WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 543,834: 73,272 121,848 144,011 287,556 217,404 504,839 483,263: 38,996 60,571 Old : 423,659: 62,640 107,513 100,350 229,198 172,220 392,188 380,084: 31,471 43,575 Other: 120,175: 32,216 35,919 22,077 58,358 45,183 112,650 103,180: 7,525 16,996 : : : : : Changes in Commitments from: October 25, 2011 : : 6,664: -502 4,897 4,095 5,291 -486 8,884 8,506: -2,220 -1,842 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 22.4 26.5 52.9 40.0 92.8 88.9: 7.2 11.1 Old : 100.0: 14.8 25.4 23.7 54.1 40.7 92.6 89.7: 7.4 10.3 Other: 100.0: 26.8 29.9 18.4 48.6 37.6 93.7 85.9: 6.3 14.1 : : : :# Traders : Number of Traders in Each Category : All : 430: 118 162 180 112 125 338 371: Old : 420: 121 158 157 103 120 312 351: Other: 240: 57 73 65 48 91 144 197: :---------------------------------------------------------------------------------------------------- : 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 : 18.8 10.6 31.5 16.1 17.3 8.8 28.0 13.1 Old : 21.0 12.7 32.5 18.7 19.3 11.3 29.2 16.4 Other: 28.6 14.4 41.7 25.1 24.1 10.7 36.5 18.3 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,862,592: 318,791 94,705 579,831 780,049 919,759 1,678,671 1,594,294: 183,921 268,297 Old : 1,649,092: 297,847 87,964 521,124 665,220 806,896 1,484,191 1,415,983: 164,901 233,108 Other: 213,500: 53,785 39,582 25,866 114,829 112,863 194,480 178,311: 19,020 35,189 : : : : : Changes in Commitments from: October 25, 2011 : : 19,261: 15,374 4,784 -7,160 10,447 24,747 18,660 22,370: 601 -3,110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 5.1 31.1 41.9 49.4 90.1 85.6: 9.9 14.4 Old : 100.0: 18.1 5.3 31.6 40.3 48.9 90.0 85.9: 10.0 14.1 Other: 100.0: 25.2 18.5 12.1 53.8 52.9 91.1 83.5: 8.9 16.5 : : : :# Traders : Number of Traders in Each Category : All : 804: 220 179 297 289 359 650 706: Old : 798: 211 189 285 286 352 637 693: Other: 462: 81 80 59 85 264 192 379: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.0 10.3 19.6 15.3 9.1 6.7 14.1 9.9 Old : 11.1 10.1 19.1 15.2 9.3 7.4 14.4 10.6 Other: 28.6 18.8 38.7 27.2 21.1 14.3 30.3 20.9 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,084: 2,742 2,112 1,760 10,558 11,998 15,060 15,870: 3,024 2,214 Old : 17,820: 2,770 2,104 1,687 10,363 11,898 14,820 15,690: 3,000 2,130 Other: 264: 1 37 44 195 99 240 180: 24 84 : : : : : Changes in Commitments from: October 25, 2011 : : -155: 35 28 177 -420 -614 -207 -408: 51 253 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 11.7 9.7 58.4 66.3 83.3 87.8: 16.7 12.2 Old : 100.0: 15.5 11.8 9.5 58.2 66.8 83.2 88.0: 16.8 12.0 Other: 100.0: 0.4 14.0 16.6 74.0 37.6 91.0 68.2: 9.0 31.8 : : : :# Traders : Number of Traders in Each Category : All : 44: 16 11 8 16 9 34 26: Old : 44: 17 10 8 15 9 33 26: Other: 12: 2 3 3 5 3 9 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 : 37.8 63.8 54.0 77.5 35.5 58.5 48.4 64.1 Old : 38.0 64.5 54.4 78.1 36.2 59.8 49.3 65.6 Other: 81.8 61.3 90.8 68.2 58.4 35.6 60.3 37.5 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 680,576: 112,347 59,208 195,570 319,008 341,081 626,924 595,858: 53,651 84,717 Old : 609,183: 98,274 65,604 174,570 287,317 294,552 560,161 534,727: 49,023 74,457 Other: 71,392: 26,897 6,428 8,175 31,691 46,529 66,764 61,132: 4,629 10,261 : : : : : Changes in Commitments from: October 25, 2011 : : -16,307: -4,951 5,487 9,489 -19,344 -27,834 -14,806 -12,858: -1,501 -3,449 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 8.7 28.7 46.9 50.1 92.1 87.6: 7.9 12.4 Old : 100.0: 16.1 10.8 28.7 47.2 48.4 92.0 87.8: 8.0 12.2 Other: 100.0: 37.7 9.0 11.5 44.4 65.2 93.5 85.6: 6.5 14.4 : : : :# Traders : Number of Traders in Each Category : All : 481: 140 116 189 136 186 370 423: Old : 476: 134 122 178 133 184 356 417: Other: 234: 57 38 29 43 125 113 180: :---------------------------------------------------------------------------------------------------- : 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 : 12.4 17.0 21.1 25.2 10.9 11.8 17.5 16.6 Old : 13.7 17.2 22.9 25.4 12.8 13.2 20.2 18.5 Other: 39.4 26.6 51.7 45.5 27.5 23.5 37.7 36.4 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 386,447: 53,111 69,727 82,863 221,296 200,681 357,271 353,271: 29,176 33,176 Old : 368,853: 53,806 70,979 78,120 209,660 187,716 341,586 336,816: 27,266 32,037 Other: 17,594: 1,953 1,395 2,095 11,636 12,965 15,684 16,455: 1,910 1,139 : : : : : Changes in Commitments from: October 25, 2011 : : 5,970: -1,151 1,112 3,381 825 2,728 3,055 7,221: 2,916 -1,251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 18.0 21.4 57.3 51.9 92.5 91.4: 7.5 8.6 Old : 100.0: 14.6 19.2 21.2 56.8 50.9 92.6 91.3: 7.4 8.7 Other: 100.0: 11.1 7.9 11.9 66.1 73.7 89.1 93.5: 10.9 6.5 : : : :# Traders : Number of Traders in Each Category : All : 271: 70 82 93 74 76 201 221: Old : 270: 74 87 92 72 75 198 220: Other: 63: 15 9 13 28 21 50 36: :---------------------------------------------------------------------------------------------------- : 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 : 16.4 19.9 27.4 32.7 9.6 11.6 15.7 18.2 Old : 16.6 19.7 27.3 31.6 9.8 10.8 16.1 17.4 Other: 36.9 52.3 55.4 71.1 22.8 41.8 37.6 54.1 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 755,826: 58,893 93,878 67,264 478,945 456,701 605,102 617,843: 150,724 137,984 Old : 755,826: 58,893 93,878 67,264 478,945 456,701 605,102 617,843: 150,724 137,984 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 25,565: -20,611 8,602 6,373 38,547 2,657 24,310 17,633: 1,254 7,932 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 12.4 8.9 63.4 60.4 80.1 81.7: 19.9 18.3 Old : 100.0: 7.8 12.4 8.9 63.4 60.4 80.1 81.7: 19.9 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 : 156: 32 25 35 79 74 128 117: Old : 156: 32 25 35 79 74 128 117: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.6 19.1 29.7 30.8 18.5 18.5 27.2 27.4 Old : 19.6 19.1 29.7 30.8 18.5 18.5 27.2 27.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 383,162: 55,492 31,021 2,929 262,006 306,147 320,427 340,097: 62,736 43,066 Old : 383,162: 55,492 31,021 2,929 262,006 306,147 320,427 340,097: 62,736 43,066 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 5,856: -647 -1,037 -1,469 10,816 7,015 8,700 4,509: -2,844 1,347 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 8.1 0.8 68.4 79.9 83.6 88.8: 16.4 11.2 Old : 100.0: 14.5 8.1 0.8 68.4 79.9 83.6 88.8: 16.4 11.2 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 : 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 : 26.7 46.1 43.3 59.6 22.4 46.1 38.4 58.4 Old : 26.7 46.1 43.3 59.6 22.4 46.1 38.4 58.4 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, 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 with Delta-adjusted Options and Futures Combined, 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 : 218,180: 28,444 47,620 37,870 118,074 102,213 184,388 187,703: 33,793 30,478 Old : 202,124: 28,904 46,981 32,142 109,437 94,574 170,483 173,696: 31,641 28,428 Other: 16,056: 1,641 2,741 3,627 8,637 7,639 13,904 14,007: 2,152 2,050 : : : : : Changes in Commitments from: October 25, 2011 : : 1,292: -1,355 3,064 -1,166 5,477 2,078 2,955 3,975: -1,663 -2,683 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 21.8 17.4 54.1 46.8 84.5 86.0: 15.5 14.0 Old : 100.0: 14.3 23.2 15.9 54.1 46.8 84.3 85.9: 15.7 14.1 Other: 100.0: 10.2 17.1 22.6 53.8 47.6 86.6 87.2: 13.4 12.8 : : : :# Traders : Number of Traders in Each Category : All : 192: 34 59 52 74 68 143 158: Old : 192: 37 62 49 74 68 143 155: Other: 57: 8 10 9 29 19 41 35: :---------------------------------------------------------------------------------------------------- : 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 : 18.4 22.1 29.1 32.5 11.3 16.6 18.7 23.1 Old : 19.4 21.6 30.3 32.3 11.9 16.6 19.4 23.4 Other: 41.4 40.7 59.8 58.1 37.5 34.6 46.7 45.5 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,323: 3,888 3,364 2,376 8,353 11,580 14,617 17,320: 3,706 1,003 Old : 18,166: 3,897 3,361 2,367 8,278 11,437 14,542 17,165: 3,624 1,001 Other: 157: 0 12 0 75 143 75 155: 82 2 : : : : : Changes in Commitments from: October 25, 2011 : : -759: 195 -153 -413 -346 -84 -563 -649: -196 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 18.4 13.0 45.6 63.2 79.8 94.5: 20.2 5.5 Old : 100.0: 21.5 18.5 13.0 45.6 63.0 80.0 94.5: 20.0 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 : 80: 25 19 17 27 20 64 47: Old : 80: 25 19 17 27 20 64 47: 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 : 26.6 48.3 39.1 60.3 26.6 44.2 37.5 54.5 Old : 26.8 48.2 39.4 60.2 26.8 44.4 37.8 54.8 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 with Delta-adjusted Options and Futures Combined, 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 : 762,055: 194,808 138,674 42,542 414,663 474,048 652,012 655,263: 110,043 106,792 Old : 762,055: 194,808 138,674 42,542 414,663 474,048 652,012 655,263: 110,043 106,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -11,077: -25,193 -28,536 1,727 13,477 21,155 -9,989 -5,654: -1,088 -5,422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 18.2 5.6 54.4 62.2 85.6 86.0: 14.4 14.0 Old : 100.0: 25.6 18.2 5.6 54.4 62.2 85.6 86.0: 14.4 14.0 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 : 219: 43 46 26 81 104 141 160: Old : 219: 43 46 26 81 104 141 160: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.3 16.3 36.5 27.4 24.9 14.3 31.5 22.4 Old : 25.3 16.3 36.5 27.4 24.9 14.3 31.5 22.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 1,783,752: 173,662 292,798 178,775 1,123,541 992,746 1,475,979 1,464,319: 307,773 319,433 Old : 1,783,752: 173,662 292,798 178,775 1,123,541 992,746 1,475,979 1,464,319: 307,773 319,433 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 40,579: -25,442 23,784 48,032 7,186 -9,561 29,776 62,255: 10,802 -21,676 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 16.4 10.0 63.0 55.7 82.7 82.1: 17.3 17.9 Old : 100.0: 9.7 16.4 10.0 63.0 55.7 82.7 82.1: 17.3 17.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 248: 32 60 59 129 141 199 222: Old : 248: 32 60 59 129 141 199 222: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.1 13.9 29.4 20.6 18.8 9.9 26.4 16.3 Old : 20.1 13.9 29.4 20.6 18.8 9.9 26.4 16.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 1,390,164: 369,420 108,139 104,946 706,499 930,843 1,180,865 1,143,928: 209,299 246,236 Old : 1,390,164: 369,420 108,139 104,946 706,499 930,843 1,180,865 1,143,928: 209,299 246,236 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 21,223: -16,031 13,220 34,773 -8,102 -34,070 10,640 13,922: 10,583 7,300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 7.8 7.5 50.8 67.0 84.9 82.3: 15.1 17.7 Old : 100.0: 26.6 7.8 7.5 50.8 67.0 84.9 82.3: 15.1 17.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 178: 29 28 34 83 104 129 149: Old : 178: 29 28 34 83 104 129 149: 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 : 23.2 18.1 35.1 27.2 20.3 16.5 29.4 23.3 Old : 23.2 18.1 35.1 27.2 20.3 16.5 29.4 23.3 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, 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 : 765,748: 59,747 60,597 239,225 426,758 428,478 725,730 728,300: 40,017 37,447 Old : 765,748: 59,747 60,597 239,225 426,758 428,478 725,730 728,300: 40,017 37,447 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -68,764: -1,105 2,649 -25,038 -44,019 -39,199 -70,162 -61,588: 1,398 -7,176 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 7.9 31.2 55.7 56.0 94.8 95.1: 5.2 4.9 Old : 100.0: 7.8 7.9 31.2 55.7 56.0 94.8 95.1: 5.2 4.9 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 : 124: 17 31 39 61 67 102 116: Old : 124: 17 31 39 61 67 102 116: 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 28.3 50.4 44.2 24.8 21.0 30.1 27.7 Old : 34.8 28.3 50.4 44.2 24.8 21.0 30.1 27.7 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, 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 : 58,965: 8,045 2,314 4,988 37,349 43,227 50,382 50,529: 8,583 8,436 Old : 58,965: 8,045 2,314 4,988 37,349 43,227 50,382 50,529: 8,583 8,436 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 3,258: 1,365 -159 405 1,330 3,520 3,100 3,766: 158 -508 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 3.9 8.5 63.3 73.3 85.4 85.7: 14.6 14.3 Old : 100.0: 13.6 3.9 8.5 63.3 73.3 85.4 85.7: 14.6 14.3 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 : 98: 23 13 13 41 35 71 55: Old : 98: 23 13 13 41 35 71 55: 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 : 22.6 41.8 34.6 55.0 21.4 39.1 32.6 49.2 Old : 22.6 41.8 34.6 55.0 21.4 39.1 32.6 49.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 14,874: 3,251 1,224 205 9,543 9,778 12,999 11,207: 1,875 3,666 Old : 14,874: 3,251 1,224 205 9,543 9,778 12,999 11,207: 1,875 3,666 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 427: -46 -25 1 398 398 353 374: 74 53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 8.2 1.4 64.2 65.7 87.4 75.3: 12.6 24.7 Old : 100.0: 21.9 8.2 1.4 64.2 65.7 87.4 75.3: 12.6 24.7 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 : 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 : 51.1 58.1 75.8 72.9 50.0 58.1 73.3 72.9 Old : 51.1 58.1 75.8 72.9 50.0 58.1 73.3 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 88,184: 16,707 9,299 2,447 55,612 66,898 74,767 78,644: 13,417 9,540 Old : 88,184: 16,707 9,299 2,447 55,612 66,898 74,767 78,644: 13,417 9,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 5,662: 2,862 -228 767 1,865 6,244 5,494 6,783: 168 -1,121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 10.5 2.8 63.1 75.9 84.8 89.2: 15.2 10.8 Old : 100.0: 18.9 10.5 2.8 63.1 75.9 84.8 89.2: 15.2 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 : 94: 23 12 12 38 30 67 48: Old : 94: 23 12 12 38 30 67 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 : 21.9 44.9 35.3 59.0 21.9 44.9 35.3 55.9 Old : 21.9 44.9 35.3 59.0 21.9 44.9 35.3 55.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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