WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 434,641: 75,009 129,506 92,192 233,247 155,652 400,448 377,350: 34,193 57,291
Old : 286,974: 65,368 95,761 47,970 148,776 106,742 262,114 250,472: 24,860 36,502
Other: 147,667: 27,114 51,219 26,749 84,470 48,911 138,333 126,878: 9,333 20,788
: : :
: : Changes in Commitments from: December 6, 2011 :
: 5,590: -1,998 2,680 3,019 2,916 -1,461 3,937 4,238: 1,653 1,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 29.8 21.2 53.7 35.8 92.1 86.8: 7.9 13.2
Old : 100.0: 22.8 33.4 16.7 51.8 37.2 91.3 87.3: 8.7 12.7
Other: 100.0: 18.4 34.7 18.1 57.2 33.1 93.7 85.9: 6.3 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 98 168 159 93 114 293 355:
Old : 389: 107 154 119 78 101 252 311:
Other: 242: 56 78 65 54 88 150 198:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 10.1 35.9 16.0 22.1 8.6 34.2 13.4
Old : 24.9 13.2 35.6 20.3 24.7 11.6 35.3 18.7
Other: 29.1 13.2 45.1 21.8 25.2 9.6 41.0 16.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,544,339: 296,214 156,526 390,674 696,142 735,213 1,383,030 1,282,413: 161,309 261,926
Old : 1,247,543: 275,403 153,364 293,098 540,165 588,707 1,108,667 1,035,169: 138,877 212,375
Other: 296,796: 75,365 57,717 43,022 155,977 146,506 274,364 247,244: 22,432 49,552
: : :
: : Changes in Commitments from: December 6, 2011 :
: 45,053: 9,022 10,833 22,417 15,198 2,680 46,636 35,929: -1,583 9,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 10.1 25.3 45.1 47.6 89.6 83.0: 10.4 17.0
Old : 100.0: 22.1 12.3 23.5 43.3 47.2 88.9 83.0: 11.1 17.0
Other: 100.0: 25.4 19.4 14.5 52.6 49.4 92.4 83.3: 7.6 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 160 197 236 239 319 532 637:
Old : 721: 165 190 208 233 310 506 612:
Other: 463: 75 98 76 98 242 216 378:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 9.4 21.6 14.4 10.6 6.4 16.3 10.2
Old : 13.4 9.0 21.5 14.0 12.0 7.4 18.7 11.8
Other: 25.6 19.8 38.1 28.0 18.3 11.8 26.2 17.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,894: 2,360 2,176 732 8,781 8,942 11,873 11,851: 2,021 2,043
Old : 13,465: 2,424 2,176 611 8,535 8,711 11,570 11,499: 1,895 1,966
Other: 429: 0 64 57 246 231 303 352: 126 77
: : :
: : Changes in Commitments from: December 6, 2011 :
: -145: -129 -307 17 -152 56 -265 -235: 120 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 15.7 5.3 63.2 64.4 85.5 85.3: 14.5 14.7
Old : 100.0: 18.0 16.2 4.5 63.4 64.7 85.9 85.4: 14.1 14.6
Other: 100.0: 0.0 15.0 13.2 57.3 53.8 70.6 82.1: 29.4 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 11 9 4 15 8 27 20:
Old : 36: 11 9 4 15 8 27 20:
Other: 13: 0 4 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 : 40.0 68.2 58.8 77.8 38.5 63.7 55.7 70.7
Old : 41.0 69.9 59.4 79.1 39.9 66.5 57.7 73.7
Other: 62.6 63.2 69.9 80.4 45.1 52.7 46.3 57.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 767,702: 99,015 82,058 262,627 354,076 335,625 715,718 680,311: 51,983 87,391
Old : 680,347: 86,833 91,875 231,620 315,750 283,630 634,202 607,125: 46,145 73,222
Other: 87,355: 29,771 7,771 13,420 38,326 51,995 81,516 73,186: 5,839 14,169
: : :
: : Changes in Commitments from: December 6, 2011 :
: 26,297: 3,003 -5,615 24,557 1,923 13,305 29,484 32,247: -3,187 -5,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 10.7 34.2 46.1 43.7 93.2 88.6: 6.8 11.4
Old : 100.0: 12.8 13.5 34.0 46.4 41.7 93.2 89.2: 6.8 10.8
Other: 100.0: 34.1 8.9 15.4 43.9 59.5 93.3 83.8: 6.7 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 503: 141 157 246 129 150 418 448:
Old : 499: 145 156 231 127 147 405 438:
Other: 244: 58 60 52 53 101 143 186:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 14.7 20.9 22.3 9.0 9.0 14.2 13.2
Old : 13.1 15.0 23.1 22.3 11.0 10.2 17.0 14.8
Other: 34.8 27.3 48.1 42.8 27.9 25.2 38.3 36.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 11,218: 7,109 1,501 448 389 2,137 7,946 4,086: 3,272 7,132
Old : 7,883: 4,627 1,401 421 389 1,464 5,437 3,286: 2,446 4,597
Other: 3,335: 2,507 125 2 0 673 2,509 800: 826 2,535
: : :
: : Changes in Commitments from: December 6, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 13.4 4.0 3.5 19.0 70.8 36.4: 29.2 63.6
Old : 100.0: 58.7 17.8 5.3 4.9 18.6 69.0 41.7: 31.0 58.3
Other: 100.0: 75.2 3.7 0.1 0.0 20.2 75.2 24.0: 24.8 76.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 6 6 1 4 11 16:
Old : 20: 10 6 6 1 4 11 16:
Other: 12: 6 2 1 0 4 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 21.2 65.8 29.7 46.3 21.2 61.2 29.7
Old : 41.9 22.4 62.2 33.1 39.7 22.4 56.8 33.1
Other: 74.2 22.6 75.2 24.0 74.1 22.6 75.2 23.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 363,495: 62,574 72,870 68,737 205,236 185,328 336,547 326,935: 26,948 36,560
Old : 338,536: 62,148 74,786 61,726 191,519 167,281 315,394 303,793: 23,142 34,742
Other: 24,960: 4,441 2,099 2,996 13,718 18,047 21,154 23,142: 3,806 1,818
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,275: 2,809 -973 2,138 -3,903 -1,401 1,044 -236: 231 1,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 20.0 18.9 56.5 51.0 92.6 89.9: 7.4 10.1
Old : 100.0: 18.4 22.1 18.2 56.6 49.4 93.2 89.7: 6.8 10.3
Other: 100.0: 17.8 8.4 12.0 55.0 72.3 84.8 92.7: 15.2 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 65 80 80 69 80 183 210:
Old : 257: 67 86 76 68 79 178 208:
Other: 77: 20 12 19 32 26 61 50:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 20.3 24.0 31.1 11.1 15.0 17.9 21.4
Old : 14.5 19.7 24.9 29.5 11.7 14.6 18.9 21.1
Other: 30.7 43.6 47.5 62.6 21.7 38.4 35.5 51.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 681,946: 57,948 82,291 41,667 435,484 418,524 535,099 542,483: 146,847 139,464
Old : 681,946: 57,948 82,291 41,667 435,484 418,524 535,099 542,483: 146,847 139,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 18,134: -1,830 -5,323 4,187 14,465 19,359 16,822 18,223: 1,312 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.1 6.1 63.9 61.4 78.5 79.5: 21.5 20.5
Old : 100.0: 8.5 12.1 6.1 63.9 61.4 78.5 79.5: 21.5 20.5
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 : 143: 25 26 30 82 72 125 110:
Old : 143: 25 26 30 82 72 125 110:
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 : 23.1 21.1 32.3 33.9 22.1 19.7 27.5 28.6
Old : 23.1 21.1 32.3 33.9 22.1 19.7 27.5 28.6
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 381,700: 54,858 32,949 1,183 262,726 303,939 318,767 338,071: 62,933 43,629
Old : 381,700: 54,858 32,949 1,183 262,726 303,939 318,767 338,071: 62,933 43,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -24,141: 3,158 -3,716 -5,674 -21,340 -18,022 -23,856 -27,412: -285 3,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 8.6 0.3 68.8 79.6 83.5 88.6: 16.5 11.4
Old : 100.0: 14.4 8.6 0.3 68.8 79.6 83.5 88.6: 16.5 11.4
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 : 69: 6 6 3 42 40 50 47:
Old : 69: 6 6 3 42 40 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 49.7 43.2 62.3 21.6 48.6 37.2 59.4
Old : 25.5 49.7 43.2 62.3 21.6 48.6 37.2 59.4
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,138: 1,217 1,192 964 7,305 7,414 9,486 9,570: 652 568
Old : 10,138: 1,217 1,192 964 7,305 7,414 9,486 9,570: 652 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 66: 50 -148 178 -170 29 58 59: 8 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.8 9.5 72.1 73.1 93.6 94.4: 6.4 5.6
Old : 100.0: 12.0 11.8 9.5 72.1 73.1 93.6 94.4: 6.4 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 3 5 19 20 30 26:
Old : 35: 9 3 5 19 20 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 48.0 64.9 72.4 27.3 24.0 35.9 36.9
Old : 46.9 48.0 64.9 72.4 27.3 24.0 35.9 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 234,500: 29,947 63,869 40,394 130,392 95,470 200,733 199,733: 33,767 34,767
Old : 205,560: 28,530 62,660 30,688 116,078 80,378 175,296 173,726: 30,264 31,834
Other: 28,940: 4,000 3,791 7,124 14,313 15,092 25,437 26,007: 3,503 2,933
: : :
: : Changes in Commitments from: December 6, 2011 :
: 6,823: 1,640 1,372 1,918 3,445 3,739 7,002 7,029: -180 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 27.2 17.2 55.6 40.7 85.6 85.2: 14.4 14.8
Old : 100.0: 13.9 30.5 14.9 56.5 39.1 85.3 84.5: 14.7 15.5
Other: 100.0: 13.8 13.1 24.6 49.5 52.1 87.9 89.9: 12.1 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 34 66 57 71 67 147 164:
Old : 202: 35 73 51 71 66 145 158:
Other: 77: 15 18 20 34 19 59 49:
:----------------------------------------------------------------------------------------------------
: 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 20.5 31.6 30.1 14.3 12.6 20.1 19.4
Old : 22.1 20.1 32.2 29.1 16.2 12.5 22.3 20.1
Other: 36.2 41.1 53.3 55.5 32.3 32.8 42.8 42.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,644: 2,794 5,202 3,704 9,831 8,016 16,329 16,922: 3,316 2,722
Old : 19,457: 2,779 5,195 3,699 9,752 7,852 16,230 16,746: 3,228 2,711
Other: 187: 17 9 3 79 164 99 176: 88 11
: : :
: : Changes in Commitments from: December 6, 2011 :
: -22: -168 167 65 219 -611 116 -378: -138 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 26.5 18.9 50.0 40.8 83.1 86.1: 16.9 13.9
Old : 100.0: 14.3 26.7 19.0 50.1 40.4 83.4 86.1: 16.6 13.9
Other: 100.0: 9.1 4.8 1.6 42.2 87.7 52.9 94.1: 47.1 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 25 28 20 25 19 64 59:
Old : 89: 24 29 20 25 19 64 59:
Other: 12: 3 1 2 2 5 7 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 27.1 37.6 38.8 25.2 20.7 37.4 30.3
Old : 25.5 26.8 38.0 38.5 25.5 20.3 37.8 30.3
Other: 50.8 84.0 52.9 94.1 50.8 84.0 51.3 92.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 740,340: 212,864 116,136 29,347 393,742 492,726 635,952 638,209: 104,388 102,131
Old : 740,340: 212,864 116,136 29,347 393,742 492,726 635,952 638,209: 104,388 102,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 64,491: 49,312 2,338 21,866 -8,536 42,387 62,643 66,591: 1,848 -2,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 15.7 4.0 53.2 66.6 85.9 86.2: 14.1 13.8
Old : 100.0: 28.8 15.7 4.0 53.2 66.6 85.9 86.2: 14.1 13.8
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 : 208: 39 41 24 83 103 140 150:
Old : 208: 39 41 24 83 103 140 150:
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 : 27.3 20.4 39.4 28.3 26.3 16.9 37.2 24.6
Old : 27.3 20.4 39.4 28.3 26.3 16.9 37.2 24.6
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,714,868: 208,637 188,629 146,616 1,050,818 1,079,765 1,406,072 1,415,011: 308,796 299,857
Old : 1,714,868: 208,637 188,629 146,616 1,050,818 1,079,765 1,406,072 1,415,011: 308,796 299,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 79,594: 12,711 479 7,374 41,515 71,874 61,599 79,728: 17,995 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.0 8.5 61.3 63.0 82.0 82.5: 18.0 17.5
Old : 100.0: 12.2 11.0 8.5 61.3 63.0 82.0 82.5: 18.0 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 : 237: 37 53 61 119 128 191 207:
Old : 237: 37 53 61 119 128 191 207:
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 : 21.3 19.4 30.7 26.5 19.6 14.0 27.0 20.6
Old : 21.3 19.4 30.7 26.5 19.6 14.0 27.0 20.6
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,448,658: 364,464 124,171 79,815 764,451 1,029,108 1,208,730 1,233,094: 239,928 215,564
Old : 1,448,658: 364,464 124,171 79,815 764,451 1,029,108 1,208,730 1,233,094: 239,928 215,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 109,515: 22,281 15,763 23,444 41,027 82,441 86,752 121,649: 22,763 -12,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 8.6 5.5 52.8 71.0 83.4 85.1: 16.6 14.9
Old : 100.0: 25.2 8.6 5.5 52.8 71.0 83.4 85.1: 16.6 14.9
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 : 173: 32 21 30 81 104 126 142:
Old : 173: 32 21 30 81 104 126 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 19.8 41.2 30.3 27.8 18.0 37.2 25.3
Old : 30.4 19.8 41.2 30.3 27.8 18.0 37.2 25.3
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 717,354: 85,278 64,443 200,125 399,776 411,475 685,178 676,043: 32,176 41,311
Old : 717,354: 85,278 64,443 200,125 399,776 411,475 685,178 676,043: 32,176 41,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 14,844: 4,142 4,377 4,133 5,380 10,489 13,654 18,998: 1,190 -4,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 9.0 27.9 55.7 57.4 95.5 94.2: 4.5 5.8
Old : 100.0: 11.9 9.0 27.9 55.7 57.4 95.5 94.2: 4.5 5.8
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 : 115: 21 24 36 58 60 97 105:
Old : 115: 21 24 36 58 60 97 105:
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 : 35.8 29.0 52.1 45.9 27.1 21.7 32.6 30.9
Old : 35.8 29.0 52.1 45.9 27.1 21.7 32.6 30.9
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 107,998: 12,735 3,183 11,171 74,978 85,019 98,884 99,373: 9,115 8,626
Old : 107,998: 12,735 3,183 11,171 74,978 85,019 98,884 99,373: 9,115 8,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 39,307: 1,476 634 6,391 30,219 31,559 38,086 38,584: 1,221 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.9 10.3 69.4 78.7 91.6 92.0: 8.4 8.0
Old : 100.0: 11.8 2.9 10.3 69.4 78.7 91.6 92.0: 8.4 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 22 17 21 46 41 83 68:
Old : 101: 22 17 21 46 41 83 68:
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 45.7 47.3 63.1 15.0 27.5 23.8 35.3
Old : 34.8 45.7 47.3 63.1 15.0 27.5 23.8 35.3
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 26,843: 3,228 761 3,961 17,898 19,151 25,087 23,873: 1,757 2,970
Old : 26,843: 3,228 761 3,961 17,898 19,151 25,087 23,873: 1,757 2,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 8,096: 221 -495 3,521 4,256 4,783 7,998 7,809: 98 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.8 14.8 66.7 71.3 93.5 88.9: 6.5 11.1
Old : 100.0: 12.0 2.8 14.8 66.7 71.3 93.5 88.9: 6.5 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 : 25: 7 2 7 13 13 21 21:
Old : 25: 7 2 7 13 13 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 59.4 75.5 75.4 44.4 51.6 57.4 59.1
Old : 53.3 59.4 75.5 75.4 44.4 51.6 57.4 59.1
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 162,310: 25,666 11,494 7,769 114,160 131,736 147,594 150,999: 14,716 11,312
Old : 162,310: 25,666 11,494 7,769 114,160 131,736 147,594 150,999: 14,716 11,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 62,421: 2,134 1,884 6,115 51,926 53,552 60,175 61,550: 2,246 871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.1 4.8 70.3 81.2 90.9 93.0: 9.1 7.0
Old : 100.0: 15.8 7.1 4.8 70.3 81.2 90.9 93.0: 9.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 23 18 21 41 36 77 63:
Old : 98: 23 18 21 41 36 77 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 48.7 51.9 63.2 18.0 31.4 28.7 41.1
Old : 40.0 48.7 51.9 63.2 18.0 31.4 28.7 41.1
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,944: 7,459 15,589 1,345 8,004 0 16,808 16,934: 136 10
Old : 16,944: 7,459 15,589 1,345 8,004 0 16,808 16,934: 136 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 62: 53 -219 280 -219 0 114 61: -52 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 92.0 7.9 47.2 0.0 99.2 99.9: 0.8 0.1
Old : 100.0: 44.0 92.0 7.9 47.2 0.0 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 13 5 3 0 18 14:
Old : 27: 11 13 5 3 0 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 79.5 92.1 94.4 70.1 73.7 87.5 87.0
Old : 70.6 79.5 92.1 94.4 70.1 73.7 87.5 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,784: 1,208 2,302 336 9,160 8,268 10,704 10,906: 1,080 878
Old : 11,784: 1,208 2,302 336 9,160 8,268 10,704 10,906: 1,080 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 757: 42 1,075 -420 324 -668 -54 -13: 811 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 19.5 2.9 77.7 70.2 90.8 92.5: 9.2 7.5
Old : 100.0: 10.3 19.5 2.9 77.7 70.2 90.8 92.5: 9.2 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 6 1 6 11 13 17:
Old : 28: 6 6 1 6 11 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 68.4 87.9 85.1 77.1 68.4 86.1 82.2
Old : 77.1 68.4 87.9 85.1 77.1 68.4 86.1 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,300: 842 909 969 12,105 12,213 13,916 14,091: 384 209
Old : 14,300: 842 909 969 12,105 12,213 13,916 14,091: 384 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 531: -4 -417 969 -410 -33 555 519: -24 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.4 6.8 84.7 85.4 97.3 98.5: 2.7 1.5
Old : 100.0: 5.9 6.4 6.8 84.7 85.4 97.3 98.5: 2.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 6 2 7 12 14 19:
Old : 30: 6 6 2 7 12 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.3 67.1 94.8 85.6 84.9 65.7 87.9 79.1
Old : 87.3 67.1 94.8 85.6 84.9 65.7 87.9 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011