WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 537,170: 73,774 116,951 139,917 282,264 217,889 495,955 474,757: 41,215 62,413
Old : 424,526: 63,145 102,603 99,361 229,331 177,218 391,837 379,183: 32,689 45,344
Other: 112,644: 30,430 34,149 20,755 52,934 40,671 104,118 95,575: 8,526 17,069
: : :
: : Changes in Commitments from: October 18, 2011 :
: -4,708: 3,207 -4,074 -5,746 -3,873 2,028 -6,411 -7,791: 1,704 3,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 21.8 26.0 52.5 40.6 92.3 88.4: 7.7 11.6
Old : 100.0: 14.9 24.2 23.4 54.0 41.7 92.3 89.3: 7.7 10.7
Other: 100.0: 27.0 30.3 18.4 47.0 36.1 92.4 84.8: 7.6 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 113 168 183 113 125 344 367:
Old : 418: 119 158 164 104 119 320 348:
Other: 233: 54 69 59 49 91 141 188:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 11.2 31.6 16.7 17.9 9.5 28.6 13.7
Old : 21.2 13.9 33.4 19.5 19.8 12.5 30.8 17.7
Other: 26.6 15.3 39.8 24.9 22.0 9.5 34.1 16.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,843,331: 303,417 89,921 586,991 769,602 895,012 1,660,011 1,571,924: 183,320 271,407
Old : 1,638,949: 287,400 91,665 525,773 660,020 784,927 1,473,192 1,402,365: 165,757 236,584
Other: 204,382: 52,612 34,850 24,624 109,583 110,085 186,819 169,559: 17,563 34,823
: : :
: : Changes in Commitments from: October 18, 2011 :
: -77,803: 7,706 -21,259 -51,181 -27,372 1,271 -70,847 -71,168: -6,956 -6,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 4.9 31.8 41.8 48.6 90.1 85.3: 9.9 14.7
Old : 100.0: 17.5 5.6 32.1 40.3 47.9 89.9 85.6: 10.1 14.4
Other: 100.0: 25.7 17.1 12.0 53.6 53.9 91.4 83.0: 8.6 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 807: 216 177 310 289 358 655 714:
Old : 801: 207 193 294 287 353 640 702:
Other: 454: 89 65 55 86 262 193 367:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 10.2 19.5 15.1 9.4 6.6 14.4 9.8
Old : 11.2 10.1 19.1 14.9 9.7 7.2 14.9 10.4
Other: 29.1 20.2 39.8 28.5 20.5 14.3 30.1 20.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 18,239: 2,707 2,084 1,583 10,978 12,612 15,267 16,278: 2,972 1,961
Old : 17,981: 2,729 2,079 1,517 10,786 12,511 15,032 16,107: 2,949 1,874
Other: 258: 0 27 44 192 101 235 172: 23 87
: : :
: : Changes in Commitments from: October 18, 2011 :
: 414: 59 34 42 224 276 325 352: 89 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.4 8.7 60.2 69.1 83.7 89.2: 16.3 10.8
Old : 100.0: 15.2 11.6 8.4 60.0 69.6 83.6 89.6: 16.4 10.4
Other: 100.0: 0.0 10.5 16.9 74.2 39.0 91.1 66.4: 8.9 33.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 12 6 16 9 31 24:
Old : 41: 13 11 6 15 9 30 24:
Other: 10: 0 3 2 5 3 7 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 : 38.3 66.5 55.9 79.9 35.9 58.7 48.9 64.6
Old : 38.0 67.2 55.7 80.4 36.5 60.1 49.8 66.0
Other: 82.5 62.1 91.1 66.4 57.5 34.4 59.2 34.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 696,883: 117,298 53,721 186,081 338,352 368,915 641,731 608,716: 55,153 88,167
Old : 627,370: 103,859 58,300 166,998 305,465 323,322 576,322 548,620: 51,049 78,750
Other: 69,513: 24,503 6,484 8,019 32,887 45,593 65,409 60,096: 4,104 9,416
: : :
: : Changes in Commitments from: October 18, 2011 :
: -181,005: -6,327 -4,831 -107,351 -66,160 -67,577 -179,838 -179,759: -1,166 -1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 7.7 26.7 48.6 52.9 92.1 87.3: 7.9 12.7
Old : 100.0: 16.6 9.3 26.6 48.7 51.5 91.9 87.4: 8.1 12.6
Other: 100.0: 35.2 9.3 11.5 47.3 65.6 94.1 86.5: 5.9 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 139 110 186 149 180 379 403:
Old : 461: 128 121 174 146 178 364 397:
Other: 237: 54 44 28 42 125 107 186:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 18.4 21.3 26.3 10.7 10.8 16.9 15.7
Old : 13.6 17.7 23.3 25.9 11.9 11.5 18.7 16.1
Other: 40.7 32.4 53.3 46.7 23.1 22.0 34.2 31.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 380,477: 54,263 68,615 79,482 220,471 197,953 354,216 346,050: 26,261 34,427
Old : 363,186: 55,134 70,016 74,766 208,975 185,252 338,876 330,034: 24,310 33,152
Other: 17,291: 1,891 1,362 1,953 11,496 12,701 15,340 16,016: 1,951 1,275
: : :
: : Changes in Commitments from: October 18, 2011 :
: 9,264: -3,027 4,977 1,838 10,667 2,467 9,478 9,283: -214 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.0 20.9 57.9 52.0 93.1 91.0: 6.9 9.0
Old : 100.0: 15.2 19.3 20.6 57.5 51.0 93.3 90.9: 6.7 9.1
Other: 100.0: 10.9 7.9 11.3 66.5 73.5 88.7 92.6: 11.3 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 69 86 86 72 72 194 211:
Old : 263: 71 92 83 71 72 190 211:
Other: 65: 19 9 12 27 21 51 37:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 20.5 28.0 33.4 9.8 12.9 16.1 19.6
Old : 17.6 20.3 28.0 32.2 10.0 12.1 16.7 19.0
Other: 38.1 49.4 56.1 68.8 23.5 38.5 36.9 51.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 730,262: 79,503 85,276 60,891 440,398 454,044 580,792 600,210: 149,470 130,052
Old : 730,262: 79,503 85,276 60,891 440,398 454,044 580,792 600,210: 149,470 130,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -16,930: 11,346 3,287 -15,236 -11,472 7,652 -15,361 -4,297: -1,569 -12,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 11.7 8.3 60.3 62.2 79.5 82.2: 20.5 17.8
Old : 100.0: 10.9 11.7 8.3 60.3 62.2 79.5 82.2: 20.5 17.8
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 : 161: 33 27 38 80 80 132 126:
Old : 161: 33 27 38 80 80 132 126:
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 : 19.2 20.2 29.2 31.5 18.5 19.9 26.1 27.9
Old : 19.2 20.2 29.2 31.5 18.5 19.9 26.1 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 377,307: 56,139 32,057 4,398 251,190 299,133 311,727 335,588: 65,580 41,719
Old : 377,307: 56,139 32,057 4,398 251,190 299,133 311,727 335,588: 65,580 41,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -5,370: -2,157 1,206 1,772 -3,174 -2,307 -3,558 672: -1,812 -6,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 8.5 1.2 66.6 79.3 82.6 88.9: 17.4 11.1
Old : 100.0: 14.9 8.5 1.2 66.6 79.3 82.6 88.9: 17.4 11.1
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 : 75: 8 5 4 39 43 49 50:
Old : 75: 8 5 4 39 43 49 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 : 25.8 46.4 43.0 59.9 21.5 45.8 37.2 58.3
Old : 25.8 46.4 43.0 59.9 21.5 45.8 37.2 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 10,833: 913 1,000 917 8,001 7,933 9,831 9,850: 1,002 983
Old : 10,833: 913 1,000 917 8,001 7,933 9,831 9,850: 1,002 983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 419: 20 211 73 -84 -249 9 35: 410 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.2 8.5 73.9 73.2 90.8 90.9: 9.2 9.1
Old : 100.0: 8.4 9.2 8.5 73.9 73.2 90.8 90.9: 9.2 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 : 34: 4 6 6 19 22 29 29:
Old : 34: 4 6 6 19 22 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 42.8 63.0 69.4 22.0 24.1 31.8 35.5
Old : 43.0 42.8 63.0 69.4 22.0 24.1 31.8 35.5
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, October 25, 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 : 216,888: 29,799 44,556 39,036 112,597 100,136 181,433 183,727: 35,455 33,161
Old : 201,378: 29,751 43,641 34,180 104,058 92,244 167,989 170,065: 33,389 31,312
Other: 15,510: 1,635 2,501 3,270 8,540 7,891 13,444 13,662: 2,066 1,848
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,330: 939 -2,595 452 142 3,074 1,533 930: -203 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 20.5 18.0 51.9 46.2 83.7 84.7: 16.3 15.3
Old : 100.0: 14.8 21.7 17.0 51.7 45.8 83.4 84.5: 16.6 15.5
Other: 100.0: 10.5 16.1 21.1 55.1 50.9 86.7 88.1: 13.3 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 43 54 53 74 68 146 154:
Old : 193: 45 56 49 74 68 145 151:
Other: 56: 9 8 9 29 18 41 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 23.8 27.1 33.3 10.8 18.1 18.2 23.6
Old : 17.2 23.1 28.2 33.0 11.2 18.0 18.6 23.6
Other: 37.8 42.8 57.3 60.5 34.1 37.0 47.0 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 19,082: 3,693 3,517 2,789 8,698 11,663 15,180 17,969: 3,902 1,113
Old : 18,934: 3,716 3,517 2,766 8,624 11,539 15,106 17,822: 3,828 1,112
Other: 148: 0 23 0 74 124 74 147: 74 1
: : :
: : Changes in Commitments from: October 18, 2011 :
: -785: 171 -156 -540 -539 212 -907 -484: 122 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.4 14.6 45.6 61.1 79.5 94.2: 20.5 5.8
Old : 100.0: 19.6 18.6 14.6 45.5 60.9 79.8 94.1: 20.2 5.9
Other: 100.0: 0.0 15.5 0.0 50.0 83.8 50.0 99.3: 50.0 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 25 18 22 27 20 67 50:
Old : 81: 25 18 22 27 20 67 50:
Other: 9: 0 2 0 1 6 1 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 45.0 37.2 56.7 25.1 41.7 35.8 52.2
Old : 25.3 44.9 37.4 56.6 25.3 41.9 36.1 52.5
Other: 50.0 86.5 50.0 99.3 50.0 86.5 50.0 99.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 773,132: 220,001 167,210 40,814 401,185 452,893 662,001 660,918: 111,131 112,214
Old : 773,132: 220,001 167,210 40,814 401,185 452,893 662,001 660,918: 111,131 112,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 8,383: 8,304 -3,221 -5,099 -2,833 15,331 372 7,011: 8,012 1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 21.6 5.3 51.9 58.6 85.6 85.5: 14.4 14.5
Old : 100.0: 28.5 21.6 5.3 51.9 58.6 85.6 85.5: 14.4 14.5
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 : 219: 40 48 28 79 109 138 167:
Old : 219: 40 48 28 79 109 138 167:
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 : 26.1 17.1 37.7 26.8 25.7 15.4 33.4 22.5
Old : 26.1 17.1 37.7 26.8 25.7 15.4 33.4 22.5
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, October 25, 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 : 1,743,174: 199,105 269,014 130,743 1,116,355 1,002,307 1,446,203 1,402,064: 296,971 341,109
Old : 1,743,174: 199,105 269,014 130,743 1,116,355 1,002,307 1,446,203 1,402,064: 296,971 341,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -102,887: 65,547 -26,619 -53,468 -127,674 -54,198 -115,595 -134,285: 12,708 31,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 15.4 7.5 64.0 57.5 83.0 80.4: 17.0 19.6
Old : 100.0: 11.4 15.4 7.5 64.0 57.5 83.0 80.4: 17.0 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 36 50 49 129 139 193 210:
Old : 244: 36 50 49 129 139 193 210:
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 : 20.8 15.1 29.1 21.8 19.6 11.3 27.4 17.7
Old : 20.8 15.1 29.1 21.8 19.6 11.3 27.4 17.7
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, October 25, 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 : 1,368,941: 385,451 94,919 70,173 714,601 964,914 1,170,225 1,130,006: 198,716 238,936
Old : 1,368,941: 385,451 94,919 70,173 714,601 964,914 1,170,225 1,130,006: 198,716 238,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 25,386: 55,376 7,834 -29,658 3,060 46,175 28,779 24,352: -3,392 1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 6.9 5.1 52.2 70.5 85.5 82.5: 14.5 17.5
Old : 100.0: 28.2 6.9 5.1 52.2 70.5 85.5 82.5: 14.5 17.5
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 : 187: 29 30 32 84 110 132 153:
Old : 187: 29 30 32 84 110 132 153:
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 19.0 37.3 29.4 23.2 17.1 33.2 24.5
Old : 24.6 19.0 37.3 29.4 23.2 17.1 33.2 24.5
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, October 25, 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 : 834,511: 60,852 57,948 264,263 470,777 467,677 795,892 789,888: 38,620 44,624
Old : 834,511: 60,852 57,948 264,263 470,777 467,677 795,892 789,888: 38,620 44,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 18,391: 1,564 -1,863 939 11,420 16,584 13,924 15,660: 4,467 2,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.9 31.7 56.4 56.0 95.4 94.7: 4.6 5.3
Old : 100.0: 7.3 6.9 31.7 56.4 56.0 95.4 94.7: 4.6 5.3
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 : 128: 24 27 41 67 70 111 120:
Old : 128: 24 27 41 67 70 111 120:
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 28.5 50.3 44.7 25.0 21.1 30.3 28.3
Old : 34.8 28.5 50.3 44.7 25.0 21.1 30.3 28.3
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, October 25, 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 : 55,707: 6,680 2,473 4,583 36,019 39,707 47,282 46,763: 8,425 8,944
Old : 55,707: 6,680 2,473 4,583 36,019 39,707 47,282 46,763: 8,425 8,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 3,202: -499 1,560 345 945 -1,139 791 766: 2,411 2,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 4.4 8.2 64.7 71.3 84.9 83.9: 15.1 16.1
Old : 100.0: 12.0 4.4 8.2 64.7 71.3 84.9 83.9: 15.1 16.1
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 : 92: 19 14 12 40 37 68 55:
Old : 92: 19 14 12 40 37 68 55:
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 : 23.9 38.3 36.1 51.6 23.3 36.1 33.6 46.8
Old : 23.9 38.3 36.1 51.6 23.3 36.1 33.6 46.8
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, October 25, 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 : 14,447: 3,297 1,249 204 9,145 9,380 12,646 10,833: 1,801 3,614
Old : 14,447: 3,297 1,249 204 9,145 9,380 12,646 10,833: 1,801 3,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,980: 151 0 201 1,412 -784 1,764 -583: 216 2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 8.6 1.4 63.3 64.9 87.5 75.0: 12.5 25.0
Old : 100.0: 22.8 8.6 1.4 63.3 64.9 87.5 75.0: 12.5 25.0
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 : 20: 4 2 2 8 8 12 12:
Old : 20: 4 2 2 8 8 12 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 : 51.7 58.4 75.8 72.4 49.4 58.4 73.3 72.4
Old : 51.7 58.4 75.8 72.4 49.4 58.4 73.3 72.4
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, October 25, 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 : 82,521: 13,845 9,527 1,679 53,748 60,654 69,272 71,860: 13,249 10,661
Old : 82,521: 13,845 9,527 1,679 53,748 60,654 69,272 71,860: 13,249 10,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 2,443: -759 3,662 -253 -935 -710 -1,946 2,699: 4,389 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.5 2.0 65.1 73.5 83.9 87.1: 16.1 12.9
Old : 100.0: 16.8 11.5 2.0 65.1 73.5 83.9 87.1: 16.1 12.9
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 : 89: 18 14 10 37 32 63 48:
Old : 89: 18 14 10 37 32 63 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 39.9 36.5 54.4 23.7 39.9 36.5 51.9
Old : 23.7 39.9 36.5 54.4 23.7 39.9 36.5 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 13,404: 6,110 12,888 505 6,413 0 13,028 13,393: 376 11
Old : 13,404: 6,110 12,888 505 6,413 0 13,028 13,393: 376 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 98: -135 53 45 147 0 57 98: 41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 96.2 3.8 47.8 0.0 97.2 99.9: 2.8 0.1
Old : 100.0: 45.6 96.2 3.8 47.8 0.0 97.2 99.9: 2.8 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 : 26: 12 11 2 3 0 17 11:
Old : 26: 12 11 2 3 0 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 82.8 90.3 96.3 73.3 79.0 88.8 92.5
Old : 73.3 82.8 90.3 96.3 73.3 79.0 88.8 92.5
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, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 9,502: 1,586 428 1 7,635 8,960 9,222 9,389: 280 113
Old : 9,502: 1,586 428 1 7,635 8,960 9,222 9,389: 280 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -289: -469 -138 -365 540 228 -294 -275: 5 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 4.5 0.0 80.4 94.3 97.1 98.8: 2.9 1.2
Old : 100.0: 16.7 4.5 0.0 80.4 94.3 97.1 98.8: 2.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 5 1 5 11 14 16:
Old : 28: 8 5 1 5 11 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 82.5 95.1 92.7 85.5 82.5 95.1 92.6
Old : 85.5 82.5 95.1 92.7 85.5 82.5 95.1 92.6
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, October 25, 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 : 14,135: 1,124 455 0 12,718 13,525 13,842 13,980: 293 155
Old : 14,135: 1,124 455 0 12,718 13,525 13,842 13,980: 293 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -141: -666 5 0 500 -159 -166 -154: 25 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 3.2 0.0 90.0 95.7 97.9 98.9: 2.1 1.1
Old : 100.0: 8.0 3.2 0.0 90.0 95.7 97.9 98.9: 2.1 1.1
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 : 28: 7 3 0 5 14 12 17:
Old : 28: 7 3 0 5 14 12 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 : 91.1 74.5 96.7 90.7 91.1 74.5 96.4 90.7
Old : 91.1 74.5 96.7 90.7 91.1 74.5 96.4 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011