WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 22, 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 : 403,472: 77,803 134,123 52,914 238,964 156,629 369,681 343,666: 33,791 59,806
Old : 285,484: 67,613 107,459 22,614 168,478 112,860 258,705 242,933: 26,779 42,551
Other: 117,988: 26,486 42,960 14,004 70,486 43,769 110,976 100,733: 7,012 17,255
: : :
: : Changes in Commitments from: November 15, 2011 :
: -10,621: 643 7,709 -2,198 -4,175 -10,959 -5,730 -5,448: -4,891 -5,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 33.2 13.1 59.2 38.8 91.6 85.2: 8.4 14.8
Old : 100.0: 23.7 37.6 7.9 59.0 39.5 90.6 85.1: 9.4 14.9
Other: 100.0: 22.4 36.4 11.9 59.7 37.1 94.1 85.4: 5.9 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 103 158 135 89 114 274 337:
Old : 382: 104 145 93 80 96 237 291:
Other: 242: 46 85 44 46 91 126 195:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 11.6 38.1 18.0 22.9 10.0 36.2 15.4
Old : 25.7 14.3 38.5 22.0 24.9 13.3 37.0 20.9
Other: 34.1 13.7 51.1 22.9 31.6 9.5 47.7 17.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 22, 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 : 1,298,708: 361,609 133,829 146,254 655,433 788,695 1,163,296 1,068,778: 135,412 229,930
Old : 1,077,639: 345,390 125,891 93,246 520,332 664,766 958,968 883,903: 118,671 193,736
Other: 221,069: 57,193 48,912 12,034 135,101 123,929 204,328 184,875: 16,741 36,194
: : :
: : Changes in Commitments from: November 15, 2011 :
: -19,871: -23,594 10,822 -3,122 10,075 -47,137 -16,641 -39,437: -3,230 19,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 10.3 11.3 50.5 60.7 89.6 82.3: 10.4 17.7
Old : 100.0: 32.1 11.7 8.7 48.3 61.7 89.0 82.0: 11.0 18.0
Other: 100.0: 25.9 22.1 5.4 61.1 56.1 92.4 83.6: 7.6 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 742: 183 167 200 251 321 535 610:
Old : 732: 198 159 167 245 316 513 580:
Other: 457: 61 100 30 77 245 153 367:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 12.0 24.5 18.6 11.9 9.0 18.9 13.4
Old : 14.9 12.0 23.7 18.0 13.0 9.7 20.6 14.6
Other: 33.6 24.1 48.7 32.2 24.7 14.9 36.4 21.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 22, 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 : 16,778: 4,508 2,710 566 9,317 11,448 14,391 14,724: 2,387 2,054
Old : 16,576: 4,515 2,710 531 9,209 11,324 14,255 14,565: 2,321 2,011
Other: 202: 21 28 7 108 124 136 159: 66 43
: : :
: : Changes in Commitments from: November 15, 2011 :
: -1,089: 779 362 20 -1,538 -1,362 -739 -980: -350 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 16.2 3.4 55.5 68.2 85.8 87.8: 14.2 12.2
Old : 100.0: 27.2 16.3 3.2 55.6 68.3 86.0 87.9: 14.0 12.1
Other: 100.0: 10.4 13.9 3.5 53.5 61.4 67.3 78.7: 32.7 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 17 11 5 17 10 34 26:
Old : 45: 17 11 4 17 8 34 23:
Other: 12: 3 2 2 5 3 9 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 : 43.3 67.7 58.4 77.3 37.5 64.8 52.6 71.8
Old : 43.6 68.5 58.8 78.1 38.3 65.8 53.5 72.9
Other: 53.5 76.2 66.8 78.7 53.0 73.3 61.9 73.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 22, 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 : 522,610: 114,499 103,099 67,782 297,538 269,360 479,819 440,241: 42,791 82,369
Old : 459,520: 106,120 110,879 48,720 266,342 228,901 421,182 388,500: 38,338 71,020
Other: 63,090: 26,334 10,175 1,107 31,196 40,459 58,637 51,741: 4,453 11,349
: : :
: : Changes in Commitments from: November 15, 2011 :
: -6,807: -3,741 9,419 -3,605 8,910 -9,030 1,564 -3,216: -8,371 -3,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 19.7 13.0 56.9 51.5 91.8 84.2: 8.2 15.8
Old : 100.0: 23.1 24.1 10.6 58.0 49.8 91.7 84.5: 8.3 15.5
Other: 100.0: 41.7 16.1 1.8 49.4 64.1 92.9 82.0: 7.1 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 469: 120 147 136 107 141 316 364:
Old : 464: 121 155 120 106 130 302 347:
Other: 228: 54 47 16 35 100 99 158:
:----------------------------------------------------------------------------------------------------
: 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 19.5 26.4 26.6 14.0 14.7 22.8 20.6
Old : 17.1 20.6 28.9 27.7 16.4 17.2 26.5 23.8
Other: 43.3 29.0 58.6 48.4 31.9 26.7 44.8 40.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 22, 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 : 309,116: 56,486 75,174 36,791 188,197 163,030 281,474 274,995: 27,642 34,121
Old : 290,426: 56,018 76,757 32,114 176,900 148,644 265,032 257,515: 25,394 32,911
Other: 18,690: 3,256 1,205 1,889 11,297 14,386 16,442 17,480: 2,248 1,210
: : :
: : Changes in Commitments from: November 15, 2011 :
: 15,125: -5,769 5,922 4,061 19,121 2,383 17,413 12,366: -2,288 2,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 24.3 11.9 60.9 52.7 91.1 89.0: 8.9 11.0
Old : 100.0: 19.3 26.4 11.1 60.9 51.2 91.3 88.7: 8.7 11.3
Other: 100.0: 17.4 6.4 10.1 60.4 77.0 88.0 93.5: 12.0 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 63 85 87 70 65 189 205:
Old : 256: 64 92 85 68 64 184 204:
Other: 65: 16 12 8 27 19 47 36:
:----------------------------------------------------------------------------------------------------
: 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 23.5 27.3 35.1 14.8 19.8 23.8 29.0
Old : 16.9 22.6 27.2 33.9 15.9 19.0 25.1 28.7
Other: 33.9 53.2 51.0 69.5 23.1 41.4 38.3 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 22, 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 : 650,958: 62,405 100,062 10,254 422,168 409,283 494,827 519,599: 156,131 131,359
Old : 650,958: 62,405 100,062 10,254 422,168 409,283 494,827 519,599: 156,131 131,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 16,542: -2,453 1,115 5,356 73 1,687 2,976 8,158: 13,566 8,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 15.4 1.6 64.9 62.9 76.0 79.8: 24.0 20.2
Old : 100.0: 9.6 15.4 1.6 64.9 62.9 76.0 79.8: 24.0 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 26 28 17 71 75 108 109:
Old : 152: 26 28 17 71 75 108 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 24.0 35.4 36.2 22.4 23.5 30.6 33.5
Old : 24.2 24.0 35.4 36.2 22.4 23.5 30.6 33.5
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 22, 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 : 406,747: 58,186 33,273 3,219 279,027 326,219 340,432 362,711: 66,315 44,036
Old : 406,747: 58,186 33,273 3,219 279,027 326,219 340,432 362,711: 66,315 44,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 14,898: 2,045 2,916 2,266 13,199 6,420 17,510 11,602: -2,612 3,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 8.2 0.8 68.6 80.2 83.7 89.2: 16.3 10.8
Old : 100.0: 14.3 8.2 0.8 68.6 80.2 83.7 89.2: 16.3 10.8
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 : 73: 9 5 3 43 40 54 46:
Old : 73: 9 5 3 43 40 54 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 : 24.6 47.5 40.5 61.2 20.9 45.8 35.6 58.9
Old : 24.6 47.5 40.5 61.2 20.9 45.8 35.6 58.9
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 22, 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 : 10,308: 1,057 1,155 972 7,514 7,474 9,543 9,601: 765 707
Old : 10,308: 1,057 1,155 972 7,514 7,474 9,543 9,601: 765 707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -840: -123 315 -369 -25 -480 -517 -534: -323 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.2 9.4 72.9 72.5 92.6 93.1: 7.4 6.9
Old : 100.0: 10.3 11.2 9.4 72.9 72.5 92.6 93.1: 7.4 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 : 34: 7 3 5 19 23 29 28:
Old : 34: 7 3 5 19 23 29 28:
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 : 45.7 46.0 65.6 69.7 27.0 27.3 36.1 37.7
Old : 45.7 46.0 65.6 69.7 27.0 27.3 36.1 37.7
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, November 22, 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 : 209,707: 33,877 60,978 25,112 117,258 89,343 176,247 175,433: 33,460 34,274
Old : 188,573: 33,820 61,264 17,440 106,871 78,070 158,131 156,774: 30,442 31,799
Other: 21,134: 2,827 2,484 4,902 10,387 11,273 18,116 18,659: 3,018 2,475
: : :
: : Changes in Commitments from: November 15, 2011 :
: 2,697: -5,531 1,198 616 8,806 1,250 3,891 3,064: -1,194 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 29.1 12.0 55.9 42.6 84.0 83.7: 16.0 16.3
Old : 100.0: 17.9 32.5 9.2 56.7 41.4 83.9 83.1: 16.1 16.9
Other: 100.0: 13.4 11.8 23.2 49.1 53.3 85.7 88.3: 14.3 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 42 66 45 76 62 145 154:
Old : 201: 44 71 39 75 60 144 146:
Other: 70: 13 14 11 31 22 49 43:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 19.9 29.6 29.4 15.9 15.6 23.0 22.6
Old : 20.6 19.8 30.5 29.0 17.3 15.7 23.7 23.1
Other: 43.6 39.4 60.6 54.9 38.8 31.0 46.9 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 22, 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 : 17,805: 3,621 4,299 1,915 8,663 9,302 14,199 15,516: 3,606 2,289
Old : 17,625: 3,617 4,299 1,910 8,588 9,138 14,115 15,347: 3,510 2,278
Other: 180: 7 3 2 75 164 84 169: 96 11
: : :
: : Changes in Commitments from: November 15, 2011 :
: 299: 92 426 195 116 -893 403 -272: -104 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 24.1 10.8 48.7 52.2 79.7 87.1: 20.3 12.9
Old : 100.0: 20.5 24.4 10.8 48.7 51.8 80.1 87.1: 19.9 12.9
Other: 100.0: 3.9 1.7 1.1 41.7 91.1 46.7 93.9: 53.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 24 24 18 24 17 57 54:
Old : 84: 24 24 18 23 17 56 54:
Other: 11: 1 1 1 1 7 3 9:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 37.4 38.7 48.3 26.6 31.9 37.4 42.9
Old : 26.9 37.1 39.1 48.1 26.9 32.0 37.8 43.0
Other: 46.7 86.1 46.7 92.8 45.6 86.1 45.6 92.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 22, 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 : 755,378: 191,248 164,618 17,150 440,474 461,052 648,872 642,820: 106,506 112,558
Old : 755,378: 191,248 164,618 17,150 440,474 461,052 648,872 642,820: 106,506 112,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -3,575: -35,081 25,926 -4,276 31,047 -32,214 -8,310 -10,564: 4,735 6,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 21.8 2.3 58.3 61.0 85.9 85.1: 14.1 14.9
Old : 100.0: 25.3 21.8 2.3 58.3 61.0 85.9 85.1: 14.1 14.9
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 : 217: 38 44 16 81 108 130 158:
Old : 217: 38 44 16 81 108 130 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 17.3 40.3 26.6 27.3 16.1 36.5 24.2
Old : 28.7 17.3 40.3 26.6 27.3 16.1 36.5 24.2
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, November 22, 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 : 1,522,038: 214,024 229,315 31,317 978,571 955,657 1,223,912 1,216,289: 298,126 305,749
Old : 1,522,038: 214,024 229,315 31,317 978,571 955,657 1,223,912 1,216,289: 298,126 305,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 41,670: 23,830 -60,421 6,150 -6,353 66,368 23,627 12,097: 18,043 29,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.1 2.1 64.3 62.8 80.4 79.9: 19.6 20.1
Old : 100.0: 14.1 15.1 2.1 64.3 62.8 80.4 79.9: 19.6 20.1
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 : 246: 37 52 33 109 122 172 182:
Old : 246: 37 52 33 109 122 172 182:
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 : 22.5 16.8 32.4 23.6 20.5 12.2 29.0 18.8
Old : 22.5 16.8 32.4 23.6 20.5 12.2 29.0 18.8
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 22, 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 : 1,284,747: 413,749 141,438 23,200 635,284 894,053 1,072,233 1,058,691: 212,514 226,056
Old : 1,284,747: 413,749 141,438 23,200 635,284 894,053 1,072,233 1,058,691: 212,514 226,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 20,581: -22,771 1,501 3,468 28,784 15,285 9,481 20,254: 11,100 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 11.0 1.8 49.4 69.6 83.5 82.4: 16.5 17.6
Old : 100.0: 32.2 11.0 1.8 49.4 69.6 83.5 82.4: 16.5 17.6
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 : 188: 31 30 26 72 107 119 148:
Old : 188: 31 30 26 72 107 119 148:
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 : 31.4 18.3 42.1 28.2 28.6 17.2 37.3 25.6
Old : 31.4 18.3 42.1 28.2 28.6 17.2 37.3 25.6
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 22, 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 : 597,515: 79,832 63,015 84,480 398,142 406,828 562,454 554,323: 35,061 43,192
Old : 597,515: 79,832 63,015 84,480 398,142 406,828 562,454 554,323: 35,061 43,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -1,420: 7,763 1,237 -3,052 3,036 3,167 7,747 1,352: -9,167 -2,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.5 14.1 66.6 68.1 94.1 92.8: 5.9 7.2
Old : 100.0: 13.4 10.5 14.1 66.6 68.1 94.1 92.8: 5.9 7.2
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 : 109: 23 21 24 48 59 79 97:
Old : 109: 23 21 24 48 59 79 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 : 43.0 36.3 55.9 50.4 35.3 27.2 39.7 37.5
Old : 43.0 36.3 55.9 50.4 35.3 27.2 39.7 37.5
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 22, 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 : 61,638: 8,099 4,185 4,492 41,274 46,322 53,864 54,998: 7,774 6,640
Old : 61,638: 8,099 4,185 4,492 41,274 46,322 53,864 54,998: 7,774 6,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 16,120: -1,759 -83 4,336 13,107 10,709 15,684 14,962: 436 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 6.8 7.3 67.0 75.2 87.4 89.2: 12.6 10.8
Old : 100.0: 13.1 6.8 7.3 67.0 75.2 87.4 89.2: 12.6 10.8
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 : 95: 22 14 7 40 33 68 49:
Old : 95: 22 14 7 40 33 68 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 45.1 38.3 60.0 21.3 37.6 32.8 49.7
Old : 26.2 45.1 38.3 60.0 21.3 37.6 32.8 49.7
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, November 22, 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 : 17,651: 3,021 1,217 422 12,642 13,392 16,085 15,031: 1,566 2,620
Old : 17,651: 3,021 1,217 422 12,642 13,392 16,085 15,031: 1,566 2,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.9 2.4 71.6 75.9 91.1 85.2: 8.9 14.8
Old : 100.0: 17.1 6.9 2.4 71.6 75.9 91.1 85.2: 8.9 14.8
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 : 20: 4 2 3 8 8 12 13:
Old : 20: 4 2 3 8 8 12 13:
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 : 61.0 67.1 82.7 82.2 59.1 67.1 79.0 81.3
Old : 61.0 67.1 82.7 82.2 59.1 67.1 79.0 81.3
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 - Futures Only, November 22, 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 : 87,973: 17,246 13,027 1,048 57,264 65,859 75,558 79,934: 12,415 8,039
Old : 87,973: 17,246 13,027 1,048 57,264 65,859 75,558 79,934: 12,415 8,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -3,063: -2,469 4,492 737 929 -5,367 -803 -138: -2,260 -2,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 14.8 1.2 65.1 74.9 85.9 90.9: 14.1 9.1
Old : 100.0: 19.6 14.8 1.2 65.1 74.9 85.9 90.9: 14.1 9.1
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 : 93: 23 13 4 37 29 63 43:
Old : 93: 23 13 4 37 29 63 43:
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 47.6 37.8 60.3 23.5 47.6 37.8 59.3
Old : 23.5 47.6 37.8 60.3 23.5 47.6 37.8 59.3
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 - Futures Only, November 22, 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 : 16,040: 6,531 15,516 516 8,797 0 15,844 16,032: 196 8
Old : 16,040: 6,531 15,516 516 8,797 0 15,844 16,032: 196 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 1,017: 133 1,157 2 1,030 0 1,165 1,159: -148 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 96.7 3.2 54.8 0.0 98.8 100.0: 1.2 0.0
Old : 100.0: 40.7 96.7 3.2 54.8 0.0 98.8 100.0: 1.2 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 : 74.1 83.1 93.0 95.9 74.1 79.9 91.6 92.7
Old : 74.1 83.1 93.0 95.9 74.1 79.9 91.6 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 22, 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 : 10,782: 2,148 709 0 8,367 9,935 10,515 10,644: 267 138
Old : 10,782: 2,148 709 0 8,367 9,935 10,515 10,644: 267 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 753: 942 159 0 -224 574 718 733: 35 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 6.6 0.0 77.6 92.1 97.5 98.7: 2.5 1.3
Old : 100.0: 19.9 6.6 0.0 77.6 92.1 97.5 98.7: 2.5 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 : 27: 8 4 0 5 11 13 15:
Old : 27: 8 4 0 5 11 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 : 81.5 77.7 95.4 93.4 81.5 77.7 95.4 93.3
Old : 81.5 77.7 95.4 93.4 81.5 77.7 95.4 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, November 22, 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 : 15,028: 721 1,542 0 13,994 13,341 14,715 14,883: 313 145
Old : 15,028: 721 1,542 0 13,994 13,341 14,715 14,883: 313 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -34: -183 233 0 167 -268 -16 -35: -18 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.3 0.0 93.1 88.8 97.9 99.0: 2.1 1.0
Old : 100.0: 4.8 10.3 0.0 93.1 88.8 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 : 29: 5 6 0 5 13 10 19:
Old : 29: 5 6 0 5 13 10 19:
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 : 94.6 68.6 97.4 87.1 94.6 68.6 97.4 87.1
Old : 94.6 68.6 97.4 87.1 94.6 68.6 97.4 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011