WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 490,790: 72,365 97,814 119,417 262,569 214,560 454,351 431,792: 36,438 58,998
Old : 400,079: 67,750 89,249 84,116 218,057 183,130 369,923 356,495: 30,156 43,584
Other: 90,711: 23,047 26,997 16,869 44,512 31,430 84,428 75,296: 6,282 15,414
: : :
: : Changes in Commitments from: September 6, 2011 :
: 7,869: -5,852 17,263 3,373 8,217 -13,009 5,738 7,627: 2,131 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 19.9 24.3 53.5 43.7 92.6 88.0: 7.4 12.0
Old : 100.0: 16.9 22.3 21.0 54.5 45.8 92.5 89.1: 7.5 10.9
Other: 100.0: 25.4 29.8 18.6 49.1 34.6 93.1 83.0: 6.9 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 118 147 166 99 120 318 351:
Old : 399: 128 140 139 90 115 288 329:
Other: 214: 43 67 49 42 91 120 179:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 12.3 35.4 18.5 20.4 11.1 32.8 15.7
Old : 23.8 14.7 37.2 20.8 22.7 13.5 35.1 19.3
Other: 31.0 17.3 46.6 28.3 25.7 11.0 36.9 17.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 1,905,262: 416,418 90,817 595,214 705,560 934,113 1,717,192 1,620,143: 188,070 285,119
Old : 1,747,168: 396,923 101,835 544,414 633,255 842,068 1,574,592 1,488,317: 172,576 258,851
Other: 158,094: 53,231 22,717 17,064 72,305 92,045 142,600 131,826: 15,494 26,268
: : :
: : Changes in Commitments from: September 6, 2011 :
: -56,472: -28,388 -281 -25,413 1,492 -24,493 -52,309 -50,188: -4,163 -6,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.8 31.2 37.0 49.0 90.1 85.0: 9.9 15.0
Old : 100.0: 22.7 5.8 31.2 36.2 48.2 90.1 85.2: 9.9 14.8
Other: 100.0: 33.7 14.4 10.8 45.7 58.2 90.2 83.4: 9.8 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 905: 274 187 291 262 401 657 765:
Old : 902: 271 189 276 260 401 646 756:
Other: 450: 71 72 50 65 280 156 384:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 10.5 19.8 15.7 9.5 6.8 13.7 9.6
Old : 11.8 9.9 19.8 15.1 9.7 7.0 14.5 9.9
Other: 28.7 23.6 41.7 31.9 21.1 12.9 32.7 20.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 15,674: 2,707 1,191 1,586 8,462 11,528 12,756 14,305: 2,918 1,369
Old : 15,539: 2,708 1,178 1,541 8,377 11,456 12,625 14,174: 2,914 1,365
Other: 135: 0 14 46 85 72 131 131: 4 4
: : :
: : Changes in Commitments from: September 6, 2011 :
: 320: -730 541 124 793 -723 186 -58: 133 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 7.6 10.1 54.0 73.5 81.4 91.3: 18.6 8.7
Old : 100.0: 17.4 7.6 9.9 53.9 73.7 81.2 91.2: 18.8 8.8
Other: 100.0: 0.0 10.1 33.8 63.2 53.1 97.0 97.0: 3.0 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 9 6 14 13 32 24:
Old : 42: 14 9 6 14 13 32 24:
Other: 6: 0 2 2 3 2 5 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 : 39.9 65.3 57.3 80.2 37.5 61.7 50.9 71.1
Old : 39.9 65.6 57.0 80.2 37.6 62.4 51.1 71.8
Other: 96.3 97.0 97.0 97.0 30.9 30.9 30.9 30.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 836,554: 204,022 43,130 247,490 315,183 467,592 766,695 758,212: 69,859 78,342
Old : 793,715: 195,763 46,573 233,472 297,781 441,168 727,016 721,213: 66,699 72,502
Other: 42,838: 17,978 6,276 4,299 17,402 26,424 39,679 36,999: 3,159 5,840
: : :
: : Changes in Commitments from: September 6, 2011 :
: 3,776: -15,694 3,624 -8,317 31,984 10,432 7,972 5,738: -4,196 -1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.2 29.6 37.7 55.9 91.6 90.6: 8.4 9.4
Old : 100.0: 24.7 5.9 29.4 37.5 55.6 91.6 90.9: 8.4 9.1
Other: 100.0: 42.0 14.7 10.0 40.6 61.7 92.6 86.4: 7.4 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 623: 235 147 234 127 216 476 499:
Old : 622: 238 145 226 127 215 470 495:
Other: 248: 38 59 23 34 136 91 202:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 18.8 19.7 27.3 10.2 12.0 14.7 18.0
Old : 12.2 18.8 20.3 27.4 10.6 12.7 15.9 18.2
Other: 30.1 35.5 44.4 48.8 25.0 33.3 38.3 41.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 22,713: 19,253 2,051 46 8 4,319 19,307 6,416: 3,406 16,297
Old : 20,020: 16,977 2,013 21 8 3,582 17,006 5,616: 3,014 14,404
Other: 2,693: 2,301 63 0 0 737 2,301 800: 392 1,893
: : :
: : Changes in Commitments from: September 6, 2011 :
: -3,094: -3,007 -750 -108 0 -1,928 -3,115 -2,786: 21 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 9.0 0.2 0.0 19.0 85.0 28.2: 15.0 71.8
Old : 100.0: 84.8 10.1 0.1 0.0 17.9 84.9 28.1: 15.1 71.9
Other: 100.0: 85.4 2.3 0.0 0.0 27.4 85.4 29.7: 14.6 70.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 22 7 6 1 10 23 23:
Old : 39: 22 7 6 1 10 23 23:
Other: 22: 8 4 0 0 10 8 14:
:----------------------------------------------------------------------------------------------------
: 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 : 48.1 15.7 66.0 21.0 48.1 15.7 66.0 21.0
Old : 44.8 14.9 63.8 20.3 44.7 14.9 63.8 20.3
Other: 76.8 23.4 85.4 27.0 76.8 23.4 85.4 27.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 338,985: 76,239 33,626 62,832 166,029 218,870 305,101 315,328: 33,884 23,657
Old : 331,574: 76,232 34,398 61,643 160,816 212,197 298,692 308,238: 32,882 23,336
Other: 7,411: 923 144 273 5,213 6,673 6,409 7,090: 1,002 321
: : :
: : Changes in Commitments from: September 6, 2011 :
: 14,224: -356 916 2,437 13,204 11,906 15,286 15,258: -1,062 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 9.9 18.5 49.0 64.6 90.0 93.0: 10.0 7.0
Old : 100.0: 23.0 10.4 18.6 48.5 64.0 90.1 93.0: 9.9 7.0
Other: 100.0: 12.5 1.9 3.7 70.3 90.0 86.5 95.7: 13.5 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 102 55 77 68 77 208 185:
Old : 261: 101 61 76 68 77 207 185:
Other: 35: 11 2 3 12 14 23 19:
:----------------------------------------------------------------------------------------------------
: 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 23.0 23.2 36.9 10.6 18.0 16.8 27.2
Old : 13.5 23.2 22.8 36.1 11.0 18.6 17.3 27.5
Other: 63.2 68.6 76.5 87.5 29.3 38.9 38.8 51.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 807,058: 57,180 94,229 98,002 487,918 471,708 643,100 663,938: 163,958 143,120
Old : 807,058: 57,180 94,229 98,002 487,918 471,708 643,100 663,938: 163,958 143,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -16,158: 7,310 2,645 -14,444 -2,384 4,606 -9,519 -7,193: -6,640 -8,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.7 12.1 60.5 58.4 79.7 82.3: 20.3 17.7
Old : 100.0: 7.1 11.7 12.1 60.5 58.4 79.7 82.3: 20.3 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 37 25 40 82 79 133 130:
Old : 164: 37 25 40 82 79 133 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 16.4 26.9 26.6 16.7 14.0 22.4 23.0
Old : 19.5 16.4 26.9 26.6 16.7 14.0 22.4 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 401,117: 54,580 44,343 7,880 270,942 303,696 333,402 355,919: 67,715 45,198
Old : 401,117: 54,580 44,343 7,880 270,942 303,696 333,402 355,919: 67,715 45,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -16,384: 4,012 5,003 -9,461 -11,810 -16,931 -17,259 -21,389: 876 5,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 11.1 2.0 67.5 75.7 83.1 88.7: 16.9 11.3
Old : 100.0: 13.6 11.1 2.0 67.5 75.7 83.1 88.7: 16.9 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 : 74: 6 8 3 42 41 50 50:
Old : 74: 6 8 3 42 41 50 50:
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 49.6 43.2 62.6 22.6 49.3 39.5 60.5
Old : 25.6 49.6 43.2 62.6 22.6 49.3 39.5 60.5
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 with Delta-adjusted Options and Futures Combined, September 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 : 10,469: 1,067 908 795 8,114 8,435 9,976 10,138: 493 331
Old : 10,469: 1,067 908 795 8,114 8,435 9,976 10,138: 493 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -45: 15 43 -2 -39 -114 -26 -73: -19 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 8.7 7.6 77.5 80.6 95.3 96.8: 4.7 3.2
Old : 100.0: 10.2 8.7 7.6 77.5 80.6 95.3 96.8: 4.7 3.2
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 : 37: 6 4 4 23 25 32 30:
Old : 37: 6 4 4 23 25 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 50.5 70.4 70.0 25.5 25.6 33.7 37.4
Old : 53.2 50.5 70.4 70.0 25.5 25.6 33.7 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 215,377: 69,406 20,678 33,260 73,465 140,517 176,132 194,455: 39,246 20,922
Old : 210,616: 68,624 20,746 31,965 71,450 137,495 172,039 190,206: 38,577 20,410
Other: 4,761: 1,080 230 997 2,016 3,022 4,092 4,249: 668 512
: : :
: : Changes in Commitments from: September 6, 2011 :
: -18,595: -7,663 1,173 -5,889 -4,285 -12,769 -17,837 -17,485: -759 -1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 9.6 15.4 34.1 65.2 81.8 90.3: 18.2 9.7
Old : 100.0: 32.6 9.9 15.2 33.9 65.3 81.7 90.3: 18.3 9.7
Other: 100.0: 22.7 4.8 20.9 42.3 63.5 86.0 89.2: 14.0 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 81 27 46 66 66 171 125:
Old : 199: 83 28 46 66 66 171 125:
Other: 33: 6 6 7 14 9 24 19:
:----------------------------------------------------------------------------------------------------
: 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 31.6 22.2 44.7 7.9 22.5 14.0 30.6
Old : 14.0 31.7 22.0 44.4 8.0 22.9 14.3 31.1
Other: 46.0 54.4 68.2 74.9 39.1 46.0 50.0 55.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 19,262: 5,910 3,406 1,178 7,318 13,575 14,406 18,159: 4,856 1,103
Old : 19,261: 5,910 3,406 1,178 7,318 13,574 14,406 18,158: 4,855 1,103
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 176: 127 265 -213 398 179 313 231: -137 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 17.7 6.1 38.0 70.5 74.8 94.3: 25.2 5.7
Old : 100.0: 30.7 17.7 6.1 38.0 70.5 74.8 94.3: 25.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 43 22 14 26 17 76 46:
Old : 96: 43 22 14 26 17 76 46:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 54.7 35.2 65.8 22.8 52.8 35.2 63.9
Old : 22.8 54.7 35.2 65.8 22.8 52.8 35.2 63.9
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 797,479: 171,358 167,205 48,683 467,941 461,894 687,982 677,783: 109,498 119,697
Old : 797,479: 171,358 167,205 48,683 467,941 461,894 687,982 677,783: 109,498 119,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -10,681: 16,382 -13,911 7,017 -22,039 -3,036 1,360 -9,930: -12,041 -752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.0 6.1 58.7 57.9 86.3 85.0: 13.7 15.0
Old : 100.0: 21.5 21.0 6.1 58.7 57.9 86.3 85.0: 13.7 15.0
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 : 225: 39 50 26 84 115 142 173:
Old : 225: 39 50 26 84 115 142 173:
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 : 22.8 15.3 34.3 23.1 21.6 10.2 29.8 17.2
Old : 22.8 15.3 34.3 23.1 21.6 10.2 29.8 17.2
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 with Delta-adjusted Options and Futures Combined, September 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 : 1,959,549: 150,856 229,100 179,653 1,300,240 1,216,751 1,630,748 1,625,503: 328,801 334,046
Old : 1,959,549: 150,856 229,100 179,653 1,300,240 1,216,751 1,630,748 1,625,503: 328,801 334,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -104,114: -38,079 -2,728 3,576 -75,014 -97,554 -109,516 -96,705: 5,402 -7,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 11.7 9.2 66.4 62.1 83.2 83.0: 16.8 17.0
Old : 100.0: 7.7 11.7 9.2 66.4 62.1 83.2 83.0: 16.8 17.0
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 : 230: 46 34 50 121 133 183 201:
Old : 230: 46 34 50 121 133 183 201:
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 : 30.0 15.0 37.3 24.5 28.3 12.6 34.5 20.2
Old : 30.0 15.0 37.3 24.5 28.3 12.6 34.5 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 1,451,942: 384,219 115,426 77,201 775,134 997,991 1,236,554 1,190,618: 215,387 261,324
Old : 1,451,942: 384,219 115,426 77,201 775,134 997,991 1,236,554 1,190,618: 215,387 261,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,773: -8,172 2,430 2,835 17,404 143 12,066 5,409: -10,293 -3,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 7.9 5.3 53.4 68.7 85.2 82.0: 14.8 18.0
Old : 100.0: 26.5 7.9 5.3 53.4 68.7 85.2 82.0: 14.8 18.0
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 : 187: 36 26 33 80 115 131 159:
Old : 187: 36 26 33 80 115 131 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 18.4 39.7 26.9 26.7 15.5 39.1 22.5
Old : 27.0 18.4 39.7 26.9 26.7 15.5 39.1 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 949,995: 78,430 63,147 309,259 521,026 531,407 908,715 903,813: 41,281 46,182
Old : 949,995: 78,430 63,147 309,259 521,026 531,407 908,715 903,813: 41,281 46,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 3,827: -756 -2,933 7,947 -5,135 -1,132 2,057 3,882: 1,770 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.6 32.6 54.8 55.9 95.7 95.1: 4.3 4.9
Old : 100.0: 8.3 6.6 32.6 54.8 55.9 95.7 95.1: 4.3 4.9
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 : 143: 29 30 44 68 74 120 128:
Old : 143: 29 30 44 68 74 120 128:
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 : 34.8 25.9 50.3 42.3 24.8 18.0 29.6 26.0
Old : 34.8 25.9 50.3 42.3 24.8 18.0 29.6 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 64,650: 8,304 2,996 5,540 41,738 47,351 55,581 55,887: 9,069 8,764
Old : 64,650: 8,304 2,996 5,540 41,738 47,351 55,581 55,887: 9,069 8,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 10,710: 145 635 1,391 7,142 7,694 8,677 9,720: 2,032 990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.6 8.6 64.6 73.2 86.0 86.4: 14.0 13.6
Old : 100.0: 12.8 4.6 8.6 64.6 73.2 86.0 86.4: 14.0 13.6
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 : 89: 18 11 15 43 38 67 62:
Old : 89: 18 11 15 43 38 67 62:
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 : 23.6 32.8 37.0 49.1 17.5 24.7 26.9 37.5
Old : 23.6 32.8 37.0 49.1 17.5 24.7 26.9 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 15,903: 2,168 2,482 937 9,819 10,541 12,924 13,960: 2,979 1,943
Old : 15,903: 2,168 2,482 937 9,819 10,541 12,924 13,960: 2,979 1,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,634: -296 22 899 817 820 1,420 1,741: 214 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.6 5.9 61.7 66.3 81.3 87.8: 18.7 12.2
Old : 100.0: 13.6 15.6 5.9 61.7 66.3 81.3 87.8: 18.7 12.2
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 : 21: 4 3 2 9 8 13 13:
Old : 21: 4 3 2 9 8 13 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 : 40.3 64.0 64.9 80.5 38.3 64.0 57.6 75.0
Old : 40.3 64.0 64.9 80.5 38.3 64.0 57.6 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 97,495: 18,727 7,483 2,750 63,837 73,620 85,315 83,854: 12,180 13,641
Old : 97,495: 18,727 7,483 2,750 63,837 73,620 85,315 83,854: 12,180 13,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 18,150: 1,402 1,747 462 12,650 13,748 14,514 15,957: 3,636 2,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 7.7 2.8 65.5 75.5 87.5 86.0: 12.5 14.0
Old : 100.0: 19.2 7.7 2.8 65.5 75.5 87.5 86.0: 12.5 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 : 86: 19 12 11 42 36 64 57:
Old : 86: 19 12 11 42 36 64 57:
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 : 24.7 38.1 40.3 50.7 24.3 32.6 37.7 43.8
Old : 24.7 38.1 40.3 50.7 24.3 32.6 37.7 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 11,874: 5,230 6,325 1,736 4,501 3,813 11,467 11,874: 407 0
Old : 11,874: 5,230 6,325 1,736 4,501 3,813 11,467 11,874: 407 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -107: 0 -55 70 -30 0 40 15: -147 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 53.3 14.6 37.9 32.1 96.6 100.0: 3.4 0.0
Old : 100.0: 44.0 53.3 14.6 37.9 32.1 96.6 100.0: 3.4 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 : 24: 9 11 2 3 1 14 12:
Old : 24: 9 11 2 3 1 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 78.5 92.6 94.5 70.1 66.7 79.9 80.4
Old : 71.8 78.5 92.6 94.5 70.1 66.7 79.9 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 10,719: 3,009 622 0 7,438 10,032 10,447 10,654: 272 65
Old : 10,719: 3,009 622 0 7,438 10,032 10,447 10,654: 272 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -1,024: 650 218 -490 -1,132 -737 -972 -1,009: -52 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 5.8 0.0 69.4 93.6 97.5 99.4: 2.5 0.6
Old : 100.0: 28.1 5.8 0.0 69.4 93.6 97.5 99.4: 2.5 0.6
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 : 32: 8 5 0 7 14 15 19:
Old : 32: 8 5 0 7 14 15 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 : 78.3 78.9 94.1 92.0 78.3 78.9 94.1 91.8
Old : 78.3 78.9 94.1 92.0 78.3 78.9 94.1 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 21,103: 1,706 695 0 19,154 20,340 20,860 21,035: 243 68
Old : 21,103: 1,706 695 0 19,154 20,340 20,860 21,035: 243 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -1,366: -1,910 -588 -207 771 -588 -1,346 -1,383: -20 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.3 0.0 90.8 96.4 98.8 99.7: 1.2 0.3
Old : 100.0: 8.1 3.3 0.0 90.8 96.4 98.8 99.7: 1.2 0.3
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 : 30: 6 3 0 8 15 14 18:
Old : 30: 6 3 0 8 15 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.5 79.8 97.6 90.7 93.5 79.8 97.6 90.7
Old : 93.5 79.8 97.6 90.7 93.5 79.8 97.6 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011