WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 444,998: 73,701 129,223 98,138 237,220 159,134 409,059 386,495: 35,939 58,503
Old : 294,225: 64,804 96,174 52,982 150,092 108,701 267,878 257,858: 26,347 36,367
Other: 150,773: 26,085 50,238 27,967 87,128 50,432 141,181 128,637: 9,592 22,136
: : :
: : Changes in Commitments from: December 13, 2011 :
: 10,357: -1,308 -283 5,946 3,974 3,482 8,611 9,145: 1,746 1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 29.0 22.1 53.3 35.8 91.9 86.9: 8.1 13.1
Old : 100.0: 22.0 32.7 18.0 51.0 36.9 91.0 87.6: 9.0 12.4
Other: 100.0: 17.3 33.3 18.5 57.8 33.4 93.6 85.3: 6.4 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 102 161 162 95 111 297 349:
Old : 383: 113 146 123 82 98 262 303:
Other: 243: 55 83 68 54 87 149 204:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 10.1 35.1 15.9 21.7 8.6 33.1 13.3
Old : 24.3 13.4 34.0 20.4 24.1 11.6 33.2 18.4
Other: 30.9 11.6 46.5 20.0 27.4 8.6 42.8 15.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 1,568,094: 293,238 159,254 415,894 693,812 727,001 1,402,944 1,302,149: 165,150 265,945
Old : 1,260,615: 270,883 156,783 313,203 535,035 577,315 1,119,121 1,047,301: 141,493 213,314
Other: 307,479: 78,286 58,402 46,760 158,777 149,685 283,823 254,848: 23,657 52,632
: : :
: : Changes in Commitments from: December 13, 2011 :
: 23,755: -2,976 2,728 25,220 -2,330 -8,212 19,914 19,736: 3,841 4,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.2 26.5 44.2 46.4 89.5 83.0: 10.5 17.0
Old : 100.0: 21.5 12.4 24.8 42.4 45.8 88.8 83.1: 11.2 16.9
Other: 100.0: 25.5 19.0 15.2 51.6 48.7 92.3 82.9: 7.7 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 147 208 243 246 314 538 634:
Old : 712: 144 208 216 241 306 512 612:
Other: 463: 78 96 81 102 244 221 385:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 9.1 20.4 14.2 10.4 6.3 15.4 10.2
Old : 12.4 9.3 20.3 14.3 11.7 7.7 17.5 12.0
Other: 24.7 18.3 36.5 26.7 17.8 11.4 26.0 18.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 13,930: 2,194 2,081 790 8,977 9,034 11,961 11,906: 1,969 2,025
Old : 13,499: 2,256 2,081 669 8,735 8,796 11,660 11,546: 1,839 1,953
Other: 431: 0 62 59 242 238 301 360: 130 72
: : :
: : Changes in Commitments from: December 13, 2011 :
: 37: -166 -95 59 196 92 89 55: -52 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.9 5.7 64.4 64.9 85.9 85.5: 14.1 14.5
Old : 100.0: 16.7 15.4 5.0 64.7 65.2 86.4 85.5: 13.6 14.5
Other: 100.0: 0.0 14.5 13.7 56.1 55.2 69.8 83.4: 30.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 8 5 16 8 29 21:
Old : 38: 13 8 5 16 7 29 20:
Other: 15: 0 5 4 6 7 10 12:
:----------------------------------------------------------------------------------------------------
: 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 : 40.5 69.3 57.8 77.7 39.0 64.7 54.8 70.6
Old : 41.5 70.9 58.6 78.9 40.4 67.5 56.6 73.6
Other: 61.5 61.2 68.8 80.1 44.2 50.5 45.3 58.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 739,312: 95,077 74,929 257,004 334,944 324,518 687,026 656,452: 52,286 82,860
Old : 649,413: 83,343 83,760 224,533 295,456 272,869 603,332 581,161: 46,082 68,252
Other: 89,899: 29,149 8,584 15,057 39,488 51,649 83,694 75,290: 6,205 14,608
: : :
: : Changes in Commitments from: December 13, 2011 :
: -28,390: -3,938 -7,130 -5,623 -19,132 -11,107 -28,693 -23,859: 303 -4,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 10.1 34.8 45.3 43.9 92.9 88.8: 7.1 11.2
Old : 100.0: 12.8 12.9 34.6 45.5 42.0 92.9 89.5: 7.1 10.5
Other: 100.0: 32.4 9.5 16.7 43.9 57.5 93.1 83.8: 6.9 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 494: 136 153 238 133 156 414 441:
Old : 490: 145 147 223 129 151 399 429:
Other: 249: 54 65 54 56 107 141 199:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 14.5 20.3 22.0 9.5 9.2 15.1 13.2
Old : 13.0 14.6 22.6 22.1 11.0 10.2 17.6 15.1
Other: 33.7 27.5 46.7 41.8 26.9 25.1 37.4 33.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 354,317: 62,359 74,314 71,421 192,284 175,070 326,064 320,806: 28,252 33,511
Old : 327,672: 62,586 77,058 63,176 178,103 156,029 303,865 296,263: 23,807 31,409
Other: 26,645: 4,756 2,239 3,263 14,181 19,041 22,200 24,543: 4,445 2,102
: : :
: : Changes in Commitments from: December 13, 2011 :
: -9,179: -215 1,444 2,684 -12,952 -10,258 -10,483 -6,130: 1,304 -3,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 21.0 20.2 54.3 49.4 92.0 90.5: 8.0 9.5
Old : 100.0: 19.1 23.5 19.3 54.4 47.6 92.7 90.4: 7.3 9.6
Other: 100.0: 17.8 8.4 12.2 53.2 71.5 83.3 92.1: 16.7 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 66 78 80 67 74 180 206:
Old : 254: 67 86 77 67 74 176 206:
Other: 76: 23 10 18 33 25 64 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 : 14.7 18.1 24.8 29.1 11.0 12.9 17.7 19.8
Old : 15.7 17.4 25.6 27.3 11.6 12.6 18.8 19.4
Other: 29.8 41.7 46.5 62.9 22.2 38.1 35.2 51.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 703,470: 58,645 87,920 51,305 447,737 435,715 557,686 574,940: 145,784 128,530
Old : 703,470: 58,645 87,920 51,305 447,737 435,715 557,686 574,940: 145,784 128,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 21,524: 697 5,629 9,637 12,252 17,191 22,586 32,457: -1,063 -10,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 12.5 7.3 63.6 61.9 79.3 81.7: 20.7 18.3
Old : 100.0: 8.3 12.5 7.3 63.6 61.9 79.3 81.7: 20.7 18.3
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 : 154: 28 28 37 86 78 134 123:
Old : 154: 28 28 37 86 78 134 123:
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 : 22.0 21.4 31.5 32.7 21.1 20.1 26.9 28.5
Old : 22.0 21.4 31.5 32.7 21.1 20.1 26.9 28.5
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 20, 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 : 367,791: 59,028 34,745 1,197 244,798 289,742 305,023 325,684: 62,768 42,107
Old : 367,791: 59,028 34,745 1,197 244,798 289,742 305,023 325,684: 62,768 42,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -13,909: 4,170 1,796 14 -17,928 -14,197 -13,744 -12,387: -165 -1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.4 0.3 66.6 78.8 82.9 88.6: 17.1 11.4
Old : 100.0: 16.0 9.4 0.3 66.6 78.8 82.9 88.6: 17.1 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 : 68: 7 7 4 43 37 53 45:
Old : 68: 7 7 4 43 37 53 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 : 25.2 50.1 43.8 62.8 20.8 49.5 38.3 61.2
Old : 25.2 50.1 43.8 62.8 20.8 49.5 38.3 61.2
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 20, 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 : 9,872: 1,134 1,219 934 7,164 7,200 9,232 9,353: 640 519
Old : 9,872: 1,134 1,219 934 7,164 7,200 9,232 9,353: 640 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -266: -83 27 -30 -141 -214 -254 -217: -12 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.3 9.5 72.6 72.9 93.5 94.7: 6.5 5.3
Old : 100.0: 11.5 12.3 9.5 72.6 72.9 93.5 94.7: 6.5 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 3 5 20 20 29 26:
Old : 33: 7 3 5 20 20 29 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 : 48.7 52.0 65.5 74.3 24.9 23.7 34.8 36.2
Old : 48.7 52.0 65.5 74.3 24.9 23.7 34.8 36.2
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 20, 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 : 226,453: 28,483 55,470 40,895 125,092 97,440 194,470 193,806: 31,984 32,648
Old : 197,260: 27,539 55,098 30,427 110,982 82,900 168,948 168,424: 28,312 28,836
Other: 29,193: 3,503 2,931 7,909 14,110 14,541 25,522 25,381: 3,671 3,812
: : :
: : Changes in Commitments from: December 13, 2011 :
: -8,047: -1,464 -8,399 501 -5,300 1,970 -6,264 -5,927: -1,784 -2,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 24.5 18.1 55.2 43.0 85.9 85.6: 14.1 14.4
Old : 100.0: 14.0 27.9 15.4 56.3 42.0 85.6 85.4: 14.4 14.6
Other: 100.0: 12.0 10.0 27.1 48.3 49.8 87.4 86.9: 12.6 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 34 57 52 76 67 144 155:
Old : 191: 38 62 46 76 67 143 150:
Other: 73: 16 13 20 34 19 58 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 : 21.3 21.5 31.6 31.4 15.1 13.3 20.5 19.9
Old : 22.3 21.6 31.7 30.3 16.6 13.8 22.3 21.3
Other: 35.4 39.2 54.0 52.6 32.0 28.0 41.2 37.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 19,069: 2,798 5,448 3,545 9,594 7,565 15,937 16,558: 3,132 2,511
Old : 18,886: 2,782 5,448 3,540 9,515 7,401 15,837 16,389: 3,049 2,497
Other: 183: 18 2 3 79 164 100 169: 83 14
: : :
: : Changes in Commitments from: December 13, 2011 :
: -575: 4 247 -160 -237 -452 -392 -365: -183 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 28.6 18.6 50.3 39.7 83.6 86.8: 16.4 13.2
Old : 100.0: 14.7 28.8 18.7 50.4 39.2 83.9 86.8: 16.1 13.2
Other: 100.0: 9.8 1.1 1.6 43.2 89.6 54.6 92.3: 45.4 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 24 28 19 23 19 60 59:
Old : 87: 23 29 19 23 19 60 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 : 26.0 27.1 38.4 39.0 26.0 20.1 38.3 30.7
Old : 26.2 26.7 38.8 38.8 26.2 19.6 38.6 30.8
Other: 52.5 85.8 54.6 92.3 52.5 85.8 53.0 90.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 737,722: 195,496 116,251 30,704 402,338 494,135 628,539 641,090: 109,183 96,632
Old : 737,722: 195,496 116,251 30,704 402,338 494,135 628,539 641,090: 109,183 96,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -2,619: -17,367 115 1,357 8,596 1,408 -7,414 2,880: 4,795 -5,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.8 4.2 54.5 67.0 85.2 86.9: 14.8 13.1
Old : 100.0: 26.5 15.8 4.2 54.5 67.0 85.2 86.9: 14.8 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 : 200: 34 38 22 82 103 133 147:
Old : 200: 34 38 22 82 103 133 147:
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 : 28.1 23.2 40.4 31.1 27.0 19.5 36.8 26.7
Old : 28.1 23.2 40.4 31.1 27.0 19.5 36.8 26.7
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 20, 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 : 1,734,484: 181,370 186,766 159,580 1,106,689 1,090,339 1,447,640 1,436,686: 286,844 297,798
Old : 1,734,484: 181,370 186,766 159,580 1,106,689 1,090,339 1,447,640 1,436,686: 286,844 297,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 19,616: -27,267 -1,863 12,964 55,871 10,574 41,568 21,675: -21,952 -2,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.8 9.2 63.8 62.9 83.5 82.8: 16.5 17.2
Old : 100.0: 10.5 10.8 9.2 63.8 62.9 83.5 82.8: 16.5 17.2
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 : 240: 45 40 55 124 134 194 204:
Old : 240: 45 40 55 124 134 194 204:
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 : 24.8 18.1 33.3 26.5 24.2 14.2 31.1 21.2
Old : 24.8 18.1 33.3 26.5 24.2 14.2 31.1 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 1,378,180: 375,055 123,016 81,910 701,821 948,919 1,158,785 1,153,844: 219,395 224,336
Old : 1,378,180: 375,055 123,016 81,910 701,821 948,919 1,158,785 1,153,844: 219,395 224,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -70,478: 10,591 -1,155 2,095 -62,630 -80,190 -49,944 -79,250: -20,534 8,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.9 5.9 50.9 68.9 84.1 83.7: 15.9 16.3
Old : 100.0: 27.2 8.9 5.9 50.9 68.9 84.1 83.7: 15.9 16.3
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 : 179: 31 25 33 84 108 131 150:
Old : 179: 31 25 33 84 108 131 150:
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 : 31.5 16.6 42.3 25.9 28.4 15.1 37.1 22.5
Old : 31.5 16.6 42.3 25.9 28.4 15.1 37.1 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 710,514: 90,420 72,530 194,970 393,736 402,560 679,126 670,059: 31,389 40,455
Old : 710,514: 90,420 72,530 194,970 393,736 402,560 679,126 670,059: 31,389 40,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -6,840: 5,142 8,087 -5,155 -6,040 -8,915 -6,053 -5,984: -787 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.2 27.4 55.4 56.7 95.6 94.3: 4.4 5.7
Old : 100.0: 12.7 10.2 27.4 55.4 56.7 95.6 94.3: 4.4 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 : 117: 25 23 37 56 59 96 106:
Old : 117: 25 23 37 56 59 96 106:
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 : 36.3 29.5 52.3 45.9 27.8 22.2 33.4 31.7
Old : 36.3 29.5 52.3 45.9 27.8 22.2 33.4 31.7
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 20, 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 : 46,735: 14,827 3,799 357 26,183 38,301 41,367 42,457: 5,368 4,278
Old : 46,735: 14,827 3,799 357 26,183 38,301 41,367 42,457: 5,368 4,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -61,263: 2,092 616 -10,813 -48,795 -46,718 -57,517 -56,915: -3,746 -4,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.1 0.8 56.0 82.0 88.5 90.8: 11.5 9.2
Old : 100.0: 31.7 8.1 0.8 56.0 82.0 88.5 90.8: 11.5 9.2
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 : 88: 28 8 8 34 26 65 39:
Old : 88: 28 8 8 34 26 65 39:
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 : 30.6 59.6 44.5 72.9 30.6 59.6 44.5 72.5
Old : 30.6 59.6 44.5 72.9 30.6 59.6 44.5 72.5
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 20, 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 : 93,470: 29,654 7,597 714 52,365 76,603 82,734 84,914: 10,736 8,556
Old : 93,470: 29,654 7,597 714 52,365 76,603 82,734 84,914: 10,736 8,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -68,840: 3,989 -3,896 -7,055 -61,795 -55,133 -64,861 -66,084: -3,980 -2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.1 0.8 56.0 82.0 88.5 90.8: 11.5 9.2
Old : 100.0: 31.7 8.1 0.8 56.0 82.0 88.5 90.8: 11.5 9.2
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 : 88: 28 8 8 34 26 65 39:
Old : 88: 28 8 8 34 26 65 39:
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 : 30.6 59.6 44.5 72.9 30.6 59.6 44.5 72.5
Old : 30.6 59.6 44.5 72.9 30.6 59.6 44.5 72.5
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 20, 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 : 16,214: 7,114 15,621 512 8,368 58 15,994 16,191: 220 23
Old : 16,214: 7,114 15,621 512 8,368 58 15,994 16,191: 220 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -730: -345 32 -833 364 58 -814 -743: 84 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 96.3 3.2 51.6 0.4 98.6 99.9: 1.4 0.1
Old : 100.0: 43.9 96.3 3.2 51.6 0.4 98.6 99.9: 1.4 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 : 24: 8 13 4 3 2 15 15:
Old : 24: 8 13 4 3 2 15 15:
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 : 74.1 80.6 93.9 94.1 73.7 78.4 93.5 91.4
Old : 74.1 80.6 93.9 94.1 73.7 78.4 93.5 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, December 20, 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 : 10,464: 1,195 1,917 25 9,002 8,443 10,222 10,385: 242 79
Old : 10,464: 1,195 1,917 25 9,002 8,443 10,222 10,385: 242 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,320: -13 -385 -311 -158 175 -482 -521: -838 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 18.3 0.2 86.0 80.7 97.7 99.2: 2.3 0.8
Old : 100.0: 11.4 18.3 0.2 86.0 80.7 97.7 99.2: 2.3 0.8
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 : 29: 6 6 1 6 12 13 18:
Old : 29: 6 6 1 6 12 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 77.3 95.3 91.6 83.3 77.3 95.3 91.3
Old : 83.3 77.3 95.3 91.6 83.3 77.3 95.3 91.3
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 20, 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 : 12,415: 1,022 839 0 10,983 11,350 12,005 12,189: 410 226
Old : 12,415: 1,022 839 0 10,983 11,350 12,005 12,189: 410 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,885: 180 -70 -969 -1,122 -863 -1,911 -1,902: 26 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 6.8 0.0 88.5 91.4 96.7 98.2: 3.3 1.8
Old : 100.0: 8.2 6.8 0.0 88.5 91.4 96.7 98.2: 3.3 1.8
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 : 32: 8 5 0 7 12 15 17:
Old : 32: 8 5 0 7 12 15 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 : 88.3 73.4 93.7 86.6 88.3 73.4 93.7 86.6
Old : 88.3 73.4 93.7 86.6 88.3 73.4 93.7 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011