WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 416,371: 70,050 123,572 77,397 234,375 156,461 381,822 357,430: 34,549 58,941
Old : 283,361: 59,396 93,780 38,645 159,523 110,261 257,564 242,687: 25,797 40,674
Other: 133,010: 25,330 44,468 24,076 74,852 46,200 124,258 114,743: 8,752 18,267
: : :
: : Changes in Commitments from: November 22, 2011 :
: -98,385: -954 -5,183 -52,610 -41,107 -36,057 -94,670 -93,849: -3,714 -4,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 29.7 18.6 56.3 37.6 91.7 85.8: 8.3 14.2
Old : 100.0: 21.0 33.1 13.6 56.3 38.9 90.9 85.6: 9.1 14.4
Other: 100.0: 19.0 33.4 18.1 56.3 34.7 93.4 86.3: 6.6 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 88 163 139 94 112 272 331:
Old : 366: 92 147 105 84 100 237 295:
Other: 236: 51 78 65 50 90 141 198:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 11.1 36.2 17.3 22.4 9.3 35.0 14.6
Old : 25.8 14.1 37.9 22.0 25.6 12.8 37.4 20.4
Other: 31.5 13.4 45.9 22.2 28.7 9.4 42.6 16.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,479,265: 285,786 126,123 337,381 699,928 773,098 1,323,095 1,236,602: 156,170 242,663
Old : 1,207,482: 261,725 114,256 260,830 548,581 632,868 1,071,136 1,007,955: 136,346 199,527
Other: 271,783: 62,484 50,290 38,128 151,347 140,230 251,960 228,648: 19,824 43,136
: : :
: : Changes in Commitments from: November 22, 2011 :
: -418,212: -10,292 2,663 -247,578 -143,437 -147,080 -401,308 -391,995: -16,904 -26,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 8.5 22.8 47.3 52.3 89.4 83.6: 10.6 16.4
Old : 100.0: 21.7 9.5 21.6 45.4 52.4 88.7 83.5: 11.3 16.5
Other: 100.0: 23.0 18.5 14.0 55.7 51.6 92.7 84.1: 7.3 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 718: 166 166 232 257 331 544 628:
Old : 709: 183 154 206 250 323 518 605:
Other: 470: 68 104 67 95 251 200 389:
:----------------------------------------------------------------------------------------------------
: 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 10.9 22.4 16.3 11.2 7.5 17.1 11.5
Old : 13.9 10.1 22.2 15.6 12.5 8.2 19.5 12.7
Other: 28.3 21.9 41.4 29.1 20.1 12.3 29.6 17.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 15,064: 2,469 2,613 793 9,687 9,369 12,949 12,776: 2,115 2,288
Old : 14,650: 2,516 2,595 676 9,447 9,155 12,640 12,426: 2,011 2,224
Other: 414: 1 66 69 239 215 310 350: 104 64
: : :
: : Changes in Commitments from: November 22, 2011 :
: -4,821: 295 -138 -2,405 -2,344 -2,291 -4,454 -4,835: -368 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 17.3 5.3 64.3 62.2 86.0 84.8: 14.0 15.2
Old : 100.0: 17.2 17.7 4.6 64.5 62.5 86.3 84.8: 13.7 15.2
Other: 100.0: 0.3 15.9 16.7 57.9 51.9 74.9 84.6: 25.1 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 12 4 15 8 29 22:
Old : 40: 12 12 4 15 8 29 22:
Other: 13: 2 2 3 6 6 9 10:
:----------------------------------------------------------------------------------------------------
: 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 : 38.8 66.0 57.6 76.0 36.9 57.5 52.7 64.9
Old : 38.5 67.3 57.8 77.0 38.2 59.9 54.4 67.4
Other: 62.1 64.0 73.7 81.2 47.3 54.4 49.0 58.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 720,395: 95,729 86,120 230,060 339,425 312,271 665,215 628,451: 55,181 91,945
Old : 644,108: 86,537 94,294 202,940 304,347 267,652 593,824 564,887: 50,284 79,222
Other: 76,287: 26,131 8,765 10,180 35,078 44,619 71,390 63,564: 4,897 12,723
: : :
: : Changes in Commitments from: November 22, 2011 :
: -1,415: -287 -1,963 -1,134 -7,258 -1,828 -8,680 -4,925: 7,265 3,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.0 31.9 47.1 43.3 92.3 87.2: 7.7 12.8
Old : 100.0: 13.4 14.6 31.5 47.3 41.6 92.2 87.7: 7.8 12.3
Other: 100.0: 34.3 11.5 13.3 46.0 58.5 93.6 83.3: 6.4 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 129 153 204 134 156 389 412:
Old : 474: 129 157 190 132 152 374 402:
Other: 234: 54 49 37 49 107 128 172:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 14.9 21.7 22.1 9.8 10.0 15.5 14.5
Old : 13.9 15.3 23.6 22.6 11.2 11.6 18.1 16.0
Other: 36.0 25.1 49.2 40.6 26.4 21.2 36.8 33.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 367,164: 57,519 75,878 71,417 207,558 181,045 336,494 328,340: 30,670 38,824
Old : 345,456: 57,015 77,304 65,693 194,855 164,961 317,563 307,959: 27,893 37,497
Other: 21,708: 3,310 1,380 2,917 12,704 16,084 18,931 20,381: 2,777 1,327
: : :
: : Changes in Commitments from: November 22, 2011 :
: -18,658: 7,287 5,133 -13,030 -14,667 -13,932 -20,410 -21,828: 1,752 3,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 20.7 19.5 56.5 49.3 91.6 89.4: 8.4 10.6
Old : 100.0: 16.5 22.4 19.0 56.4 47.8 91.9 89.1: 8.1 10.9
Other: 100.0: 15.2 6.4 13.4 58.5 74.1 87.2 93.9: 12.8 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 68 87 87 74 79 193 225:
Old : 271: 66 96 85 72 77 188 223:
Other: 73: 21 11 18 30 25 58 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 20.9 25.7 30.9 11.1 16.5 19.3 23.8
Old : 15.9 20.3 25.9 29.7 11.7 16.0 20.4 23.5
Other: 33.2 45.8 49.5 63.7 22.3 36.3 35.2 50.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 731,641: 61,357 90,220 52,024 463,992 450,372 577,372 592,616: 154,269 139,025
Old : 731,641: 61,357 90,220 52,024 463,992 450,372 577,372 592,616: 154,269 139,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -79,166: 3,379 397 -41,195 -24,702 -26,759 -62,517 -67,557: -16,649 -11,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 12.3 7.1 63.4 61.6 78.9 81.0: 21.1 19.0
Old : 100.0: 8.4 12.3 7.1 63.4 61.6 78.9 81.0: 21.1 19.0
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 : 142: 25 22 27 83 77 122 112:
Old : 142: 25 22 27 83 77 122 112:
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 : 20.7 25.2 30.3 36.2 19.8 20.9 26.2 29.7
Old : 20.7 25.2 30.3 36.2 19.8 20.9 26.2 29.7
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 29, 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 : 405,812: 54,428 31,992 7,362 275,665 321,324 337,456 360,678: 68,357 45,134
Old : 405,812: 54,428 31,992 7,362 275,665 321,324 337,456 360,678: 68,357 45,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -5,540: -3,758 157 2,199 -3,362 -6,643 -4,921 -4,288: -619 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 7.9 1.8 67.9 79.2 83.2 88.9: 16.8 11.1
Old : 100.0: 13.4 7.9 1.8 67.9 79.2 83.2 88.9: 16.8 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 : 72: 9 5 5 46 40 58 47:
Old : 72: 9 5 5 46 40 58 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 46.3 41.1 60.3 20.3 46.0 35.7 58.3
Old : 24.1 46.3 41.1 60.3 20.3 46.0 35.7 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, November 29, 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 : 10,144: 1,061 1,509 658 7,769 7,377 9,488 9,544: 656 600
Old : 10,144: 1,061 1,509 658 7,769 7,377 9,488 9,544: 656 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -164: 4 354 -314 255 -97 -55 -57: -109 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.9 6.5 76.6 72.7 93.5 94.1: 6.5 5.9
Old : 100.0: 10.5 14.9 6.5 76.6 72.7 93.5 94.1: 6.5 5.9
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 : 35: 7 3 5 20 22 30 27:
Old : 35: 7 3 5 20 22 30 27:
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 : 48.0 44.3 66.7 69.4 27.4 26.2 36.4 37.9
Old : 48.0 44.3 66.7 69.4 27.4 26.2 36.4 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 228,919: 29,936 59,711 38,760 124,556 92,296 193,252 190,767: 35,667 38,152
Old : 203,543: 29,691 58,298 30,154 111,307 79,772 171,152 168,224: 32,391 35,319
Other: 25,376: 2,318 3,486 6,533 13,248 12,524 22,099 22,543: 3,276 2,832
: : :
: : Changes in Commitments from: November 22, 2011 :
: -16,673: 1,921 -1,156 -8,883 -9,784 -8,464 -16,746 -18,503: 73 1,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 26.1 16.9 54.4 40.3 84.4 83.3: 15.6 16.7
Old : 100.0: 14.6 28.6 14.8 54.7 39.2 84.1 82.6: 15.9 17.4
Other: 100.0: 9.1 13.7 25.7 52.2 49.4 87.1 88.8: 12.9 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 38 69 55 71 61 149 158:
Old : 202: 42 72 51 70 60 148 153:
Other: 71: 8 20 20 34 19 55 48:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 20.1 31.4 29.6 17.5 15.7 24.3 21.9
Old : 23.0 19.9 31.6 28.8 19.3 16.1 25.8 23.1
Other: 40.8 40.6 59.3 54.3 37.2 32.5 46.1 41.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 19,846: 2,713 5,089 3,652 9,729 8,901 16,094 17,642: 3,752 2,204
Old : 19,660: 2,703 5,087 3,649 9,651 8,735 16,003 17,471: 3,657 2,189
Other: 186: 10 2 3 78 166 91 171: 95 15
: : :
: : Changes in Commitments from: November 22, 2011 :
: 418: -91 730 454 2 -594 365 590: 53 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 25.6 18.4 49.0 44.9 81.1 88.9: 18.9 11.1
Old : 100.0: 13.7 25.9 18.6 49.1 44.4 81.4 88.9: 18.6 11.1
Other: 100.0: 5.4 1.1 1.6 41.9 89.2 48.9 91.9: 51.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 23 30 19 25 17 59 59:
Old : 88: 23 30 19 25 17 59 59:
Other: 11: 2 1 2 1 6 5 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 : 24.3 30.8 36.8 41.4 24.3 24.2 36.2 33.2
Old : 24.5 30.4 37.2 41.1 24.5 23.9 36.6 33.2
Other: 48.4 83.9 48.9 91.9 47.3 83.9 47.3 90.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 746,732: 185,157 145,301 23,048 426,713 476,764 634,919 645,114: 111,812 101,618
Old : 746,732: 185,157 145,301 23,048 426,713 476,764 634,919 645,114: 111,812 101,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -62,072: -878 -16,666 -20,936 -43,501 -11,915 -65,314 -49,517: 3,242 -12,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 19.5 3.1 57.1 63.8 85.0 86.4: 15.0 13.6
Old : 100.0: 24.8 19.5 3.1 57.1 63.8 85.0 86.4: 15.0 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 : 203: 41 38 22 82 103 138 148:
Old : 203: 41 38 22 82 103 138 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 19.0 39.5 29.1 26.9 14.2 34.5 21.9
Old : 27.6 19.0 39.5 29.1 26.9 14.2 34.5 21.9
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 29, 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 : 1,769,548: 209,281 194,818 154,464 1,101,804 1,107,273 1,465,549 1,456,555: 303,999 312,993
Old : 1,769,548: 209,281 194,818 154,464 1,101,804 1,107,273 1,465,549 1,456,555: 303,999 312,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -121,855: -1,104 -22,931 -68,261 -36,693 -13,941 -106,058 -105,133: -15,797 -16,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.0 8.7 62.3 62.6 82.8 82.3: 17.2 17.7
Old : 100.0: 11.8 11.0 8.7 62.3 62.6 82.8 82.3: 17.2 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 : 225: 34 47 51 114 129 178 197:
Old : 225: 34 47 51 114 129 178 197:
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 : 22.3 17.6 33.6 26.0 18.4 12.0 26.3 18.0
Old : 22.3 17.6 33.6 26.0 18.4 12.0 26.3 18.0
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 29, 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 : 1,425,692: 398,859 116,066 46,007 758,057 1,012,656 1,202,923 1,174,729: 222,769 250,962
Old : 1,425,692: 398,859 116,066 46,007 758,057 1,012,656 1,202,923 1,174,729: 222,769 250,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -13,068: -11,997 -15,849 -52,074 48,808 40,254 -15,263 -27,668: 2,195 14,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.1 3.2 53.2 71.0 84.4 82.4: 15.6 17.6
Old : 100.0: 28.0 8.1 3.2 53.2 71.0 84.4 82.4: 15.6 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 27 22 26 85 109 126 143:
Old : 172: 27 22 26 85 109 126 143:
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 : 27.6 21.6 39.7 31.2 24.6 17.5 33.9 24.8
Old : 27.6 21.6 39.7 31.2 24.6 17.5 33.9 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 784,793: 90,549 66,637 233,634 427,086 440,173 751,269 740,444: 33,523 44,349
Old : 784,793: 90,549 66,637 233,634 427,086 440,173 751,269 740,444: 33,523 44,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 15,948: 14,397 4,432 -1,527 8,352 15,929 21,223 18,835: -5,276 -2,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 8.5 29.8 54.4 56.1 95.7 94.3: 4.3 5.7
Old : 100.0: 11.5 8.5 29.8 54.4 56.1 95.7 94.3: 4.3 5.7
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 : 125: 31 23 41 58 64 103 115:
Old : 125: 31 23 41 58 64 103 115:
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 : 37.0 28.8 52.6 44.8 27.4 21.8 32.7 30.0
Old : 37.0 28.8 52.6 44.8 27.4 21.8 32.7 30.0
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, November 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 61,536: 8,287 4,661 4,819 41,277 44,761 54,383 54,240: 7,153 7,295
Old : 61,536: 8,287 4,661 4,819 41,277 44,761 54,383 54,240: 7,153 7,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -2,106: 60 561 -377 -998 -2,858 -1,315 -2,674: -790 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 7.6 7.8 67.1 72.7 88.4 88.1: 11.6 11.9
Old : 100.0: 13.5 7.6 7.8 67.1 72.7 88.4 88.1: 11.6 11.9
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 : 86: 21 12 10 36 31 63 47:
Old : 86: 21 12 10 36 31 63 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 40.7 40.1 56.5 22.2 33.1 34.1 45.1
Old : 26.5 40.7 40.1 56.5 22.2 33.1 34.1 45.1
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, November 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 17,715: 3,029 1,236 425 12,642 13,387 16,097 15,048: 1,618 2,667
Old : 17,715: 3,029 1,236 425 12,642 13,387 16,097 15,048: 1,618 2,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 28: 11 18 -0 0 -5 11 13: 17 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.0 2.4 71.4 75.6 90.9 84.9: 9.1 15.1
Old : 100.0: 17.1 7.0 2.4 71.4 75.6 90.9 84.9: 9.1 15.1
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 : 20: 4 2 3 8 8 12 13:
Old : 20: 4 2 3 8 8 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 66.8 82.5 81.9 58.9 66.8 78.7 81.0
Old : 60.8 66.8 82.5 81.9 58.9 66.8 78.7 81.0
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, November 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 87,642: 17,787 14,121 1,516 57,271 62,747 76,573 78,384: 11,068 9,257
Old : 87,642: 17,787 14,121 1,516 57,271 62,747 76,573 78,384: 11,068 9,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -4,266: 283 1,272 -939 -1,995 -5,706 -2,652 -5,373: -1,614 1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.1 1.7 65.3 71.6 87.4 89.4: 12.6 10.6
Old : 100.0: 20.3 16.1 1.7 65.3 71.6 87.4 89.4: 12.6 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 : 84: 20 12 8 33 27 59 41:
Old : 84: 20 12 8 33 27 59 41:
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 42.5 39.2 57.4 24.6 42.1 39.2 53.9
Old : 24.6 42.5 39.2 57.4 24.6 42.1 39.2 53.9
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, November 29, 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 : 15,942: 6,349 15,317 616 8,781 0 15,746 15,933: 196 9
Old : 15,942: 6,349 15,317 616 8,781 0 15,746 15,933: 196 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -98: -182 -199 100 -16 0 -98 -99: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 96.1 3.9 55.1 0.0 98.8 99.9: 1.2 0.1
Old : 100.0: 39.8 96.1 3.9 55.1 0.0 98.8 99.9: 1.2 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: 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 : 73.9 83.7 93.1 96.3 73.9 79.9 90.9 92.5
Old : 73.9 83.7 93.1 96.3 73.9 79.9 90.9 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, November 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,637: 2,767 1,105 287 8,311 10,109 11,365 11,501: 272 136
Old : 11,637: 2,767 1,105 287 8,311 10,109 11,365 11,501: 272 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 855: 619 396 287 -56 174 850 857: 5 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 9.5 2.5 71.4 86.9 97.7 98.8: 2.3 1.2
Old : 100.0: 23.8 9.5 2.5 71.4 86.9 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 1 5 11 13 17:
Old : 28: 8 5 1 5 11 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.0 74.3 95.7 90.8 80.6 74.3 93.2 90.1
Old : 83.0 74.3 95.7 90.8 80.6 74.3 93.2 90.1
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 29, 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 : 15,572: 752 1,568 595 13,830 13,209 15,177 15,372: 395 200
Old : 15,572: 752 1,568 595 13,830 13,209 15,177 15,372: 395 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 544: 31 26 595 -164 -132 462 489: 82 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.1 3.8 88.8 84.8 97.5 98.7: 2.5 1.3
Old : 100.0: 4.8 10.1 3.8 88.8 84.8 97.5 98.7: 2.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 6 1 5 13 12 19:
Old : 30: 6 6 1 5 13 12 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 : 91.9 68.6 96.5 87.6 90.8 64.8 93.0 83.7
Old : 91.9 68.6 96.5 87.6 90.8 64.8 93.0 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011