WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 522,496: 73,524 119,285 129,679 275,383 204,652 478,586 453,616: 43,910 68,880
Old : 391,643: 62,693 96,321 90,739 203,486 155,589 356,917 342,649: 34,725 48,993
Other: 130,853: 29,030 41,163 20,741 71,897 49,063 121,669 110,967: 9,185 19,887
: : :
: : Changes in Commitments from: November 8, 2011 :
: -13,276: -1,868 7,602 -10,397 -1,372 -13,175 -13,637 -15,970: 361 2,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 22.8 24.8 52.7 39.2 91.6 86.8: 8.4 13.2
Old : 100.0: 16.0 24.6 23.2 52.0 39.7 91.1 87.5: 8.9 12.5
Other: 100.0: 22.2 31.5 15.9 54.9 37.5 93.0 84.8: 7.0 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 101 171 175 107 122 322 364:
Old : 402: 111 153 146 99 117 293 338:
Other: 241: 49 82 69 49 91 147 201:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 10.0 31.4 15.5 17.8 8.2 27.8 12.7
Old : 20.6 11.8 30.7 18.2 18.8 10.5 28.1 16.0
Other: 31.6 13.3 45.5 23.3 27.9 10.9 41.4 18.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,910,946: 324,363 103,755 586,139 825,639 976,216 1,736,142 1,666,111: 174,804 244,834
Old : 1,660,682: 303,390 93,176 512,013 689,989 850,269 1,505,392 1,455,457: 155,290 205,225
Other: 250,263: 61,839 51,446 33,261 135,650 125,947 230,749 210,654: 19,514 39,609
: : :
: : Changes in Commitments from: November 8, 2011 :
: 20,943: -6,218 12,164 864 31,628 13,209 26,275 26,238: -5,332 -5,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 5.4 30.7 43.2 51.1 90.9 87.2: 9.1 12.8
Old : 100.0: 18.3 5.6 30.8 41.5 51.2 90.6 87.6: 9.4 12.4
Other: 100.0: 24.7 20.6 13.3 54.2 50.3 92.2 84.2: 7.8 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 814: 228 176 307 294 362 662 721:
Old : 805: 244 162 290 291 354 644 704:
Other: 483: 69 102 67 92 270 196 406:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 10.8 20.8 16.3 9.2 6.8 14.0 10.2
Old : 12.5 10.9 20.1 16.2 9.4 7.5 14.7 10.7
Other: 30.7 18.7 43.3 27.5 21.8 13.2 31.6 19.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 20,244: 2,169 2,403 2,503 12,780 13,036 17,452 17,942: 2,792 2,302
Old : 19,964: 2,222 2,394 2,415 12,560 12,891 17,196 17,699: 2,767 2,265
Other: 281: 2 64 33 220 146 256 243: 25 38
: : :
: : Changes in Commitments from: November 8, 2011 :
: 643: -227 54 11 1,079 475 862 540: -220 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.9 12.4 63.1 64.4 86.2 88.6: 13.8 11.4
Old : 100.0: 11.1 12.0 12.1 62.9 64.6 86.1 88.7: 13.9 11.3
Other: 100.0: 0.7 22.8 11.9 78.5 51.9 91.1 86.6: 8.9 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 10 6 17 10 32 25:
Old : 42: 13 11 6 17 10 32 25:
Other: 15: 2 4 3 6 5 11 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 63.7 57.7 77.3 35.3 50.8 46.5 57.0
Old : 41.4 64.1 57.5 77.8 35.9 52.1 47.3 58.3
Other: 80.2 73.2 90.1 84.8 64.3 58.2 68.3 63.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 702,174: 109,433 83,620 206,924 329,572 319,985 645,929 610,529: 56,246 91,645
Old : 627,338: 98,132 91,107 181,428 295,946 274,468 575,505 547,003: 51,833 80,335
Other: 74,836: 27,560 8,772 9,238 33,626 45,517 70,423 63,527: 4,413 11,310
: : :
: : Changes in Commitments from: November 8, 2011 :
: 21,142: 409 21,512 5,087 10,395 -13,446 15,891 13,153: 5,251 7,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.9 29.5 46.9 45.6 92.0 86.9: 8.0 13.1
Old : 100.0: 15.6 14.5 28.9 47.2 43.8 91.7 87.2: 8.3 12.8
Other: 100.0: 36.8 11.7 12.3 44.9 60.8 94.1 84.9: 5.9 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 507: 132 154 199 140 183 398 433:
Old : 503: 135 155 185 138 179 384 424:
Other: 251: 61 48 40 46 120 126 194:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 15.1 20.6 22.3 10.4 10.5 16.6 14.7
Old : 13.1 15.7 22.6 22.8 11.9 12.2 19.0 17.0
Other: 36.9 26.1 50.1 42.7 26.2 22.8 37.6 35.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 365,937: 57,249 64,936 77,363 199,993 190,905 334,605 333,204: 31,333 32,733
Old : 346,980: 56,041 65,980 73,155 188,360 176,328 317,556 315,463: 29,424 31,517
Other: 18,957: 3,403 1,153 2,012 11,633 14,577 17,048 17,742: 1,909 1,216
: : :
: : Changes in Commitments from: November 8, 2011 :
: -6,556: 1,556 -1,115 -2,060 -6,178 -1,130 -6,683 -4,305: 127 -2,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.7 21.1 54.7 52.2 91.4 91.1: 8.6 8.9
Old : 100.0: 16.2 19.0 21.1 54.3 50.8 91.5 90.9: 8.5 9.1
Other: 100.0: 18.0 6.1 10.6 61.4 76.9 89.9 93.6: 10.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 77 82 94 77 74 209 213:
Old : 264: 74 92 93 75 73 205 212:
Other: 67: 20 8 14 28 23 54 40:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 20.4 24.3 34.0 9.8 15.5 16.5 22.8
Old : 14.5 19.4 24.4 32.7 10.0 14.7 17.1 22.1
Other: 35.5 53.7 52.6 69.4 23.3 43.0 38.0 55.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 768,775: 60,215 98,191 65,850 487,213 467,293 613,278 631,334: 155,497 137,441
Old : 768,775: 60,215 98,191 65,850 487,213 467,293 613,278 631,334: 155,497 137,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 12,990: -346 777 -1,205 4,307 6,945 2,757 6,518: 10,233 6,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.8 8.6 63.4 60.8 79.8 82.1: 20.2 17.9
Old : 100.0: 7.8 12.8 8.6 63.4 60.8 79.8 82.1: 20.2 17.9
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 : 160: 35 23 37 83 84 133 129:
Old : 160: 35 23 37 83 84 133 129:
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 : 19.1 19.6 29.1 30.3 18.1 19.2 26.2 27.8
Old : 19.1 19.6 29.1 30.3 18.1 19.2 26.2 27.8
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 with Delta-adjusted Options and Futures Combined, November 15, 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 : 395,602: 56,066 29,081 2,836 265,903 321,606 324,805 353,523: 70,797 42,079
Old : 395,602: 56,066 29,081 2,836 265,903 321,606 324,805 353,523: 70,797 42,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 10,662: 2,248 425 -415 5,755 13,683 7,588 13,693: 3,074 -3,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.4 0.7 67.2 81.3 82.1 89.4: 17.9 10.6
Old : 100.0: 14.2 7.4 0.7 67.2 81.3 82.1 89.4: 17.9 10.6
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 : 72: 8 5 3 44 40 54 46:
Old : 72: 8 5 3 44 40 54 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 46.2 41.4 61.4 21.3 46.0 36.5 60.6
Old : 25.3 46.2 41.4 61.4 21.3 46.0 36.5 60.6
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, November 15, 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 : 11,148: 1,180 840 1,341 7,539 7,954 10,060 10,135: 1,088 1,013
Old : 11,148: 1,180 840 1,341 7,539 7,954 10,060 10,135: 1,088 1,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 254: 126 2 149 -76 -116 199 35: 55 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 7.5 12.0 67.6 71.3 90.2 90.9: 9.8 9.1
Old : 100.0: 10.6 7.5 12.0 67.6 71.3 90.2 90.9: 9.8 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 : 35: 5 4 5 19 25 29 30:
Old : 35: 5 4 5 19 25 29 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 : 44.7 46.5 65.3 69.2 22.8 22.0 31.4 32.6
Old : 44.7 46.5 65.3 69.2 22.8 22.0 31.4 32.6
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, November 15, 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 : 243,329: 32,060 59,368 48,623 125,735 98,889 206,418 206,880: 36,912 36,449
Old : 222,416: 32,654 59,025 40,827 114,693 88,236 188,174 188,088: 34,241 34,327
Other: 20,914: 2,253 3,190 4,949 11,041 10,653 18,243 18,792: 2,671 2,122
: : :
: : Changes in Commitments from: November 8, 2011 :
: 12,579: 1,107 9,396 4,097 9,793 1,304 14,997 14,798: -2,418 -2,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 24.4 20.0 51.7 40.6 84.8 85.0: 15.2 15.0
Old : 100.0: 14.7 26.5 18.4 51.6 39.7 84.6 84.6: 15.4 15.4
Other: 100.0: 10.8 15.3 23.7 52.8 50.9 87.2 89.9: 12.8 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 37 72 57 75 65 149 165:
Old : 203: 41 74 53 75 64 149 160:
Other: 66: 8 17 16 30 21 47 46:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 21.8 30.3 30.6 13.1 14.7 20.2 21.0
Old : 20.4 21.5 31.4 30.0 14.6 14.6 21.1 21.4
Other: 41.1 39.5 61.2 55.9 35.1 31.4 45.1 40.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 18,790: 2,993 3,905 2,679 9,290 10,398 14,961 16,981: 3,828 1,809
Old : 18,621: 2,994 3,903 2,675 9,215 10,243 14,884 16,821: 3,736 1,800
Other: 169: 0 3 2 75 155 77 160: 92 9
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,084: -177 588 31 248 -1,027 102 -408: 982 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 20.8 14.3 49.4 55.3 79.6 90.4: 20.4 9.6
Old : 100.0: 16.1 21.0 14.4 49.5 55.0 79.9 90.3: 20.1 9.7
Other: 100.0: 0.0 1.8 1.2 44.4 91.7 45.6 94.7: 54.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 23 28 18 26 20 61 58:
Old : 87: 24 27 18 26 20 61 58:
Other: 9: 0 1 1 1 6 2 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 : 24.9 39.8 37.3 50.2 24.8 33.5 36.0 43.0
Old : 25.1 39.6 37.6 49.9 25.0 33.2 36.3 43.1
Other: 45.6 88.8 45.6 94.7 44.4 88.8 44.4 93.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 810,830: 221,681 136,318 47,004 437,629 521,140 706,314 704,462: 104,516 106,368
Old : 810,830: 221,681 136,318 47,004 437,629 521,140 706,314 704,462: 104,516 106,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -8,618: -11,256 9,046 2,891 6,271 -17,247 -2,094 -5,309: -6,524 -3,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 16.8 5.8 54.0 64.3 87.1 86.9: 12.9 13.1
Old : 100.0: 27.3 16.8 5.8 54.0 64.3 87.1 86.9: 12.9 13.1
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 : 223: 43 43 26 85 110 146 162:
Old : 223: 43 43 26 85 110 146 162:
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 : 26.0 16.9 35.9 27.0 25.3 13.5 32.7 21.4
Old : 26.0 16.9 35.9 27.0 25.3 13.5 32.7 21.4
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, November 15, 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 : 1,809,456: 185,494 283,030 193,931 1,125,714 1,033,723 1,505,139 1,510,684: 304,317 298,772
Old : 1,809,456: 185,494 283,030 193,931 1,125,714 1,033,723 1,505,139 1,510,684: 304,317 298,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 12,267: 12,073 16,603 19,115 -7,406 21,630 23,783 57,348: -11,515 -45,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.6 10.7 62.2 57.1 83.2 83.5: 16.8 16.5
Old : 100.0: 10.3 15.6 10.7 62.2 57.1 83.2 83.5: 16.8 16.5
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 : 254: 43 51 62 133 145 206 228:
Old : 254: 43 51 62 133 145 206 228:
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 : 18.5 12.9 28.4 19.1 16.9 8.2 24.3 13.9
Old : 18.5 12.9 28.4 19.1 16.9 8.2 24.3 13.9
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, November 15, 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 : 1,412,616: 430,592 127,475 102,350 669,833 947,125 1,202,776 1,176,950: 209,840 235,665
Old : 1,412,616: 430,592 127,475 102,350 669,833 947,125 1,202,776 1,176,950: 209,840 235,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -7,059: 12,419 6,323 4,430 -23,146 -11,172 -6,297 -419: -762 -6,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 9.0 7.2 47.4 67.0 85.1 83.3: 14.9 16.7
Old : 100.0: 30.5 9.0 7.2 47.4 67.0 85.1 83.3: 14.9 16.7
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 : 188: 33 29 37 85 110 138 157:
Old : 188: 33 29 37 85 110 138 157:
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 16.7 36.3 25.2 23.5 15.5 31.1 22.6
Old : 26.1 16.7 36.3 25.2 23.5 15.5 31.1 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 768,944: 68,034 61,369 236,317 416,529 421,746 720,880 719,432: 48,063 49,512
Old : 768,944: 68,034 61,369 236,317 416,529 421,746 720,880 719,432: 48,063 49,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 11,059: 3,511 1,092 -3,061 -2,936 -243 -2,485 -2,212: 13,544 13,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 8.0 30.7 54.2 54.8 93.7 93.6: 6.3 6.4
Old : 100.0: 8.8 8.0 30.7 54.2 54.8 93.7 93.6: 6.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 21 27 36 58 65 97 111:
Old : 120: 21 27 36 58 65 97 111:
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 : 35.5 28.3 51.2 44.4 25.5 21.0 30.0 27.6
Old : 35.5 28.3 51.2 44.4 25.5 21.0 30.0 27.6
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, November 15, 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 : 47,581: 9,906 4,071 1,038 29,214 36,895 40,158 42,004: 7,423 5,577
Old : 47,581: 9,906 4,071 1,038 29,214 36,895 40,158 42,004: 7,423 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 2,868: 2,691 -288 112 -822 2,506 1,980 2,329: 887 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 8.6 2.2 61.4 77.5 84.4 88.3: 15.6 11.7
Old : 100.0: 20.8 8.6 2.2 61.4 77.5 84.4 88.3: 15.6 11.7
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 : 93: 23 11 10 37 31 67 45:
Old : 93: 23 11 10 37 31 67 45:
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 : 22.1 48.1 35.0 60.9 22.1 48.0 35.0 58.4
Old : 22.1 48.1 35.0 60.9 22.1 48.0 35.0 58.4
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, November 15, 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 : 95,161: 19,812 8,143 2,076 58,428 73,789 80,316 84,007: 14,845 11,154
Old : 95,161: 19,812 8,143 2,076 58,428 73,789 80,316 84,007: 14,845 11,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 5,735: 5,381 -576 223 -1,643 5,012 3,961 4,659: 1,774 1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 8.6 2.2 61.4 77.5 84.4 88.3: 15.6 11.7
Old : 100.0: 20.8 8.6 2.2 61.4 77.5 84.4 88.3: 15.6 11.7
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 : 93: 23 11 10 37 31 67 45:
Old : 93: 23 11 10 37 31 67 45:
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 : 22.1 48.1 35.0 60.9 22.1 48.0 35.0 58.4
Old : 22.1 48.1 35.0 60.9 22.1 48.0 35.0 58.4
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, November 15, 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 : 15,023: 6,398 14,359 514 7,767 0 14,679 14,873: 344 150
Old : 15,023: 6,398 14,359 514 7,767 0 14,679 14,873: 344 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,251: 366 1,105 0 1,027 0 1,393 1,105: -142 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 95.6 3.4 51.7 0.0 97.7 99.0: 2.3 1.0
Old : 100.0: 42.6 95.6 3.4 51.7 0.0 97.7 99.0: 2.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 12 2 3 0 16 12:
Old : 26: 11 12 2 3 0 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 81.9 91.5 94.8 72.7 78.5 90.1 91.4
Old : 72.7 81.9 91.5 94.8 72.7 78.5 90.1 91.4
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, November 15, 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 : 10,029: 1,206 550 0 8,591 9,361 9,797 9,911: 232 118
Old : 10,029: 1,206 550 0 8,591 9,361 9,797 9,911: 232 118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -678: 67 -813 0 -750 127 -683 -686: 5 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.5 0.0 85.7 93.3 97.7 98.8: 2.3 1.2
Old : 100.0: 12.0 5.5 0.0 85.7 93.3 97.7 98.8: 2.3 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 0 5 11 13 16:
Old : 28: 8 5 0 5 11 13 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 : 86.8 80.0 95.7 92.3 86.8 80.0 95.7 92.2
Old : 86.8 80.0 95.7 92.3 86.8 80.0 95.7 92.2
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 with Delta-adjusted Options and Futures Combined, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 15,062: 904 1,309 0 13,827 13,609 14,731 14,918: 331 144
Old : 15,062: 904 1,309 0 13,827 13,609 14,731 14,918: 331 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -576: -397 -733 0 -228 196 -625 -537: 49 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.7 0.0 91.8 90.4 97.8 99.0: 2.2 1.0
Old : 100.0: 6.0 8.7 0.0 91.8 90.4 97.8 99.0: 2.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 4 0 5 12 12 16:
Old : 28: 7 4 0 5 12 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.0 71.3 96.9 89.9 94.0 71.3 96.9 89.9
Old : 94.0 71.3 96.9 89.9 94.0 71.3 96.9 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011