WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 13, 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 : 375,516: 78,580 130,671 49,642 216,236 140,954 344,458 321,267: 31,058 54,249
Old : 243,271: 69,828 97,674 15,763 135,376 95,622 220,967 209,059: 22,304 34,212
Other: 132,245: 26,592 50,837 16,039 80,860 45,332 123,491 112,208: 8,754 20,037
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,309: -1,465 2,948 296 1,165 -3,120 -4 124: 1,313 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 34.8 13.2 57.6 37.5 91.7 85.6: 8.3 14.4
Old : 100.0: 28.7 40.2 6.5 55.6 39.3 90.8 85.9: 9.2 14.1
Other: 100.0: 20.1 38.4 12.1 61.1 34.3 93.4 84.8: 6.6 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 107 150 116 73 105 255 312:
Old : 373: 113 139 65 57 86 211 253:
Other: 238: 48 82 42 50 87 128 188:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 11.4 40.5 18.3 25.3 10.2 39.1 15.7
Old : 28.7 15.2 41.3 23.5 28.7 14.0 41.3 22.3
Other: 31.5 13.8 49.1 22.6 28.0 9.1 45.6 16.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 13, 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 : 1,166,155: 299,966 158,008 139,915 596,515 640,160 1,036,396 938,083: 129,759 228,072
Old : 924,575: 286,654 156,443 70,911 455,377 510,883 812,942 738,237: 111,633 186,338
Other: 241,580: 71,108 59,361 11,208 141,138 129,277 223,454 199,846: 18,126 41,734
: : :
: : Changes in Commitments from: December 6, 2011 :
: 19,249: 5,819 9,919 6,281 9,556 -4,140 21,656 12,060: -2,407 7,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 13.5 12.0 51.2 54.9 88.9 80.4: 11.1 19.6
Old : 100.0: 31.0 16.9 7.7 49.3 55.3 87.9 79.8: 12.1 20.2
Other: 100.0: 29.4 24.6 4.6 58.4 53.5 92.5 82.7: 7.5 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 166 161 164 191 303 444 565:
Old : 682: 168 156 125 183 289 416 518:
Other: 445: 71 91 28 79 231 164 341:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 10.7 26.2 16.6 14.3 8.9 22.3 14.1
Old : 17.0 10.9 26.8 16.8 16.4 10.9 25.8 16.7
Other: 30.3 23.8 44.2 32.9 22.5 14.2 33.3 21.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 13, 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 : 12,801: 2,831 2,193 48 8,018 8,745 10,897 10,986: 1,904 1,815
Old : 12,529: 2,809 2,198 32 7,901 8,529 10,742 10,759: 1,787 1,770
Other: 272: 27 0 11 117 216 155 227: 117 45
: : :
: : Changes in Commitments from: December 6, 2011 :
: -145: -164 -301 31 -120 44 -253 -226: 108 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 17.1 0.4 62.6 68.3 85.1 85.8: 14.9 14.2
Old : 100.0: 22.4 17.5 0.3 63.1 68.1 85.7 85.9: 14.3 14.1
Other: 100.0: 9.9 0.0 4.0 43.0 79.4 57.0 83.5: 43.0 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 10 3 15 7 27 18:
Old : 36: 10 10 1 14 5 25 15:
Other: 11: 3 0 1 5 5 8 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 : 41.2 73.8 60.2 81.5 40.7 72.3 59.6 79.9
Old : 41.8 75.0 60.9 82.8 41.8 73.9 60.9 81.7
Other: 49.3 77.9 57.0 83.5 38.6 68.8 42.3 68.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 13, 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 : 558,278: 115,633 95,724 92,684 304,760 290,075 513,077 478,483: 45,201 79,795
Old : 486,163: 104,683 104,892 71,454 270,354 243,458 446,491 419,804: 39,672 66,359
Other: 72,115: 29,374 9,256 2,806 34,406 46,617 66,586 58,679: 5,529 13,436
: : :
: : Changes in Commitments from: December 6, 2011 :
: 16,908: 5,705 -5,618 16,057 -1,206 11,948 20,556 22,387: -3,648 -5,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.1 16.6 54.6 52.0 91.9 85.7: 8.1 14.3
Old : 100.0: 21.5 21.6 14.7 55.6 50.1 91.8 86.4: 8.2 13.6
Other: 100.0: 40.7 12.8 3.9 47.7 64.6 92.3 81.4: 7.7 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 474: 136 128 184 104 138 352 390:
Old : 468: 139 132 166 103 128 338 371:
Other: 234: 58 53 30 41 95 118 165:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 17.5 24.2 25.5 12.6 13.1 19.9 19.2
Old : 15.8 18.6 27.0 25.8 15.5 15.2 24.1 21.8
Other: 41.8 30.8 57.1 49.1 33.7 28.8 46.3 42.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 11,218: 7,109 1,501 448 389 2,137 7,946 4,086: 3,272 7,132
Old : 7,883: 4,627 1,401 421 389 1,464 5,437 3,286: 2,446 4,597
Other: 3,335: 2,507 125 2 0 673 2,509 800: 826 2,535
: : :
: : Changes in Commitments from: December 6, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 13.4 4.0 3.5 19.0 70.8 36.4: 29.2 63.6
Old : 100.0: 58.7 17.8 5.3 4.9 18.6 69.0 41.7: 31.0 58.3
Other: 100.0: 75.2 3.7 0.1 0.0 20.2 75.2 24.0: 24.8 76.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 6 6 1 4 11 16:
Old : 20: 10 6 6 1 4 11 16:
Other: 12: 6 2 1 0 4 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 47.9 21.2 65.8 29.7 46.3 21.2 61.2 29.7
Old : 41.9 22.4 62.2 33.1 39.7 22.4 56.8 33.1
Other: 74.2 22.6 75.2 24.0 74.1 22.6 75.2 23.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 13, 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 : 314,868: 65,215 79,830 36,170 188,002 163,561 289,387 279,561: 25,481 35,307
Old : 291,574: 64,765 81,864 29,974 175,160 146,247 269,899 258,085: 21,675 33,489
Other: 23,294: 4,443 1,959 2,203 12,842 17,314 19,488 21,476: 3,806 1,818
: : :
: : Changes in Commitments from: December 6, 2011 :
: -698: 2,779 69 1,375 -5,110 -3,269 -956 -1,825: 258 1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 25.4 11.5 59.7 51.9 91.9 88.8: 8.1 11.2
Old : 100.0: 22.2 28.1 10.3 60.1 50.2 92.6 88.5: 7.4 11.5
Other: 100.0: 19.1 8.4 9.5 55.1 74.3 83.7 92.2: 16.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 63 78 75 66 67 178 190:
Old : 250: 65 83 69 65 66 171 187:
Other: 75: 17 14 11 32 22 55 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 : 14.3 21.5 25.2 31.9 12.6 16.5 21.1 24.5
Old : 15.3 20.2 25.9 30.5 13.9 16.2 23.0 24.1
Other: 31.0 46.7 47.2 66.9 23.3 41.1 37.3 54.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 13, 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 : 601,710: 59,268 86,238 3,273 402,990 384,793 465,531 474,304: 136,179 127,406
Old : 601,710: 59,268 86,238 3,273 402,990 384,793 465,531 474,304: 136,179 127,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 9,849: -1,560 -4,701 -97 9,205 15,552 7,548 10,754: 2,301 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.3 0.5 67.0 63.9 77.4 78.8: 22.6 21.2
Old : 100.0: 9.8 14.3 0.5 67.0 63.9 77.4 78.8: 22.6 21.2
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 : 140: 25 23 10 71 65 101 93:
Old : 140: 25 23 10 71 65 101 93:
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 23.1 36.6 37.2 25.0 22.5 31.0 32.8
Old : 26.2 23.1 36.6 37.2 25.0 22.5 31.0 32.8
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, December 13, 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 : 381,228: 54,858 32,966 1,120 262,726 303,939 318,704 338,025: 62,524 43,203
Old : 381,228: 54,858 32,966 1,120 262,726 303,939 318,704 338,025: 62,524 43,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -24,193: 3,158 -3,673 -5,694 -21,319 -17,943 -23,855 -27,310: -338 3,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 8.6 0.3 68.9 79.7 83.6 88.7: 16.4 11.3
Old : 100.0: 14.4 8.6 0.3 68.9 79.7 83.6 88.7: 16.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 6 6 3 42 40 50 47:
Old : 69: 6 6 3 42 40 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 : 25.6 49.8 43.2 62.3 21.6 48.6 37.3 59.5
Old : 25.6 49.8 43.2 62.3 21.6 48.6 37.3 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, December 13, 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 : 10,138: 1,217 1,192 964 7,305 7,414 9,486 9,570: 652 568
Old : 10,138: 1,217 1,192 964 7,305 7,414 9,486 9,570: 652 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 66: 50 -148 178 -170 29 58 59: 8 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.8 9.5 72.1 73.1 93.6 94.4: 6.4 5.6
Old : 100.0: 12.0 11.8 9.5 72.1 73.1 93.6 94.4: 6.4 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 : 35: 9 3 5 19 20 30 26:
Old : 35: 9 3 5 19 20 30 26:
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 : 46.9 48.0 64.9 72.4 27.3 24.0 35.9 36.9
Old : 46.9 48.0 64.9 72.4 27.3 24.0 35.9 36.9
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, December 13, 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 : 213,142: 31,039 62,357 28,615 121,429 89,348 181,083 180,320: 32,059 32,822
Old : 186,399: 29,136 62,190 19,730 108,925 74,532 157,791 156,452: 28,608 29,947
Other: 26,743: 4,563 2,827 6,225 12,504 14,816 23,292 23,868: 3,451 2,875
: : :
: : Changes in Commitments from: December 6, 2011 :
: 6,096: 1,019 1,318 2,104 3,048 2,713 6,171 6,135: -75 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 29.3 13.4 57.0 41.9 85.0 84.6: 15.0 15.4
Old : 100.0: 15.6 33.4 10.6 58.4 40.0 84.7 83.9: 15.3 16.1
Other: 100.0: 17.1 10.6 23.3 46.8 55.4 87.1 89.2: 12.9 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 33 64 52 66 62 139 154:
Old : 197: 36 69 46 66 61 137 148:
Other: 76: 19 14 13 33 18 57 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 21.0 31.5 30.2 15.4 14.2 21.6 21.7
Old : 22.7 20.4 32.7 29.9 17.3 14.2 23.8 22.6
Other: 38.5 41.3 53.9 55.2 34.2 32.7 44.3 42.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 13, 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 : 17,785: 3,843 5,147 2,165 8,526 7,811 14,534 15,123: 3,251 2,662
Old : 17,598: 3,837 5,149 2,151 8,447 7,647 14,435 14,947: 3,163 2,651
Other: 187: 17 9 3 79 164 99 176: 88 11
: : :
: : Changes in Commitments from: December 6, 2011 :
: -329: 64 154 -200 -36 -626 -172 -672: -157 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 28.9 12.2 47.9 43.9 81.7 85.0: 18.3 15.0
Old : 100.0: 21.8 29.3 12.2 48.0 43.5 82.0 84.9: 18.0 15.1
Other: 100.0: 9.1 4.8 1.6 42.2 87.7 52.9 94.1: 47.1 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 27 23 16 22 17 59 53:
Old : 86: 26 24 16 21 17 58 53:
Other: 12: 3 1 2 2 5 7 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 29.8 39.7 42.7 27.0 25.7 39.1 37.7
Old : 27.3 29.5 40.2 42.5 27.3 25.8 39.5 37.8
Other: 50.8 84.0 52.9 94.1 50.8 84.0 51.3 92.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 13, 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 : 720,971: 213,555 119,062 14,564 389,836 487,095 617,955 620,721: 103,016 100,250
Old : 720,971: 213,555 119,062 14,564 389,836 487,095 617,955 620,721: 103,016 100,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 51,605: 51,533 5,191 9,695 -12,256 38,206 48,972 53,092: 2,633 -1,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 16.5 2.0 54.1 67.6 85.7 86.1: 14.3 13.9
Old : 100.0: 29.6 16.5 2.0 54.1 67.6 85.7 86.1: 14.3 13.9
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 : 206: 36 43 16 81 102 129 149:
Old : 206: 36 43 16 81 102 129 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 20.9 40.0 29.0 27.0 17.4 38.4 25.3
Old : 28.1 20.9 40.0 29.0 27.0 17.4 38.4 25.3
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, December 13, 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 : 1,452,990: 205,417 193,625 14,767 942,787 963,753 1,162,971 1,172,145: 290,019 280,845
Old : 1,452,990: 205,417 193,625 14,767 942,787 963,753 1,162,971 1,172,145: 290,019 280,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 46,090: 6,894 4,881 -7,606 29,742 48,849 29,030 46,124: 17,060 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 13.3 1.0 64.9 66.3 80.0 80.7: 20.0 19.3
Old : 100.0: 14.1 13.3 1.0 64.9 66.3 80.0 80.7: 20.0 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 : 228: 39 46 24 97 117 149 174:
Old : 228: 39 46 24 97 117 149 174:
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 22.5 34.2 31.0 23.1 16.6 31.4 24.3
Old : 24.2 22.5 34.2 31.0 23.1 16.6 31.4 24.3
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, December 13, 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 : 1,314,506: 372,768 137,468 11,976 701,797 959,045 1,086,541 1,108,489: 227,965 206,017
Old : 1,314,506: 372,768 137,468 11,976 701,797 959,045 1,086,541 1,108,489: 227,965 206,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 70,145: 23,345 20,797 1,587 24,828 58,363 49,760 80,747: 20,385 -10,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 10.5 0.9 53.4 73.0 82.7 84.3: 17.3 15.7
Old : 100.0: 28.4 10.5 0.9 53.4 73.0 82.7 84.3: 17.3 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 26 26 11 68 98 100 129:
Old : 171: 26 26 11 68 98 100 129:
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 : 33.4 21.8 45.3 33.0 30.7 19.8 41.1 27.8
Old : 33.4 21.8 45.3 33.0 30.7 19.8 41.1 27.8
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, December 13, 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 : 573,418: 84,891 63,405 75,947 384,120 396,483 544,958 535,835: 28,460 37,583
Old : 573,418: 84,891 63,405 75,947 384,120 396,483 544,958 535,835: 28,460 37,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 13,465: 4,283 3,203 3,538 4,577 10,780 12,398 17,521: 1,067 -4,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.1 13.2 67.0 69.1 95.0 93.4: 5.0 6.6
Old : 100.0: 14.8 11.1 13.2 67.0 69.1 95.0 93.4: 5.0 6.6
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 : 104: 24 17 23 49 54 79 91:
Old : 104: 24 17 23 49 54 79 91:
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 : 41.9 35.9 53.0 52.9 32.9 27.3 39.2 38.8
Old : 41.9 35.9 53.0 52.9 32.9 27.3 39.2 38.8
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, December 13, 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 : 106,167: 12,678 3,423 10,426 74,083 83,826 97,187 97,674: 8,981 8,493
Old : 106,167: 12,678 3,423 10,426 74,083 83,826 97,187 97,674: 8,981 8,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 39,424: 1,471 638 6,437 30,307 31,618 38,215 38,692: 1,210 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 3.2 9.8 69.8 79.0 91.5 92.0: 8.5 8.0
Old : 100.0: 11.9 3.2 9.8 69.8 79.0 91.5 92.0: 8.5 8.0
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 : 100: 21 16 18 46 40 81 65:
Old : 100: 21 16 18 46 40 81 65:
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 : 35.4 46.5 47.6 63.8 15.3 28.0 24.2 35.7
Old : 35.4 46.5 47.6 63.8 15.3 28.0 24.2 35.7
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, December 13, 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 : 26,816: 3,228 761 3,959 17,898 19,151 25,085 23,871: 1,731 2,945
Old : 26,816: 3,228 761 3,959 17,898 19,151 25,085 23,871: 1,731 2,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 8,096: 220 -495 3,521 4,256 4,783 7,997 7,809: 99 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.8 14.8 66.7 71.4 93.5 89.0: 6.5 11.0
Old : 100.0: 12.0 2.8 14.8 66.7 71.4 93.5 89.0: 6.5 11.0
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 : 25: 7 2 7 13 13 21 21:
Old : 25: 7 2 7 13 13 21 21:
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 : 53.4 59.5 75.6 75.4 44.5 51.6 57.5 59.2
Old : 53.4 59.5 75.6 75.4 44.5 51.6 57.5 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, December 13, 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 : 158,702: 25,551 11,974 6,282 112,370 129,350 144,203 147,606: 14,499 11,096
Old : 158,702: 25,551 11,974 6,282 112,370 129,350 144,203 147,606: 14,499 11,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 62,656: 2,124 1,887 6,210 52,101 53,669 60,435 61,766: 2,221 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 7.5 4.0 70.8 81.5 90.9 93.0: 9.1 7.0
Old : 100.0: 16.1 7.5 4.0 70.8 81.5 90.9 93.0: 9.1 7.0
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 : 97: 22 18 18 41 35 75 60:
Old : 97: 22 18 18 41 35 75 60:
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 : 40.9 49.8 53.0 64.1 18.4 32.1 29.4 42.3
Old : 40.9 49.8 53.0 64.1 18.4 32.1 29.4 42.3
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, December 13, 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 : 16,944: 7,459 15,589 1,345 8,004 0 16,808 16,934: 136 10
Old : 16,944: 7,459 15,589 1,345 8,004 0 16,808 16,934: 136 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 62: 53 -219 280 -219 0 114 61: -52 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 92.0 7.9 47.2 0.0 99.2 99.9: 0.8 0.1
Old : 100.0: 44.0 92.0 7.9 47.2 0.0 99.2 99.9: 0.8 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 : 27: 11 13 5 3 0 18 14:
Old : 27: 11 13 5 3 0 18 14:
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 : 70.6 79.5 92.1 94.4 70.1 73.7 87.5 87.0
Old : 70.6 79.5 92.1 94.4 70.1 73.7 87.5 87.0
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, December 13, 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 : 11,784: 1,208 2,302 336 9,160 8,268 10,704 10,906: 1,080 878
Old : 11,784: 1,208 2,302 336 9,160 8,268 10,704 10,906: 1,080 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 757: 42 1,075 -420 324 -668 -54 -13: 811 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 19.5 2.9 77.7 70.2 90.8 92.5: 9.2 7.5
Old : 100.0: 10.3 19.5 2.9 77.7 70.2 90.8 92.5: 9.2 7.5
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 : 28: 6 6 1 6 11 13 17:
Old : 28: 6 6 1 6 11 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 68.4 87.9 85.1 77.1 68.4 86.1 82.2
Old : 77.1 68.4 87.9 85.1 77.1 68.4 86.1 82.2
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, December 13, 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 : 14,300: 842 909 969 12,105 12,213 13,916 14,091: 384 209
Old : 14,300: 842 909 969 12,105 12,213 13,916 14,091: 384 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 531: -4 -417 969 -410 -33 555 519: -24 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.4 6.8 84.7 85.4 97.3 98.5: 2.7 1.5
Old : 100.0: 5.9 6.4 6.8 84.7 85.4 97.3 98.5: 2.7 1.5
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 : 30: 6 6 2 7 12 14 19:
Old : 30: 6 6 2 7 12 14 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 : 87.3 67.1 94.8 85.6 84.9 65.7 87.9 79.1
Old : 87.3 67.1 94.8 85.6 84.9 65.7 87.9 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011