WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 27, 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 : 420,106: 75,031 125,108 63,715 247,899 175,278 386,645 364,101: 33,461 56,005
Old : 331,468: 71,328 117,143 28,377 205,509 145,085 305,214 290,605: 26,254 40,863
Other: 88,638: 24,054 28,316 14,987 42,390 30,193 81,431 73,496: 7,207 15,142
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,725: -1,779 8,117 -1,266 6,720 -2,003 3,675 4,848: -950 -2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 29.8 15.2 59.0 41.7 92.0 86.7: 8.0 13.3
Old : 100.0: 21.5 35.3 8.6 62.0 43.8 92.1 87.7: 7.9 12.3
Other: 100.0: 27.1 31.9 16.9 47.8 34.1 91.9 82.9: 8.1 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 107 153 122 87 107 277 311:
Old : 387: 119 139 91 78 93 249 277:
Other: 211: 40 66 32 40 88 101 171:
:----------------------------------------------------------------------------------------------------
: 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 14.0 39.6 20.8 24.0 12.6 38.1 18.1
Old : 27.5 17.4 42.6 25.2 27.1 16.3 42.1 24.0
Other: 31.0 18.1 45.9 29.1 25.5 10.5 37.1 18.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 27, 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 : 1,194,151: 409,435 100,643 96,045 550,587 758,092 1,056,067 954,780: 138,084 239,371
Old : 1,044,635: 387,672 106,258 62,968 469,044 661,028 919,684 830,254: 124,951 214,381
Other: 149,516: 51,073 23,695 3,767 81,543 97,064 136,383 124,526: 13,133 24,990
: : :
: : Changes in Commitments from: September 20, 2011 :
: -17,467: -39,993 2,493 5,813 16,991 -29,798 -17,189 -21,492: -278 4,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 8.4 8.0 46.1 63.5 88.4 80.0: 11.6 20.0
Old : 100.0: 37.1 10.2 6.0 44.9 63.3 88.0 79.5: 12.0 20.5
Other: 100.0: 34.2 15.8 2.5 54.5 64.9 91.2 83.3: 8.8 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 787: 226 149 151 187 337 483 583:
Old : 780: 222 152 129 183 333 464 566:
Other: 411: 64 57 17 56 255 126 325:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 12.6 25.2 18.0 13.5 10.2 20.9 14.8
Old : 15.5 11.9 25.1 17.6 14.3 11.2 22.3 15.6
Other: 37.1 28.4 49.3 38.2 25.1 19.7 37.3 26.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 27, 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 : 14,756: 3,349 2,057 240 8,509 10,846 12,098 13,143: 2,658 1,613
Old : 14,713: 3,349 2,057 237 8,473 10,846 12,059 13,140: 2,654 1,573
Other: 43: 2 2 1 36 0 39 3: 4 40
: : :
: : Changes in Commitments from: September 20, 2011 :
: 818: 310 714 -348 1,040 147 1,002 513: -184 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 13.9 1.6 57.7 73.5 82.0 89.1: 18.0 10.9
Old : 100.0: 22.8 14.0 1.6 57.6 73.7 82.0 89.3: 18.0 10.7
Other: 100.0: 4.7 4.7 2.3 83.7 0.0 90.7 7.0: 9.3 93.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 8 5 14 5 33 18:
Old : 43: 18 8 5 13 5 32 18:
Other: 5: 1 1 1 3 0 5 1:
:----------------------------------------------------------------------------------------------------
: 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 : 42.1 72.8 59.1 83.4 42.1 71.3 58.1 81.1
Old : 42.0 73.0 59.0 83.6 42.0 71.6 58.1 81.4
Other: 88.4 7.0 90.7 7.0 88.4 4.7 88.4 4.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 27, 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 : 574,756: 167,037 46,880 79,757 278,348 366,372 525,142 493,009: 49,614 81,747
Old : 530,807: 164,522 52,577 63,200 256,459 339,853 484,181 455,630: 46,626 75,177
Other: 43,949: 18,805 10,593 267 21,889 26,519 40,961 37,379: 2,988 6,570
: : :
: : Changes in Commitments from: September 20, 2011 :
: -9,935: -27,766 3,992 9,171 14,531 -31,104 -4,064 -17,941: -5,871 8,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 8.2 13.9 48.4 63.7 91.4 85.8: 8.6 14.2
Old : 100.0: 31.0 9.9 11.9 48.3 64.0 91.2 85.8: 8.8 14.2
Other: 100.0: 42.8 24.1 0.6 49.8 60.3 93.2 85.1: 6.8 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 535: 178 119 161 108 184 372 411:
Old : 533: 182 127 143 108 181 359 401:
Other: 243: 46 58 8 31 121 84 182:
:----------------------------------------------------------------------------------------------------
: 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 21.4 21.4 31.1 12.1 16.4 19.1 22.4
Old : 13.1 22.7 22.6 31.9 12.9 18.8 21.3 24.4
Other: 41.6 38.9 56.4 51.7 40.9 38.0 55.7 50.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 20,183: 16,997 2,991 100 8 4,021 17,105 7,112: 3,078 13,071
Old : 17,432: 14,679 2,950 69 8 3,262 14,756 6,281: 2,676 11,151
Other: 2,751: 2,343 66 6 0 759 2,349 831: 402 1,920
: : :
: : Changes in Commitments from: September 20, 2011 :
: -923: -815 546 87 0 -36 -728 597: -195 -1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 14.8 0.5 0.0 19.9 84.7 35.2: 15.3 64.8
Old : 100.0: 84.2 16.9 0.4 0.0 18.7 84.6 36.0: 15.4 64.0
Other: 100.0: 85.2 2.4 0.2 0.0 27.6 85.4 30.2: 14.6 69.8
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 11 6 1 10 20 27:
Old : 40: 19 11 5 1 10 20 26:
Other: 22: 8 4 2 0 10 8 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 16.1 66.9 22.3 48.0 16.1 66.8 22.3
Old : 44.3 15.2 64.5 21.9 44.2 15.2 64.4 21.9
Other: 76.8 23.6 85.4 27.3 76.6 23.6 85.2 27.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 27, 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 : 281,028: 62,748 59,135 25,659 165,427 163,294 253,834 248,088: 27,194 32,940
Old : 271,127: 62,628 60,084 24,279 158,449 154,523 245,356 238,886: 25,771 32,241
Other: 9,901: 1,112 43 388 6,978 8,771 8,478 9,202: 1,423 699
: : :
: : Changes in Commitments from: September 20, 2011 :
: -2,753: -8,198 15,795 -5,927 13,824 -20,252 -301 -10,384: -2,452 7,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 21.0 9.1 58.9 58.1 90.3 88.3: 9.7 11.7
Old : 100.0: 23.1 22.2 9.0 58.4 57.0 90.5 88.1: 9.5 11.9
Other: 100.0: 11.2 0.4 3.9 70.5 88.6 85.6 92.9: 14.4 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 66 77 53 68 63 170 165:
Old : 238: 66 80 51 68 63 168 165:
Other: 40: 11 2 4 16 17 27 23:
:----------------------------------------------------------------------------------------------------
: 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 20.6 28.4 34.6 13.7 16.2 21.4 25.8
Old : 18.4 20.6 28.2 33.9 14.7 16.3 22.7 26.1
Other: 56.8 59.0 70.2 81.2 32.2 39.2 42.8 55.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 27, 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 : 638,290: 69,624 92,981 8,418 423,525 405,973 501,567 507,372: 136,723 130,918
Old : 638,290: 69,624 92,981 8,418 423,525 405,973 501,567 507,372: 136,723 130,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -13,273: -2,773 -4,251 -1,464 -2,285 -18,617 -6,522 -24,332: -6,751 11,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 14.6 1.3 66.4 63.6 78.6 79.5: 21.4 20.5
Old : 100.0: 10.9 14.6 1.3 66.4 63.6 78.6 79.5: 21.4 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 31 28 13 66 69 103 104:
Old : 157: 31 28 13 66 69 103 104:
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 : 25.4 19.2 35.8 31.6 23.9 17.8 31.9 29.2
Old : 25.4 19.2 35.8 31.6 23.9 17.8 31.9 29.2
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, September 27, 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 : 377,248: 53,940 42,803 1,104 256,070 289,077 311,114 332,984: 66,134 44,264
Old : 377,248: 53,940 42,803 1,104 256,070 289,077 311,114 332,984: 66,134 44,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 676: 1,270 -3,611 -371 -874 2,533 25 -1,449: 651 2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 11.3 0.3 67.9 76.6 82.5 88.3: 17.5 11.7
Old : 100.0: 14.3 11.3 0.3 67.9 76.6 82.5 88.3: 17.5 11.7
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 : 74: 6 8 3 41 38 49 47:
Old : 74: 6 8 3 41 38 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 47.8 42.7 60.0 22.7 47.7 38.2 59.4
Old : 25.4 47.8 42.7 60.0 22.7 47.7 38.2 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, September 27, 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 : 9,165: 806 411 920 6,982 7,324 8,708 8,655: 457 510
Old : 9,165: 806 411 920 6,982 7,324 8,708 8,655: 457 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -703: -4 -524 55 -625 -339 -574 -808: -129 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.5 10.0 76.2 79.9 95.0 94.4: 5.0 5.6
Old : 100.0: 8.8 4.5 10.0 76.2 79.9 95.0 94.4: 5.0 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 : 33: 4 4 4 22 24 30 28:
Old : 33: 4 4 4 22 24 30 28:
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 : 47.8 41.7 70.9 67.1 24.7 29.9 38.5 38.3
Old : 47.8 41.7 70.9 67.1 24.7 29.9 38.5 38.3
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, September 27, 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 : 177,578: 42,498 34,478 15,722 88,639 99,313 146,859 149,513: 30,719 28,065
Old : 170,751: 41,826 34,876 13,707 85,502 95,145 141,035 143,728: 29,716 27,023
Other: 6,827: 1,297 227 1,390 3,137 4,168 5,824 5,785: 1,003 1,042
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,921: -15,278 7,414 4,510 16,933 -12,614 6,165 -690: -2,244 4,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 19.4 8.9 49.9 55.9 82.7 84.2: 17.3 15.8
Old : 100.0: 24.5 20.4 8.0 50.1 55.7 82.6 84.2: 17.4 15.8
Other: 100.0: 19.0 3.3 20.4 45.9 61.1 85.3 84.7: 14.7 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 47 48 35 72 65 141 134:
Old : 189: 49 50 35 71 65 140 134:
Other: 39: 9 3 5 21 11 33 16:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 24.7 26.1 35.4 13.9 18.2 21.5 26.8
Old : 17.1 24.7 26.4 34.8 14.4 18.6 21.7 27.0
Other: 35.7 46.7 58.5 72.2 34.5 45.1 46.8 54.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 27, 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 : 16,995: 4,698 3,566 444 8,125 12,024 13,267 16,034: 3,728 961
Old : 16,967: 4,699 3,566 443 8,099 11,997 13,241 16,006: 3,726 961
Other: 28: 0 1 0 26 27 26 28: 2 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -372: -798 205 211 961 -688 374 -272: -746 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 21.0 2.6 47.8 70.8 78.1 94.3: 21.9 5.7
Old : 100.0: 27.7 21.0 2.6 47.7 70.7 78.0 94.3: 22.0 5.7
Other: 100.0: 0.0 3.6 0.0 92.9 96.4 92.9 100.0: 7.1 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 27 16 12 23 15 55 40:
Old : 74: 27 16 12 23 15 55 40:
Other: 4: 0 1 0 1 2 1 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 : 27.1 55.2 41.2 67.3 27.1 52.7 41.1 64.7
Old : 27.1 55.3 41.3 67.4 27.1 52.9 41.2 64.9
Other: 92.9 100.0 92.9 100.0 92.9 100.0 92.9 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 27, 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 : 759,332: 217,767 179,041 19,412 412,727 442,098 649,906 640,551: 109,426 118,781
Old : 759,332: 217,767 179,041 19,412 412,727 442,098 649,906 640,551: 109,426 118,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -21,260: -17,440 6,388 -42 -9,256 -29,065 -26,738 -22,719: 5,478 1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 23.6 2.6 54.4 58.2 85.6 84.4: 14.4 15.6
Old : 100.0: 28.7 23.6 2.6 54.4 58.2 85.6 84.4: 14.4 15.6
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 : 227: 40 53 17 79 106 128 169:
Old : 227: 40 53 17 79 106 128 169:
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 : 27.7 15.8 40.4 25.2 27.5 11.3 36.2 19.8
Old : 27.7 15.8 40.4 25.2 27.5 11.3 36.2 19.8
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, September 27, 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 : 1,555,333: 165,486 260,431 17,477 1,074,360 961,656 1,257,323 1,239,564: 298,010 315,769
Old : 1,555,333: 165,486 260,431 17,477 1,074,360 961,656 1,257,323 1,239,564: 298,010 315,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -11,602: 12,422 -5,814 -1,978 -37,905 -8,407 -27,461 -16,199: 15,859 4,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.7 1.1 69.1 61.8 80.8 79.7: 19.2 20.3
Old : 100.0: 10.6 16.7 1.1 69.1 61.8 80.8 79.7: 19.2 20.3
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 : 216: 24 43 17 104 116 137 167:
Old : 216: 24 43 17 104 116 137 167:
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 : 33.0 17.4 42.6 25.5 31.5 13.3 40.4 20.8
Old : 33.0 17.4 42.6 25.5 31.5 13.3 40.4 20.8
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, September 27, 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 : 1,294,173: 400,270 102,314 7,546 695,621 930,904 1,103,437 1,040,764: 190,736 253,409
Old : 1,294,173: 400,270 102,314 7,546 695,621 930,904 1,103,437 1,040,764: 190,736 253,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -29,798: 719 -2,895 -7,132 -8,647 -25,484 -15,060 -35,511: -14,738 5,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.9 0.6 53.8 71.9 85.3 80.4: 14.7 19.6
Old : 100.0: 30.9 7.9 0.6 53.8 71.9 85.3 80.4: 14.7 19.6
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 : 182: 33 27 11 70 102 106 137:
Old : 182: 33 27 11 70 102 106 137:
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 : 30.8 20.9 45.7 29.8 30.5 18.0 45.4 26.1
Old : 30.8 20.9 45.7 29.8 30.5 18.0 45.4 26.1
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, September 27, 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 : 688,765: 71,905 71,768 93,313 490,790 486,901 656,008 651,982: 32,757 36,783
Old : 688,765: 71,905 71,768 93,313 490,790 486,901 656,008 651,982: 32,757 36,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -19,182: -5,959 -523 -6,690 -4,493 -7,959 -17,142 -15,172: -2,040 -4,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 10.4 13.5 71.3 70.7 95.2 94.7: 4.8 5.3
Old : 100.0: 10.4 10.4 13.5 71.3 70.7 95.2 94.7: 4.8 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 : 125: 18 28 33 63 69 100 115:
Old : 125: 18 28 33 63 69 100 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 32.5 52.9 45.8 36.0 25.1 41.2 34.9
Old : 40.7 32.5 52.9 45.8 36.0 25.1 41.2 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, September 27, 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 : 47,828: 5,827 3,307 4,211 33,252 34,520 43,289 42,038: 4,540 5,791
Old : 47,828: 5,827 3,307 4,211 33,252 34,520 43,289 42,038: 4,540 5,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 15,076: -1,601 599 4,190 11,567 9,474 14,156 14,263: 921 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 6.9 8.8 69.5 72.2 90.5 87.9: 9.5 12.1
Old : 100.0: 12.2 6.9 8.8 69.5 72.2 90.5 87.9: 9.5 12.1
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 : 83: 14 14 9 30 34 48 55:
Old : 83: 14 14 9 30 34 48 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 : 32.6 36.5 46.5 50.9 31.5 36.5 42.8 48.2
Old : 32.6 36.5 46.5 50.9 31.5 36.5 42.8 48.2
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 - Futures Only, September 27, 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 : 13,642: 2,962 1,349 0 9,276 11,573 12,238 12,922: 1,404 720
Old : 13,642: 2,962 1,349 0 9,276 11,573 12,238 12,922: 1,404 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -2,187: 790 -1,133 -933 -543 1,032 -686 -1,034: -1,501 -1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 9.9 0.0 68.0 84.8 89.7 94.7: 10.3 5.3
Old : 100.0: 21.7 9.9 0.0 68.0 84.8 89.7 94.7: 10.3 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 : 20: 4 2 0 7 7 11 9:
Old : 20: 4 2 0 7 7 11 9:
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 : 63.6 71.8 82.3 92.6 63.6 71.8 82.3 92.6
Old : 63.6 71.8 82.3 92.6 63.6 71.8 82.3 92.6
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, September 27, 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 : 68,372: 11,134 9,321 3,016 47,951 45,894 62,101 58,231: 6,271 10,141
Old : 68,372: 11,134 9,321 3,016 47,951 45,894 62,101 58,231: 6,271 10,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,868: -3,721 3,905 2,975 4,581 -4,199 3,835 2,681: -967 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.6 4.4 70.1 67.1 90.8 85.2: 9.2 14.8
Old : 100.0: 16.3 13.6 4.4 70.1 67.1 90.8 85.2: 9.2 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 : 80: 12 16 6 28 30 43 49:
Old : 80: 12 16 6 28 30 43 49:
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 : 32.0 32.7 49.4 46.4 32.0 32.2 48.0 44.7
Old : 32.0 32.7 49.4 46.4 32.0 32.2 48.0 44.7
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, September 27, 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 : 9,313: 4,224 8,617 694 3,982 0 8,900 9,311: 413 2
Old : 9,313: 4,224 8,617 694 3,982 0 8,900 9,311: 413 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -5,068: -918 2,403 -3,643 -516 -3,813 -5,077 -5,053: 9 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 92.5 7.5 42.8 0.0 95.6 100.0: 4.4 0.0
Old : 100.0: 45.4 92.5 7.5 42.8 0.0 95.6 100.0: 4.4 0.0
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 : 24: 11 10 2 3 0 16 10:
Old : 24: 11 10 2 3 0 16 10:
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 : 65.8 77.9 84.3 95.5 65.8 72.5 81.4 88.1
Old : 65.8 77.9 84.3 95.5 65.8 72.5 81.4 88.1
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, September 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,384: 1,850 2,218 9 9,194 9,098 11,053 11,325: 331 59
Old : 11,384: 1,850 2,218 9 9,194 9,098 11,053 11,325: 331 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 577: -587 1,636 5 1,148 -1,042 566 599: 11 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 19.5 0.1 80.8 79.9 97.1 99.5: 2.9 0.5
Old : 100.0: 16.3 19.5 0.1 80.8 79.9 97.1 99.5: 2.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 5 1 6 12 14 18:
Old : 30: 8 5 1 6 12 14 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 : 84.8 79.8 94.9 93.0 84.7 79.8 94.8 92.9
Old : 84.8 79.8 94.9 93.0 84.7 79.8 94.8 92.9
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, September 27, 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 : 14,823: 514 1,125 0 14,046 13,640 14,560 14,765: 263 58
Old : 14,823: 514 1,125 0 14,046 13,640 14,560 14,765: 263 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -734: -966 690 0 297 -1,434 -669 -744: -65 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 7.6 0.0 94.8 92.0 98.2 99.6: 1.8 0.4
Old : 100.0: 3.5 7.6 0.0 94.8 92.0 98.2 99.6: 1.8 0.4
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 : 27: 6 3 0 6 13 12 16:
Old : 27: 6 3 0 6 13 12 16:
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 : 94.8 73.7 97.3 90.2 94.8 73.7 97.1 90.2
Old : 94.8 73.7 97.3 90.2 94.8 73.7 97.1 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011