83 62 63 65 167 183:
Other: 54: 13 8 5 25 15 40 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 23.7 30.3 34.5 14.5 17.8 23.0 26.3
Old : 18.5 24.0 30.3 33.1 15.5 18.3 24.0 25.9
Other: 42.1 56.2 60.4 78.0 27.5 42.7 41.6 57.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 612,289: 77,353 85,637 5,328 392,352 389,381 475,033 480,346: 137,256 131,943
Old : 612,289: 77,353 85,637 5,328 392,352 389,381 475,033 480,346: 137,256 131,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -3,513: 65 -15,376 -985 -10,700 6,527 -11,620 -9,834: 8,107 6,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 14.0 0.9 64.1 63.6 77.6 78.5: 22.4 21.5
Old : 100.0: 12.6 14.0 0.9 64.1 63.6 77.6 78.5: 22.4 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 36 22 10 68 71 111 97:
Old : 159: 36 22 10 68 71 111 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 21.8 35.4 34.2 21.6 21.6 31.5 31.2
Old : 23.0 21.8 35.4 34.2 21.6 21.6 31.5 31.2
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 377,973: 58,296 31,969 1,117 253,321 298,479 312,734 331,565: 65,239 46,408
Old : 377,973: 58,296 31,969 1,117 253,321 298,479 312,734 331,565: 65,239 46,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,858: -17 -2,427 57 2,315 6,429 2,355 4,059: 1,503 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 8.5 0.3 67.0 79.0 82.7 87.7: 17.3 12.3
Old : 100.0: 15.4 8.5 0.3 67.0 79.0 82.7 87.7: 17.3 12.3
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 : 74: 8 5 3 38 41 48 47:
Old : 74: 8 5 3 38 41 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 46.7 43.1 60.2 21.7 46.5 37.8 59.7
Old : 25.8 46.7 43.1 60.2 21.7 46.5 37.8 59.7
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,414: 893 789 844 8,085 8,182 9,822 9,815: 592 599
Old : 10,414: 893 789 844 8,085 8,182 9,822 9,815: 592 599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 865: -132 547 -34 908 301 742 814: 123 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 7.6 8.1 77.6 78.6 94.3 94.2: 5.7 5.8
Old : 100.0: 8.6 7.6 8.1 77.6 78.6 94.3 94.2: 5.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 6 5 18 21 27 27:
Old : 31: 4 6 5 18 21 27 27:
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 : 47.3 46.0 67.9 71.1 22.9 23.6 34.8 32.7
Old : 47.3 46.0 67.9 71.1 22.9 23.6 34.8 32.7
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 187,911: 32,638 48,334 21,344 100,502 86,796 154,484 156,474: 33,427 31,437
Old : 175,232: 33,011 48,300 16,901 93,729 80,307 143,641 145,508: 31,591 29,724
Other: 12,679: 1,534 1,941 2,536 6,773 6,489 10,843 10,966: 1,836 1,713
: : :
: : Changes in Commitments from: October 11, 2011 :
: 977: -3,983 1,997 273 5,247 -2,497 1,537 -227: -560 1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 25.7 11.4 53.5 46.2 82.2 83.3: 17.8 16.7
Old : 100.0: 18.8 27.6 9.6 53.5 45.8 82.0 83.0: 18.0 17.0
Other: 100.0: 12.1 15.3 20.0 53.4 51.2 85.5 86.5: 14.5 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 44 55 37 74 56 137 137:
Old : 195: 47 57 35 74 55 137 134:
Other: 50: 7 7 6 26 16 35 28:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 22.7 25.8 32.7 12.5 16.9 20.3 23.1
Old : 16.7 22.6 26.7 32.8 13.0 17.1 20.9 23.2
Other: 38.9 39.4 59.2 60.1 35.3 33.4 48.6 47.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,291: 4,175 3,645 2,096 8,352 11,170 14,623 16,911: 3,668 1,380
Old : 18,219: 4,179 3,645 2,090 8,304 11,105 14,573 16,840: 3,646 1,379
Other: 72: 2 6 0 48 65 50 71: 22 1
: : :
: : Changes in Commitments from: October 11, 2011 :
: 647: 58 103 588 -273 -33 373 658: 274 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 19.9 11.5 45.7 61.1 79.9 92.5: 20.1 7.5
Old : 100.0: 22.9 20.0 11.5 45.6 61.0 80.0 92.4: 20.0 7.6
Other: 100.0: 2.8 8.3 0.0 66.7 90.3 69.4 98.6: 30.6 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 27 18 20 23 16 63 46:
Old : 80: 27 18 20 22 16 62 46:
Other: 8: 1 1 0 1 5 2 6:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 45.0 38.8 57.1 26.7 42.3 36.9 53.3
Old : 26.8 45.0 39.0 57.2 26.8 42.6 37.0 53.6
Other: 69.4 91.7 69.4 98.6 69.4 91.7 69.4 98.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 702,756: 218,117 169,415 14,937 369,521 409,768 602,575 594,120: 100,181 108,636
Old : 702,756: 218,117 169,415 14,937 369,521 409,768 602,575 594,120: 100,181 108,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 4,435: 3,852 -8,413 -875 -2,972 17,888 5 8,600: 4,430 -4,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 24.1 2.1 52.6 58.3 85.7 84.5: 14.3 15.5
Old : 100.0: 31.0 24.1 2.1 52.6 58.3 85.7 84.5: 14.3 15.5
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 : 215: 37 45 15 77 108 124 159:
Old : 215: 37 45 15 77 108 124 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 16.4 39.3 26.5 26.4 14.8 35.9 23.2
Old : 27.5 16.4 39.3 26.5 26.4 14.8 35.9 23.2
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,494,341: 157,906 294,089 15,393 1,059,650 896,006 1,232,949 1,205,488: 261,392 288,853
Old : 1,494,341: 157,906 294,089 15,393 1,059,650 896,006 1,232,949 1,205,488: 261,392 288,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -40,853: 20,306 -17,347 1,039 -50,230 2,266 -28,885 -14,042: -11,968 -26,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 19.7 1.0 70.9 60.0 82.5 80.7: 17.5 19.3
Old : 100.0: 10.6 19.7 1.0 70.9 60.0 82.5 80.7: 17.5 19.3
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 : 244: 32 51 21 112 121 160 177:
Old : 244: 32 51 21 112 121 160 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 16.0 35.8 24.0 24.6 10.9 33.5 18.6
Old : 25.9 16.0 35.8 24.0 24.6 10.9 33.5 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,172,962: 323,677 87,273 8,423 644,548 847,334 976,648 943,030: 196,314 229,932
Old : 1,172,962: 323,677 87,273 8,423 644,548 847,334 976,648 943,030: 196,314 229,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -9,945: -2,747 -9,144 1,203 -23,390 671 -24,934 -7,270: 14,989 -2,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.4 0.7 55.0 72.2 83.3 80.4: 16.7 19.6
Old : 100.0: 27.6 7.4 0.7 55.0 72.2 83.3 80.4: 16.7 19.6
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 : 182: 39 20 13 71 97 113 127:
Old : 182: 39 20 13 71 97 113 127:
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 19.8 40.5 30.1 26.0 17.2 38.9 25.1
Old : 26.5 19.8 40.5 30.1 26.0 17.2 38.9 25.1
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 621,992: 62,899 59,625 97,727 431,679 427,181 592,305 584,533: 29,687 37,459
Old : 621,992: 62,899 59,625 97,727 431,679 427,181 592,305 584,533: 29,687 37,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,993: -572 12,761 15,719 -13,234 -20,840 1,913 7,640: 2,080 -3,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 9.6 15.7 69.4 68.7 95.2 94.0: 4.8 6.0
Old : 100.0: 10.1 9.6 15.7 69.4 68.7 95.2 94.0: 4.8 6.0
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 : 117: 23 22 27 59 66 91 108:
Old : 117: 23 22 27 59 66 91 108:
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 : 41.3 35.5 53.5 48.9 33.9 26.6 39.0 36.1
Old : 41.3 35.5 53.5 48.9 33.9 26.6 39.0 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,365: 6,987 879 3,528 33,991 39,635 44,505 44,042: 5,860 6,323
Old : 50,365: 6,987 879 3,528 33,991 39,635 44,505 44,042: 5,860 6,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 11,033: -3,288 -3,387 3,499 8,991 10,792 9,202 10,904: 1,832 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 1.7 7.0 67.5 78.7 88.4 87.4: 11.6 12.6
Old : 100.0: 13.9 1.7 7.0 67.5 78.7 88.4 87.4: 11.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 21 3 6 37 33 61 41:
Old : 83: 21 3 6 37 33 61 41:
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 45.7 38.4 58.1 25.7 45.7 36.7 57.5
Old : 26.0 45.7 38.4 58.1 25.7 45.7 36.7 57.5
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,420: 3,149 1,249 0 7,733 10,164 10,882 11,413: 1,538 1,007
Old : 12,420: 3,149 1,249 0 7,733 10,164 10,882 11,413: 1,538 1,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 58: 180 -110 0 0 -10 180 -120: -122 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 10.1 0.0 62.3 81.8 87.6 91.9: 12.4 8.1
Old : 100.0: 25.4 10.1 0.0 62.3 81.8 87.6 91.9: 12.4 8.1
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 : 20: 4 2 0 7 7 11 9:
Old : 20: 4 2 0 7 7 11 9:
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 : 57.4 68.0 79.1 89.9 57.4 68.0 79.1 89.9
Old : 57.4 68.0 79.1 89.9 57.4 68.0 79.1 89.9
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 75,889: 14,301 5,886 430 52,515 58,942 67,246 65,258: 8,643 10,631
Old : 75,889: 14,301 5,886 430 52,515 58,942 67,246 65,258: 8,643 10,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -2,774: -6,248 -2,646 372 2,515 1,256 -3,361 -1,018: 587 -1,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 7.8 0.6 69.2 77.7 88.6 86.0: 11.4 14.0
Old : 100.0: 18.8 7.8 0.6 69.2 77.7 88.6 86.0: 11.4 14.0
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 : 80: 19 5 2 35 29 55 35:
Old : 80: 19 5 2 35 29 55 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 : 25.7 45.4 40.2 58.2 25.7 45.4 40.1 57.9
Old : 25.7 45.4 40.2 58.2 25.7 45.4 40.1 57.9
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 13,306: 6,245 12,835 460 6,266 0 12,971 13,295: 335 11
Old : 13,306: 6,245 12,835 460 6,266 0 12,971 13,295: 335 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 187: 179 179 0 -3 0 176 179: 11 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 96.5 3.5 47.1 0.0 97.5 99.9: 2.5 0.1
Old : 100.0: 46.9 96.5 3.5 47.1 0.0 97.5 99.9: 2.5 0.1
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 : 26: 12 11 2 3 0 17 11:
Old : 26: 12 11 2 3 0 17 11:
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 : 71.0 83.2 88.9 96.5 71.0 79.8 88.8 93.1
Old : 71.0 83.2 88.9 96.5 71.0 79.8 88.8 93.1
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,791: 2,055 566 366 7,095 8,732 9,516 9,664: 275 127
Old : 9,791: 2,055 566 366 7,095 8,732 9,516 9,664: 275 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -266: 163 -135 103 -533 -294 -267 -326: 1 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.8 3.7 72.5 89.2 97.2 98.7: 2.8 1.3
Old : 100.0: 21.0 5.8 3.7 72.5 89.2 97.2 98.7: 2.8 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 : 28: 9 4 1 5 11 14 16:
Old : 28: 9 4 1 5 11 14 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 : 79.5 77.9 94.4 90.7 77.5 77.8 90.7 88.8
Old : 79.5 77.9 94.4 90.7 77.5 77.8 90.7 88.8
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,276: 1,790 450 0 12,218 13,684 14,008 14,134: 268 142
Old : 14,276: 1,790 450 0 12,218 13,684 14,008 14,134: 268 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 738: 823 -454 0 -21 1,200 802 746: -64 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 3.2 0.0 85.6 95.9 98.1 99.0: 1.9 1.0
Old : 100.0: 12.5 3.2 0.0 85.6 95.9 98.1 99.0: 1.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 3 0 6 13 14 16:
Old : 29: 8 3 0 6 13 14 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 : 86.7 77.1 95.4 91.1 86.7 77.1 95.1 91.1
Old : 86.7 77.1 95.4 91.1 86.7 77.1 95.1 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011