WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 8, 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 : 426,394: 77,019 119,658 63,847 245,255 178,983 386,121 362,488: 40,273 63,906
Old : 309,181: 68,792 102,496 27,577 181,942 134,583 278,311 264,656: 30,870 44,525
Other: 117,213: 28,948 37,883 15,549 63,313 44,400 107,810 97,832: 9,403 19,381
: : :
: : Changes in Commitments from: November 1, 2011 :
: -6,931: 1,086 -8,059 -5,221 -8,602 72 -12,737 -13,208: 5,806 6,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 28.1 15.0 57.5 42.0 90.6 85.0: 9.4 15.0
Old : 100.0: 22.2 33.2 8.9 58.8 43.5 90.0 85.6: 10.0 14.4
Other: 100.0: 24.7 32.3 13.3 54.0 37.9 92.0 83.5: 8.0 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 100 151 142 93 113 290 326:
Old : 385: 110 139 99 83 97 251 285:
Other: 233: 48 78 48 44 88 125 187:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 13.6 37.7 20.3 22.1 12.1 35.7 17.5
Old : 26.6 16.9 40.2 24.8 25.3 16.6 38.5 23.6
Other: 31.7 15.3 45.0 25.0 29.1 9.5 41.5 17.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 8, 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 : 1,267,573: 385,553 112,979 131,765 605,161 806,860 1,122,479 1,051,604: 145,094 215,969
Old : 1,061,164: 367,324 99,855 83,159 480,529 695,630 931,012 878,644: 130,152 182,520
Other: 206,409: 60,322 55,217 6,513 124,632 111,230 191,467 172,960: 14,942 33,449
: : :
: : Changes in Commitments from: November 1, 2011 :
: 35,749: 1,777 -1,524 17,514 15,775 34,162 35,066 50,152: 683 -14,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 8.9 10.4 47.7 63.7 88.6 83.0: 11.4 17.0
Old : 100.0: 34.6 9.4 7.8 45.3 65.6 87.7 82.8: 12.3 17.2
Other: 100.0: 29.2 26.8 3.2 60.4 53.9 92.8 83.8: 7.2 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 754: 193 157 198 225 333 521 606:
Old : 745: 206 148 167 222 323 503 573:
Other: 451: 61 95 23 66 255 139 363:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 12.2 24.2 18.3 14.4 11.1 21.6 16.2
Old : 15.8 13.3 24.8 19.4 15.1 12.8 23.3 18.1
Other: 35.3 19.9 50.1 30.3 25.7 16.2 40.5 23.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 8, 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 : 17,459: 3,700 2,345 721 10,081 12,331 14,502 15,397: 2,957 2,062
Old : 17,313: 3,699 2,345 717 9,963 12,269 14,379 15,331: 2,934 1,982
Other: 146: 2 1 3 118 62 123 66: 23 80
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,322: -44 252 492 878 610 1,326 1,354: -4 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.4 4.1 57.7 70.6 83.1 88.2: 16.9 11.8
Old : 100.0: 21.4 13.5 4.1 57.5 70.9 83.1 88.6: 16.9 11.4
Other: 100.0: 1.4 0.7 2.1 80.8 42.5 84.2 45.2: 15.8 54.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 9 4 15 9 33 22:
Old : 44: 18 9 4 15 8 33 21:
Other: 10: 2 1 1 4 2 7 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 : 38.7 69.0 54.8 81.8 34.9 63.1 49.8 70.1
Old : 38.9 69.5 55.0 82.4 35.4 63.9 50.4 71.0
Other: 80.8 45.2 84.2 45.2 80.8 43.2 82.2 43.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 8, 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 : 515,823: 118,986 73,595 69,794 279,933 292,827 468,713 436,216: 47,110 79,607
Old : 453,769: 105,407 79,961 54,952 251,012 249,864 411,371 384,777: 42,398 68,992
Other: 62,054: 27,560 7,615 861 28,921 42,963 57,342 51,439: 4,712 10,615
: : :
: : Changes in Commitments from: November 1, 2011 :
: -2,982: -948 6,360 -517 -1,150 -9,571 -2,615 -3,728: -367 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.3 13.5 54.3 56.8 90.9 84.6: 9.1 15.4
Old : 100.0: 23.2 17.6 12.1 55.3 55.1 90.7 84.8: 9.3 15.2
Other: 100.0: 44.4 12.3 1.4 46.6 69.2 92.4 82.9: 7.6 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 117 129 150 111 172 320 388:
Old : 464: 116 135 133 107 163 302 371:
Other: 238: 53 47 15 34 114 94 172:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 20.7 25.8 28.9 14.4 15.8 22.8 22.1
Old : 17.2 21.9 28.3 29.5 16.9 18.6 27.1 25.7
Other: 45.2 30.9 60.4 51.4 32.8 28.3 46.4 43.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 8, 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 : 300,047: 61,797 70,529 33,776 173,970 161,485 269,543 265,790: 30,504 34,257
Old : 283,040: 61,491 71,306 29,865 163,044 148,607 254,400 249,778: 28,640 33,262
Other: 17,007: 2,823 1,740 1,394 10,926 12,878 15,143 16,012: 1,864 995
: : :
: : Changes in Commitments from: November 1, 2011 :
: -8,213: 1,662 -3,989 2,606 -14,621 -8,968 -10,353 -10,351: 2,140 2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 23.5 11.3 58.0 53.8 89.8 88.6: 10.2 11.4
Old : 100.0: 21.7 25.2 10.6 57.6 52.5 89.9 88.2: 10.1 11.8
Other: 100.0: 16.6 10.2 8.2 64.2 75.7 89.0 94.1: 11.0 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 69 77 81 67 65 190 194:
Old : 256: 70 85 79 65 64 186 192:
Other: 64: 13 12 7 28 17 46 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 23.1 25.7 34.7 12.1 17.8 20.7 26.8
Old : 14.9 22.3 25.5 33.2 12.7 16.7 21.5 26.2
Other: 35.5 55.6 53.7 73.2 23.6 44.8 40.4 59.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 8, 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 : 621,596: 63,873 97,962 5,968 417,173 399,175 487,014 503,105: 134,582 118,491
Old : 621,596: 63,873 97,962 5,968 417,173 399,175 487,014 503,105: 134,582 118,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -778: -113 4,700 27 466 -3,868 380 859: -1,158 -1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.8 1.0 67.1 64.2 78.3 80.9: 21.7 19.1
Old : 100.0: 10.3 15.8 1.0 67.1 64.2 78.3 80.9: 21.7 19.1
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 : 154: 33 23 18 68 74 108 108:
Old : 154: 33 23 18 68 74 108 108:
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 : 23.5 22.8 35.4 36.4 21.9 22.6 31.3 33.9
Old : 23.5 22.8 35.4 36.4 21.9 22.6 31.3 33.9
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, November 8, 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 : 381,237: 53,877 29,929 1,404 260,087 306,114 315,368 337,447: 65,869 43,790
Old : 381,237: 53,877 29,929 1,404 260,087 306,114 315,368 337,447: 65,869 43,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 2,332: -1,615 -2,275 55 -1,849 1,786 -3,409 -434: 5,741 2,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 7.9 0.4 68.2 80.3 82.7 88.5: 17.3 11.5
Old : 100.0: 14.1 7.9 0.4 68.2 80.3 82.7 88.5: 17.3 11.5
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 : 70: 8 4 3 40 42 50 47:
Old : 70: 8 4 3 40 42 50 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 : 26.5 45.7 43.2 59.6 22.3 45.7 38.2 59.3
Old : 26.5 45.7 43.2 59.6 22.3 45.7 38.2 59.3
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 - Futures Only, November 8, 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 : 10,894: 1,054 838 1,192 7,615 8,070 9,861 10,100: 1,033 794
Old : 10,894: 1,054 838 1,192 7,615 8,070 9,861 10,100: 1,033 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 205: 107 -79 60 -158 131 9 112: 196 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.7 10.9 69.9 74.1 90.5 92.7: 9.5 7.3
Old : 100.0: 9.7 7.7 10.9 69.9 74.1 90.5 92.7: 9.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 5 6 18 22 29 29:
Old : 34: 6 5 6 18 22 29 29:
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 : 42.9 48.0 63.1 72.0 19.2 22.4 29.8 33.2
Old : 42.9 48.0 63.1 72.0 19.2 22.4 29.8 33.2
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 - Futures Only, November 8, 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 : 196,865: 36,699 50,377 22,560 100,913 87,170 160,172 160,107: 36,693 36,758
Old : 180,230: 37,476 50,503 15,841 92,215 78,756 145,532 145,100: 34,698 35,130
Other: 16,635: 2,298 2,949 3,644 8,698 8,414 14,640 15,007: 1,995 1,628
: : :
: : Changes in Commitments from: November 1, 2011 :
: 7,999: 3,522 1,941 2,575 -3,027 -4,316 3,070 200: 4,929 7,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 25.6 11.5 51.3 44.3 81.4 81.3: 18.6 18.7
Old : 100.0: 20.8 28.0 8.8 51.2 43.7 80.7 80.5: 19.3 19.5
Other: 100.0: 13.8 17.7 21.9 52.3 50.6 88.0 90.2: 12.0 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 40 60 49 69 59 141 147:
Old : 193: 44 63 46 69 57 141 142:
Other: 56: 10 8 9 28 19 40 34:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 20.2 26.2 30.0 10.6 16.2 18.5 23.2
Old : 17.4 19.6 27.5 29.7 11.0 16.0 19.2 23.5
Other: 45.1 40.0 63.5 58.1 41.2 34.1 50.2 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 8, 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 : 16,487: 3,513 3,281 1,853 8,382 11,103 13,748 16,237: 2,739 250
Old : 16,330: 3,518 3,281 1,848 8,307 10,953 13,673 16,082: 2,657 248
Other: 157: 0 5 0 75 150 75 155: 82 2
: : :
: : Changes in Commitments from: November 1, 2011 :
: -859: -507 -64 58 481 -150 32 -156: -891 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 19.9 11.2 50.8 67.3 83.4 98.5: 16.6 1.5
Old : 100.0: 21.5 20.1 11.3 50.9 67.1 83.7 98.5: 16.3 1.5
Other: 100.0: 0.0 3.2 0.0 47.8 95.5 47.8 98.7: 52.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 26 19 19 25 17 62 49:
Old : 82: 26 19 19 24 17 61 49:
Other: 9: 0 2 0 1 6 1 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 50.7 41.0 62.7 28.7 44.5 38.6 56.5
Old : 29.2 50.5 41.4 62.6 29.0 44.7 39.0 56.7
Other: 47.8 92.4 47.8 98.7 47.8 92.4 47.8 98.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 8, 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 : 769,822: 237,082 129,624 20,694 404,456 511,412 662,232 661,730: 107,590 108,092
Old : 769,822: 237,082 129,624 20,694 404,456 511,412 662,232 661,730: 107,590 108,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 57,403: 38,296 -9,720 530 17,516 63,584 56,342 54,394: 1,061 3,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 16.8 2.7 52.5 66.4 86.0 86.0: 14.0 14.0
Old : 100.0: 30.8 16.8 2.7 52.5 66.4 86.0 86.0: 14.0 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 : 229: 48 43 14 85 107 142 156:
Old : 229: 48 43 14 85 107 142 156:
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 : 25.5 18.3 36.8 30.2 24.7 17.8 32.2 27.3
Old : 25.5 18.3 36.8 30.2 24.7 17.8 32.2 27.3
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, November 8, 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 : 1,484,687: 184,410 280,585 16,218 992,268 869,913 1,192,896 1,166,716: 291,791 317,971
Old : 1,484,687: 184,410 280,585 16,218 992,268 869,913 1,192,896 1,166,716: 291,791 317,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 31,146: 5,342 -27,176 -30 16,470 28,983 21,782 1,777: 9,364 29,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 18.9 1.1 66.8 58.6 80.3 78.6: 19.7 21.4
Old : 100.0: 12.4 18.9 1.1 66.8 58.6 80.3 78.6: 19.7 21.4
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 : 237: 29 57 31 103 121 155 186:
Old : 237: 29 57 31 103 121 155 186:
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 : 23.3 16.3 31.9 24.2 21.7 12.5 29.6 19.6
Old : 23.3 16.3 31.9 24.2 21.7 12.5 29.6 19.6
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, November 8, 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 : 1,263,644: 423,488 133,538 12,667 624,120 883,938 1,060,275 1,030,143: 203,369 233,501
Old : 1,263,644: 423,488 133,538 12,667 624,120 883,938 1,060,275 1,030,143: 203,369 233,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 41,813: 52,728 14,809 -3,334 -8,518 33,150 40,876 44,625: 937 -2,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 10.6 1.0 49.4 70.0 83.9 81.5: 16.1 18.5
Old : 100.0: 33.5 10.6 1.0 49.4 70.0 83.9 81.5: 16.1 18.5
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 : 189: 33 28 22 72 107 117 145:
Old : 189: 33 28 22 72 107 117 145:
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 18.8 39.2 28.7 23.6 17.4 33.9 25.7
Old : 26.5 18.8 39.2 28.7 23.6 17.4 33.9 25.7
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, November 8, 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 : 586,944: 68,360 61,041 89,581 398,277 403,702 556,218 554,324: 30,726 32,620
Old : 586,944: 68,360 61,041 89,581 398,277 403,702 556,218 554,324: 30,726 32,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -9,645: 3,629 87 -1,906 -6,242 -6,807 -4,519 -8,626: -5,126 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.4 15.3 67.9 68.8 94.8 94.4: 5.2 5.6
Old : 100.0: 11.6 10.4 15.3 67.9 68.8 94.8 94.4: 5.2 5.6
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 : 113: 21 23 26 52 62 84 102:
Old : 113: 21 23 26 52 62 84 102:
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 : 41.5 36.2 54.0 50.2 33.2 27.4 37.2 36.1
Old : 41.5 36.2 54.0 50.2 33.2 27.4 37.2 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, November 8, 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 : 42,675: 7,171 4,569 20 29,042 33,156 36,233 37,745: 6,442 4,930
Old : 42,675: 7,171 4,569 20 29,042 33,156 36,233 37,745: 6,442 4,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -14,110: -783 2,102 -4,099 -7,273 -8,749 -12,154 -10,746: -1,956 -3,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 10.7 0.0 68.1 77.7 84.9 88.4: 15.1 11.6
Old : 100.0: 16.8 10.7 0.0 68.1 77.7 84.9 88.4: 15.1 11.6
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 : 86: 17 10 1 36 30 54 40:
Old : 86: 17 10 1 36 30 54 40:
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 : 23.7 45.9 38.6 59.2 23.7 45.9 38.6 59.2
Old : 23.7 45.9 38.6 59.2 23.7 45.9 38.6 59.2
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, November 8, 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 : 85,350: 14,342 9,138 40 58,084 66,312 72,466 75,490: 12,884 9,860
Old : 85,350: 14,342 9,138 40 58,084 66,312 72,466 75,490: 12,884 9,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,441: -2,183 -474 -667 4,541 2,058 1,691 917: -250 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 10.7 0.0 68.1 77.7 84.9 88.4: 15.1 11.6
Old : 100.0: 16.8 10.7 0.0 68.1 77.7 84.9 88.4: 15.1 11.6
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 : 86: 17 10 1 36 30 54 40:
Old : 86: 17 10 1 36 30 54 40:
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 : 23.7 45.9 38.6 59.2 23.7 45.9 38.6 59.2
Old : 23.7 45.9 38.6 59.2 23.7 45.9 38.6 59.2
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, November 8, 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 : 13,772: 6,032 13,254 514 6,740 0 13,286 13,768: 486 4
Old : 13,772: 6,032 13,254 514 6,740 0 13,286 13,768: 486 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 136: -101 143 0 84 0 -17 143: 153 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 96.2 3.7 48.9 0.0 96.5 100.0: 3.5 0.0
Old : 100.0: 43.8 96.2 3.7 48.9 0.0 96.5 100.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 12 2 3 0 16 12:
Old : 26: 11 12 2 3 0 16 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 : 73.3 81.7 90.0 95.8 73.3 77.9 88.4 92.1
Old : 73.3 81.7 90.0 95.8 73.3 77.9 88.4 92.1
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, November 8, 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 : 10,707: 1,139 1,363 0 9,341 9,234 10,480 10,597: 227 110
Old : 10,707: 1,139 1,363 0 9,341 9,234 10,480 10,597: 227 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 561: 115 591 -1 453 -29 567 561: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.7 0.0 87.2 86.2 97.9 99.0: 2.1 1.0
Old : 100.0: 10.6 12.7 0.0 87.2 86.2 97.9 99.0: 2.1 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 : 27: 7 5 0 5 11 12 16:
Old : 27: 7 5 0 5 11 12 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 : 87.2 78.1 96.6 91.5 87.2 78.1 96.6 91.5
Old : 87.2 78.1 96.6 91.5 87.2 78.1 96.6 91.5
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, November 8, 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 : 15,638: 1,301 2,042 0 14,055 13,413 15,356 15,455: 282 183
Old : 15,638: 1,301 2,042 0 14,055 13,413 15,356 15,455: 282 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 786: 805 390 0 -53 348 752 738: 34 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 13.1 0.0 89.9 85.8 98.2 98.8: 1.8 1.2
Old : 100.0: 8.3 13.1 0.0 89.9 85.8 98.2 98.8: 1.8 1.2
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 : 28: 8 3 0 5 12 13 15:
Old : 28: 8 3 0 5 12 13 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 : 90.9 69.6 96.6 90.3 90.9 69.6 96.6 90.3
Old : 90.9 69.6 96.6 90.3 90.9 69.6 96.6 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011