WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 1, 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 : 433,325: 75,933 127,717 69,068 253,857 178,911 398,858 375,696: 34,467 57,629
Old : 322,602: 65,629 113,506 31,759 198,030 136,317 295,418 281,582: 27,184 41,020
Other: 110,723: 31,050 34,957 16,563 55,827 42,594 103,440 94,114: 7,283 16,609
: : :
: : Changes in Commitments from: October 25, 2011 :
: 4,383: -1,386 3,788 2,798 5,173 -771 6,585 5,815: -2,202 -1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 29.5 15.9 58.6 41.3 92.0 86.7: 8.0 13.3
Old : 100.0: 20.3 35.2 9.8 61.4 42.3 91.6 87.3: 8.4 12.7
Other: 100.0: 28.0 31.6 15.0 50.4 38.5 93.4 85.0: 6.6 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 110 155 143 94 113 295 333:
Old : 396: 112 152 109 84 100 258 304:
Other: 234: 46 77 44 46 89 127 184:
:----------------------------------------------------------------------------------------------------
: 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 12.9 37.8 19.6 22.0 11.5 35.4 16.9
Old : 26.8 16.2 40.7 23.4 25.4 15.5 38.9 22.4
Other: 30.7 15.6 44.8 26.4 26.2 10.8 39.6 18.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 1, 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 : 1,231,824: 383,776 114,503 114,251 589,386 772,698 1,087,413 1,001,452: 144,411 230,372
Old : 1,051,765: 365,543 107,656 73,828 484,213 670,202 923,584 851,686: 128,181 200,079
Other: 180,059: 51,264 39,878 7,392 105,173 102,496 163,829 149,766: 16,230 30,293
: : :
: : Changes in Commitments from: October 25, 2011 :
: 11,062: 7,895 3,455 -6,422 9,051 15,785 10,524 12,818: 538 -1,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 9.3 9.3 47.8 62.7 88.3 81.3: 11.7 18.7
Old : 100.0: 34.8 10.2 7.0 46.0 63.7 87.8 81.0: 12.2 19.0
Other: 100.0: 28.5 22.1 4.1 58.4 56.9 91.0 83.2: 9.0 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 749: 201 153 186 221 325 513 591:
Old : 743: 199 158 159 216 315 493 565:
Other: 434: 70 76 18 66 247 145 334:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 11.6 24.0 17.5 14.0 10.5 21.5 15.6
Old : 14.5 12.5 24.0 18.8 13.8 11.8 22.5 17.3
Other: 33.2 21.8 43.7 31.4 25.5 17.0 36.0 25.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 1, 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 : 16,137: 3,744 2,093 229 9,203 11,721 13,176 14,043: 2,961 2,094
Old : 15,994: 3,742 2,093 226 9,088 11,659 13,056 13,978: 2,938 2,016
Other: 143: 2 0 3 115 62 120 65: 23 78
: : :
: : Changes in Commitments from: October 25, 2011 :
: -179: 145 21 75 -467 -595 -247 -499: 68 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 13.0 1.4 57.0 72.6 81.7 87.0: 18.3 13.0
Old : 100.0: 23.4 13.1 1.4 56.8 72.9 81.6 87.4: 18.4 12.6
Other: 100.0: 1.4 0.0 2.1 80.4 43.4 83.9 45.5: 16.1 54.5
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 9 4 15 7 33 20:
Old : 43: 18 9 4 13 6 31 19:
Other: 9: 2 0 1 4 2 7 3:
:----------------------------------------------------------------------------------------------------
: 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 : 37.1 70.8 55.3 81.3 36.5 68.5 52.1 74.8
Old : 37.2 71.4 55.6 82.0 37.0 69.4 52.7 75.8
Other: 80.4 45.5 83.9 45.5 80.4 43.4 81.8 43.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 1, 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 : 518,805: 119,934 67,235 70,311 281,083 302,398 471,328 439,944: 47,477 78,861
Old : 457,983: 105,722 72,470 56,851 252,227 259,703 414,800 389,024: 43,183 68,959
Other: 60,822: 26,796 7,349 876 28,856 42,695 56,528 50,920: 4,294 9,902
: : :
: : Changes in Commitments from: October 25, 2011 :
: -24,121: -4,263 7,357 1,268 -19,331 -29,114 -22,326 -20,489: -1,795 -3,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 13.0 13.6 54.2 58.3 90.8 84.8: 9.2 15.2
Old : 100.0: 23.1 15.8 12.4 55.1 56.7 90.6 84.9: 9.4 15.1
Other: 100.0: 44.1 12.1 1.4 47.4 70.2 92.9 83.7: 7.1 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 463: 118 114 140 108 173 314 375:
Old : 458: 113 123 125 105 167 297 364:
Other: 227: 54 37 8 33 117 92 158:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 20.9 25.7 29.7 14.3 15.9 22.7 22.1
Old : 17.0 21.7 27.9 29.9 16.7 18.1 26.6 25.0
Other: 45.8 30.1 59.9 51.1 32.4 26.8 44.6 41.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 1, 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 : 308,260: 60,135 74,518 31,170 188,591 170,453 279,896 276,141: 28,364 32,119
Old : 292,019: 60,365 75,319 27,562 177,638 158,093 265,565 260,974: 26,454 31,045
Other: 16,241: 1,906 1,335 1,472 10,953 12,360 14,331 15,167: 1,910 1,074
: : :
: : Changes in Commitments from: October 25, 2011 :
: 3,608: -435 1,739 1,244 -214 2,053 595 5,036: 3,013 -1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 24.2 10.1 61.2 55.3 90.8 89.6: 9.2 10.4
Old : 100.0: 20.7 25.8 9.4 60.8 54.1 90.9 89.4: 9.1 10.6
Other: 100.0: 11.7 8.2 9.1 67.4 76.1 88.2 93.4: 11.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 69 75 78 68 68 186 199:
Old : 260: 71 82 77 66 67 183 198:
Other: 60: 12 10 5 28 17 43 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 23.0 29.6 34.5 12.4 15.7 20.9 24.1
Old : 17.6 22.3 29.3 33.2 12.6 14.6 21.5 23.1
Other: 36.2 56.7 55.8 75.4 23.7 44.3 40.2 57.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 1, 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 : 622,374: 63,986 93,262 5,941 416,707 403,043 486,634 502,246: 135,740 120,128
Old : 622,374: 63,986 93,262 5,941 416,707 403,043 486,634 502,246: 135,740 120,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 1,854: -21,985 8,387 -3,857 29,281 -4,772 3,439 -242: -1,585 2,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.0 1.0 67.0 64.8 78.2 80.7: 21.8 19.3
Old : 100.0: 10.3 15.0 1.0 67.0 64.8 78.2 80.7: 21.8 19.3
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 : 153: 31 23 12 68 68 105 97:
Old : 153: 31 23 12 68 68 105 97:
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 : 23.8 22.8 35.6 36.5 22.5 22.5 31.6 33.6
Old : 23.8 22.8 35.6 36.5 22.5 22.5 31.6 33.6
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 - Futures Only, November 1, 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 : 378,905: 55,492 32,204 1,349 261,936 304,328 318,777 337,881: 60,128 41,024
Old : 378,905: 55,492 32,204 1,349 261,936 304,328 318,777 337,881: 60,128 41,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 5,088: -647 -1,007 -1,572 10,803 6,986 8,584 4,407: -3,496 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 8.5 0.4 69.1 80.3 84.1 89.2: 15.9 10.8
Old : 100.0: 14.6 8.5 0.4 69.1 80.3 84.1 89.2: 15.9 10.8
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 : 72: 8 5 3 39 42 49 48:
Old : 72: 8 5 3 39 42 49 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 46.2 43.8 59.7 22.7 46.2 38.8 58.8
Old : 27.0 46.2 43.8 59.7 22.7 46.2 38.8 58.8
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 - Futures Only, November 1, 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 : 10,689: 947 917 1,132 7,773 7,939 9,852 9,988: 837 701
Old : 10,689: 947 917 1,132 7,773 7,939 9,852 9,988: 837 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -144: 34 -83 215 -228 6 21 138: -165 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.6 10.6 72.7 74.3 92.2 93.4: 7.8 6.6
Old : 100.0: 8.9 8.6 10.6 72.7 74.3 92.2 93.4: 7.8 6.6
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 : 34: 4 7 7 18 21 29 29:
Old : 34: 4 7 7 18 21 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 45.5 65.6 69.9 21.4 23.6 31.9 35.8
Old : 44.3 45.5 65.6 69.9 21.4 23.6 31.9 35.8
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 - Futures Only, November 1, 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 : 188,866: 33,177 48,436 19,985 103,940 91,486 157,102 159,907: 31,764 28,959
Old : 173,233: 33,855 48,155 14,190 95,522 83,958 143,567 146,303: 29,666 26,930
Other: 15,633: 1,754 2,713 3,363 8,418 7,528 13,535 13,604: 2,098 2,029
: : :
: : Changes in Commitments from: October 25, 2011 :
: 1,135: -818 2,326 -964 4,300 2,495 2,518 3,857: -1,383 -2,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 25.6 10.6 55.0 48.4 83.2 84.7: 16.8 15.3
Old : 100.0: 19.5 27.8 8.2 55.1 48.5 82.9 84.5: 17.1 15.5
Other: 100.0: 11.2 17.4 21.5 53.8 48.2 86.6 87.0: 13.4 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 36 55 42 72 62 135 146:
Old : 189: 39 58 39 72 61 135 142:
Other: 56: 10 8 8 28 17 40 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 21.0 27.7 31.7 11.3 17.2 19.1 24.8
Old : 18.2 20.6 29.1 31.6 11.7 17.2 19.5 25.2
Other: 42.5 41.5 61.4 59.4 38.6 35.4 48.1 46.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 1, 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 : 17,346: 4,020 3,345 1,795 7,901 11,253 13,716 16,393: 3,630 953
Old : 17,189: 4,032 3,345 1,783 7,826 11,110 13,641 16,238: 3,548 951
Other: 157: 0 12 0 75 143 75 155: 82 2
: : :
: : Changes in Commitments from: October 25, 2011 :
: -881: 270 -181 -511 -506 -67 -747 -759: -134 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 19.3 10.3 45.5 64.9 79.1 94.5: 20.9 5.5
Old : 100.0: 23.5 19.5 10.4 45.5 64.6 79.4 94.5: 20.6 5.5
Other: 100.0: 0.0 7.6 0.0 47.8 91.1 47.8 98.7: 52.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 25 18 17 24 17 60 44:
Old : 77: 25 18 17 23 17 59 44:
Other: 9: 0 2 0 1 6 1 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 50.2 40.4 62.6 28.0 46.7 39.0 57.7
Old : 28.3 50.1 40.8 62.5 28.3 46.9 39.3 58.0
Other: 47.8 90.4 47.8 98.7 47.8 90.4 47.8 98.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 1, 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 : 712,419: 198,786 139,344 20,164 386,940 447,828 605,890 607,336: 106,529 105,083
Old : 712,419: 198,786 139,344 20,164 386,940 447,828 605,890 607,336: 106,529 105,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -10,611: -27,755 -28,731 2,858 16,071 21,067 -8,826 -4,806: -1,785 -5,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 19.6 2.8 54.3 62.9 85.0 85.2: 15.0 14.8
Old : 100.0: 27.9 19.6 2.8 54.3 62.9 85.0 85.2: 15.0 14.8
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 : 219: 44 45 16 77 103 131 155:
Old : 219: 44 45 16 77 103 131 155:
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 : 27.0 16.7 38.5 26.9 26.8 15.4 34.3 23.9
Old : 27.0 16.7 38.5 26.9 26.8 15.4 34.3 23.9
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 - Futures Only, November 1, 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 : 1,453,541: 179,068 307,761 16,248 975,798 840,930 1,171,114 1,164,939: 282,427 288,602
Old : 1,453,541: 179,068 307,761 16,248 975,798 840,930 1,171,114 1,164,939: 282,427 288,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -50,627: -25,243 37,570 -8,010 -25,014 -51,319 -58,267 -21,759: 7,640 -28,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 21.2 1.1 67.1 57.9 80.6 80.1: 19.4 19.9
Old : 100.0: 12.3 21.2 1.1 67.1 57.9 80.6 80.1: 19.4 19.9
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 : 237: 25 61 32 101 120 150 189:
Old : 237: 25 61 32 101 120 150 189:
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 : 24.7 16.3 34.5 24.3 23.1 11.8 31.7 19.0
Old : 24.7 16.3 34.5 24.3 23.1 11.8 31.7 19.0
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 - Futures Only, November 1, 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 : 1,221,831: 370,760 118,729 16,001 632,638 850,788 1,019,399 985,518: 202,432 236,313
Old : 1,221,831: 370,760 118,729 16,001 632,638 850,788 1,019,399 985,518: 202,432 236,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -27,286: -22,050 17,806 9,947 -24,517 -61,852 -36,620 -34,099: 9,334 6,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 9.7 1.3 51.8 69.6 83.4 80.7: 16.6 19.3
Old : 100.0: 30.3 9.7 1.3 51.8 69.6 83.4 80.7: 16.6 19.3
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 : 178: 31 26 23 74 95 116 133:
Old : 178: 31 26 23 74 95 116 133:
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 20.5 38.7 30.5 22.1 18.8 32.4 26.5
Old : 25.2 20.5 38.7 30.5 22.1 18.8 32.4 26.5
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 - Futures Only, November 1, 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 : 596,589: 64,731 60,954 91,487 404,519 410,509 560,737 562,950: 35,852 33,639
Old : 596,589: 64,731 60,954 91,487 404,519 410,509 560,737 562,950: 35,852 33,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -45,315: -827 2,799 -7,900 -38,289 -33,499 -47,016 -38,600: 1,701 -6,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.2 15.3 67.8 68.8 94.0 94.4: 6.0 5.6
Old : 100.0: 10.9 10.2 15.3 67.8 68.8 94.0 94.4: 6.0 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 : 115: 19 24 27 53 64 84 106:
Old : 115: 19 24 27 53 64 84 106:
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 : 40.6 35.8 53.5 49.8 33.3 27.1 38.0 35.6
Old : 40.6 35.8 53.5 49.8 33.3 27.1 38.0 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, November 1, 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 : 56,785: 7,954 2,467 4,119 36,315 41,905 48,387 48,491: 8,398 8,294
Old : 56,785: 7,954 2,467 4,119 36,315 41,905 48,387 48,491: 8,398 8,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 3,136: 1,382 -141 317 1,324 3,482 3,022 3,658: 114 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 4.3 7.3 64.0 73.8 85.2 85.4: 14.8 14.6
Old : 100.0: 14.0 4.3 7.3 64.0 73.8 85.2 85.4: 14.8 14.6
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 : 97: 22 12 9 40 34 67 52:
Old : 97: 22 12 9 40 34 67 52:
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 : 23.0 43.5 35.0 55.9 22.2 40.6 33.8 51.1
Old : 23.0 43.5 35.0 55.9 22.2 40.6 33.8 51.1
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 - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 14,830: 3,254 1,224 202 9,543 9,778 12,999 11,204: 1,831 3,626
Old : 14,830: 3,254 1,224 202 9,543 9,778 12,999 11,204: 1,831 3,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 424: -45 -25 0 398 398 353 373: 71 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 8.3 1.4 64.3 65.9 87.7 75.5: 12.3 24.5
Old : 100.0: 21.9 8.3 1.4 64.3 65.9 87.7 75.5: 12.3 24.5
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 : 20: 4 2 2 8 8 12 12:
Old : 20: 4 2 2 8 8 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 58.3 76.0 73.1 50.1 58.3 73.6 73.1
Old : 51.2 58.3 76.0 73.1 50.1 58.3 73.6 73.1
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 - Futures Only, November 1, 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 : 83,909: 16,525 9,612 707 53,543 64,254 70,775 74,573: 13,134 9,336
Old : 83,909: 16,525 9,612 707 53,543 64,254 70,775 74,573: 13,134 9,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 5,423: 2,840 -245 647 1,851 6,168 5,338 6,570: 85 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 11.5 0.8 63.8 76.6 84.3 88.9: 15.7 11.1
Old : 100.0: 19.7 11.5 0.8 63.8 76.6 84.3 88.9: 15.7 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 : 93: 22 12 6 37 29 61 45:
Old : 93: 22 12 6 37 29 61 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 : 23.0 47.1 37.0 59.7 23.0 47.1 37.0 59.0
Old : 23.0 47.1 37.0 59.7 23.0 47.1 37.0 59.0
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 - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 13,636: 6,133 13,111 514 6,656 0 13,303 13,625: 333 11
Old : 13,636: 6,133 13,111 514 6,656 0 13,303 13,625: 333 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 232: 23 223 9 243 0 275 232: -43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 96.1 3.8 48.8 0.0 97.6 99.9: 2.4 0.1
Old : 100.0: 45.0 96.1 3.8 48.8 0.0 97.6 99.9: 2.4 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 : 26: 12 11 2 3 0 17 11:
Old : 26: 12 11 2 3 0 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 82.2 90.1 96.3 73.6 78.4 88.5 92.5
Old : 73.6 82.2 90.1 96.3 73.6 78.4 88.5 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 - Futures Only, November 1, 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 : 10,146: 1,024 772 1 8,888 9,263 9,913 10,036: 233 110
Old : 10,146: 1,024 772 1 8,888 9,263 9,913 10,036: 233 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 644: -562 344 0 1,253 303 691 647: -47 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 7.6 0.0 87.6 91.3 97.7 98.9: 2.3 1.1
Old : 100.0: 10.1 7.6 0.0 87.6 91.3 97.7 98.9: 2.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 5 1 5 12 13 17:
Old : 27: 7 5 1 5 12 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 : 87.5 80.5 96.4 91.7 87.4 80.4 96.2 91.6
Old : 87.5 80.5 96.4 91.7 87.4 80.4 96.2 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, November 1, 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 : 14,852: 496 1,652 0 14,108 13,065 14,604 14,717: 248 135
Old : 14,852: 496 1,652 0 14,108 13,065 14,604 14,717: 248 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 717: -628 1,197 0 1,390 -460 762 737: -45 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 11.1 0.0 95.0 88.0 98.3 99.1: 1.7 0.9
Old : 100.0: 3.3 11.1 0.0 95.0 88.0 98.3 99.1: 1.7 0.9
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 : 29: 4 7 0 5 14 9 21:
Old : 29: 4 7 0 5 14 9 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 : 95.7 67.6 98.2 84.7 95.7 67.6 97.9 84.7
Old : 95.7 67.6 98.2 84.7 95.7 67.6 97.9 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011