WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 11, 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 : 416,335: 70,936 119,111 63,460 252,258 179,434 386,654 362,005: 29,681 54,330
Old : 324,243: 64,447 111,109 30,175 206,666 144,536 301,288 285,820: 22,955 38,423
Other: 92,092: 25,439 26,952 14,335 45,592 34,898 85,366 76,185: 6,726 15,907
: : :
: : Changes in Commitments from: October 4, 2011 :
: -3,931: -3,589 1,069 -2,085 5,042 66 -632 -950: -3,299 -2,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 28.6 15.2 60.6 43.1 92.9 87.0: 7.1 13.0
Old : 100.0: 19.9 34.3 9.3 63.7 44.6 92.9 88.1: 7.1 11.9
Other: 100.0: 27.6 29.3 15.6 49.5 37.9 92.7 82.7: 7.3 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 110 153 139 85 111 288 327:
Old : 392: 114 149 97 76 98 243 298:
Other: 221: 57 60 36 42 89 121 169:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 13.8 38.8 20.6 23.5 11.9 37.2 17.7
Old : 27.0 17.4 43.2 24.8 26.4 16.2 42.3 23.5
Other: 30.1 17.5 44.4 27.0 24.4 9.5 36.9 17.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 11, 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 : 1,194,707: 359,635 124,316 107,717 594,982 732,453 1,062,334 964,486: 132,373 230,221
Old : 1,039,595: 342,518 125,796 71,542 505,072 637,513 919,132 834,851: 120,463 204,744
Other: 155,112: 48,162 29,565 5,130 89,910 94,940 143,202 129,635: 11,910 25,477
: : :
: : Changes in Commitments from: October 4, 2011 :
: -7,951: -19,909 16,442 7,138 12,668 -25,939 -103 -2,359: -7,848 -5,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 10.4 9.0 49.8 61.3 88.9 80.7: 11.1 19.3
Old : 100.0: 32.9 12.1 6.9 48.6 61.3 88.4 80.3: 11.6 19.7
Other: 100.0: 31.0 19.1 3.3 58.0 61.2 92.3 83.6: 7.7 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 778: 203 162 170 223 328 516 588:
Old : 773: 204 167 146 217 323 492 573:
Other: 423: 75 62 18 67 245 148 321:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 10.9 25.2 16.2 14.6 10.3 22.2 14.7
Old : 15.4 11.4 25.3 16.4 14.4 11.2 23.2 15.6
Other: 37.1 23.0 47.8 32.9 29.6 18.6 40.4 26.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 11, 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 : 15,545: 3,352 2,093 177 9,271 11,522 12,800 13,792: 2,745 1,753
Old : 15,475: 3,352 2,093 174 9,208 11,466 12,734 13,733: 2,741 1,742
Other: 70: 2 2 1 63 56 66 59: 4 11
: : :
: : Changes in Commitments from: October 4, 2011 :
: 125: 81 -140 -19 64 395 126 236: -1 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 13.5 1.1 59.6 74.1 82.3 88.7: 17.7 11.3
Old : 100.0: 21.7 13.5 1.1 59.5 74.1 82.3 88.7: 17.7 11.3
Other: 100.0: 2.9 2.9 1.4 90.0 80.0 94.3 84.3: 5.7 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 11 4 16 8 33 23:
Old : 45: 16 11 4 15 6 32 21:
Other: 9: 1 1 1 4 3 6 4:
:----------------------------------------------------------------------------------------------------
: 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 : 38.2 73.6 54.9 82.6 38.2 68.7 54.2 75.0
Old : 38.2 73.9 55.0 83.0 38.2 69.2 54.3 75.5
Other: 90.0 84.3 94.3 84.3 90.0 82.9 92.9 82.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 11, 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 : 570,587: 160,031 57,671 79,643 286,309 351,336 525,983 488,650: 44,604 81,937
Old : 514,220: 148,754 59,429 66,615 257,477 315,015 472,846 441,059: 41,374 73,161
Other: 56,367: 23,717 10,682 588 28,832 36,321 53,137 47,591: 3,230 8,776
: : :
: : Changes in Commitments from: October 4, 2011 :
: -2,982: -2,277 5,934 -5,963 6,651 -1,156 -1,589 -1,185: -1,393 -1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 10.1 14.0 50.2 61.6 92.2 85.6: 7.8 14.4
Old : 100.0: 28.9 11.6 13.0 50.1 61.3 92.0 85.8: 8.0 14.2
Other: 100.0: 42.1 19.0 1.0 51.2 64.4 94.3 84.4: 5.7 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 524: 162 132 171 115 171 377 409:
Old : 522: 167 141 154 113 166 362 398:
Other: 233: 48 55 7 32 113 83 172:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 21.6 22.4 29.8 12.7 17.7 20.4 22.6
Old : 14.2 22.8 23.7 29.7 14.1 20.0 22.8 24.9
Other: 47.0 33.8 61.6 51.6 36.2 31.0 49.1 45.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 11, 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 : 18,164: 14,696 2,353 214 62 3,638 14,972 6,205: 3,192 11,959
Old : 15,267: 12,292 2,290 208 62 2,920 12,562 5,418: 2,705 9,849
Other: 2,897: 2,404 63 6 0 718 2,410 787: 487 2,110
: : :
: : Changes in Commitments from: October 4, 2011 :
: -1,804: -1,656 -718 28 53 -560 -1,575 -1,250: -229 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 13.0 1.2 0.3 20.0 82.4 34.2: 17.6 65.8
Old : 100.0: 80.5 15.0 1.4 0.4 19.1 82.3 35.5: 17.7 64.5
Other: 100.0: 83.0 2.2 0.2 0.0 24.8 83.2 27.2: 16.8 72.8
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 14 8 7 2 9 17 23:
Old : 31: 14 8 6 2 9 17 22:
Other: 18: 7 3 2 0 8 7 13:
:----------------------------------------------------------------------------------------------------
: 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 16.3 70.1 23.4 47.9 16.0 69.8 23.0
Old : 44.6 15.2 68.3 23.0 44.3 15.0 68.0 22.6
Other: 74.4 22.7 83.2 25.8 74.2 22.7 83.0 25.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 11, 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 : 294,959: 64,531 75,327 29,082 178,157 159,822 271,770 264,231: 23,189 30,728
Old : 281,797: 64,528 76,704 26,547 169,122 148,666 260,197 251,917: 21,600 29,880
Other: 13,162: 1,839 459 699 9,035 11,156 11,573 12,314: 1,589 848
: : :
: : Changes in Commitments from: October 4, 2011 :
: 7,105: 210 7,881 1,243 9,857 898 11,310 10,022: -4,205 -2,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 25.5 9.9 60.4 54.2 92.1 89.6: 7.9 10.4
Old : 100.0: 22.9 27.2 9.4 60.0 52.8 92.3 89.4: 7.7 10.6
Other: 100.0: 14.0 3.5 5.3 68.6 84.8 87.9 93.6: 12.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 73 80 65 67 67 178 189:
Old : 258: 74 83 63 65 67 175 188:
Other: 47: 10 8 4 21 15 32 26:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 21.4 31.0 32.6 16.2 17.2 24.2 25.4
Old : 19.4 21.1 30.9 31.0 17.1 16.4 25.5 25.0
Other: 45.1 57.6 61.8 79.6 28.3 43.1 42.3 57.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 11, 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 : 615,802: 77,288 101,013 6,313 403,052 382,854 486,653 490,180: 129,149 125,622
Old : 615,802: 77,288 101,013 6,313 403,052 382,854 486,653 490,180: 129,149 125,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -11,044: 11,372 9,130 380 -18,560 -11,137 -6,808 -1,627: -4,236 -9,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.4 1.0 65.5 62.2 79.0 79.6: 21.0 20.4
Old : 100.0: 12.6 16.4 1.0 65.5 62.2 79.0 79.6: 21.0 20.4
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 : 168: 34 33 12 64 71 107 107:
Old : 168: 34 33 12 64 71 107 107:
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 : 24.6 20.3 36.9 31.9 23.5 20.2 33.3 30.0
Old : 24.6 20.3 36.9 31.9 23.5 20.2 33.3 30.0
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, October 11, 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 : 374,115: 58,313 34,396 1,060 251,006 292,050 310,379 327,506: 63,736 46,609
Old : 374,115: 58,313 34,396 1,060 251,006 292,050 310,379 327,506: 63,736 46,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -2,867: 2,620 -2,580 -460 -2,607 1,060 -447 -1,980: -2,420 -887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.2 0.3 67.1 78.1 83.0 87.5: 17.0 12.5
Old : 100.0: 15.6 9.2 0.3 67.1 78.1 83.0 87.5: 17.0 12.5
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 : 76: 8 6 2 40 41 49 48:
Old : 76: 8 6 2 40 41 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 : 26.1 45.7 43.6 58.7 22.0 45.7 38.3 58.0
Old : 26.1 45.7 43.6 58.7 22.0 45.7 38.3 58.0
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, October 11, 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 : 9,549: 1,025 242 878 7,177 7,881 9,080 9,001: 469 548
Old : 9,549: 1,025 242 878 7,177 7,881 9,080 9,001: 469 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 677: -89 -33 292 487 343 690 602: -13 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 2.5 9.2 75.2 82.5 95.1 94.3: 4.9 5.7
Old : 100.0: 10.7 2.5 9.2 75.2 82.5 95.1 94.3: 4.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 2 5 19 21 28 26:
Old : 31: 7 2 5 19 21 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 46.9 67.9 71.4 22.1 26.7 34.2 34.4
Old : 46.5 46.9 67.9 71.4 22.1 26.7 34.2 34.4
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, October 11, 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 : 186,934: 36,621 46,337 21,071 95,255 89,293 152,947 156,701: 33,987 30,233
Old : 175,595: 36,559 46,443 17,515 89,009 82,606 143,083 146,564: 32,512 29,031
Other: 11,339: 1,292 1,124 2,326 6,246 6,687 9,864 10,137: 1,475 1,202
: : :
: : Changes in Commitments from: October 4, 2011 :
: 2,281: -2,943 6,098 -1,547 4,636 -2,530 146 2,021: 2,135 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 24.8 11.3 51.0 47.8 81.8 83.8: 18.2 16.2
Old : 100.0: 20.8 26.4 10.0 50.7 47.0 81.5 83.5: 18.5 16.5
Other: 100.0: 11.4 9.9 20.5 55.1 59.0 87.0 89.4: 13.0 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 46 51 37 74 57 137 135:
Old : 191: 48 52 33 74 56 137 130:
Other: 48: 6 8 6 25 15 34 27:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 22.6 26.7 33.0 14.1 17.8 21.7 25.0
Old : 17.2 22.2 27.6 32.8 14.5 17.5 22.1 24.8
Other: 38.4 41.5 61.1 63.1 35.7 34.8 51.3 49.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 11, 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 : 17,644: 4,117 3,542 1,508 8,625 11,203 14,250 16,253: 3,394 1,391
Old : 17,601: 4,120 3,542 1,505 8,593 11,164 14,218 16,211: 3,383 1,390
Other: 43: 0 3 0 32 39 32 42: 11 1
: : :
: : Changes in Commitments from: October 4, 2011 :
: 256: -405 -113 641 -37 -461 199 67: 57 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 20.1 8.5 48.9 63.5 80.8 92.1: 19.2 7.9
Old : 100.0: 23.4 20.1 8.6 48.8 63.4 80.8 92.1: 19.2 7.9
Other: 100.0: 0.0 7.0 0.0 74.4 90.7 74.4 97.7: 25.6 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 27 16 17 24 15 60 42:
Old : 77: 27 16 17 24 15 60 42:
Other: 8: 0 2 0 1 5 1 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 : 28.6 47.0 41.3 59.5 28.6 44.1 39.1 55.5
Old : 28.6 47.1 41.4 59.6 28.6 44.4 39.2 55.7
Other: 74.4 86.0 74.4 97.7 74.4 86.0 74.4 97.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 11, 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 : 698,321: 214,265 177,828 15,812 372,493 391,880 602,570 585,520: 95,751 112,801
Old : 698,321: 214,265 177,828 15,812 372,493 391,880 602,570 585,520: 95,751 112,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -36,936: 10,738 -253 -968 -37,984 -18,576 -28,214 -19,797: -8,722 -17,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 25.5 2.3 53.3 56.1 86.3 83.8: 13.7 16.2
Old : 100.0: 30.7 25.5 2.3 53.3 56.1 86.3 83.8: 13.7 16.2
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 : 219: 39 48 17 82 101 132 156:
Old : 219: 39 48 17 82 101 132 156:
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 : 25.9 16.7 38.8 25.6 25.5 15.1 35.7 22.5
Old : 25.9 16.7 38.8 25.6 25.5 15.1 35.7 22.5
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, October 11, 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 : 1,535,194: 137,600 311,436 14,354 1,109,880 893,740 1,261,834 1,219,530: 273,360 315,664
Old : 1,535,194: 137,600 311,436 14,354 1,109,880 893,740 1,261,834 1,219,530: 273,360 315,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 38,813: -16,899 42,923 -1,618 73,407 -21,620 54,890 19,685: -16,077 19,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 20.3 0.9 72.3 58.2 82.2 79.4: 17.8 20.6
Old : 100.0: 9.0 20.3 0.9 72.3 58.2 82.2 79.4: 17.8 20.6
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 : 237: 29 50 16 105 121 144 177:
Old : 237: 29 50 16 105 121 144 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 15.3 37.8 22.7 26.9 10.7 36.5 18.0
Old : 28.1 15.3 37.8 22.7 26.9 10.7 36.5 18.0
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, October 11, 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 : 1,182,907: 326,424 96,417 7,220 667,938 846,663 1,001,582 950,300: 181,325 232,607
Old : 1,182,907: 326,424 96,417 7,220 667,938 846,663 1,001,582 950,300: 181,325 232,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -46,034: -47,369 -22,133 -1,370 10,974 -24,010 -37,765 -47,513: -8,269 1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 8.2 0.6 56.5 71.6 84.7 80.3: 15.3 19.7
Old : 100.0: 27.6 8.2 0.6 56.5 71.6 84.7 80.3: 15.3 19.7
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 : 177: 33 25 12 69 98 106 131:
Old : 177: 33 25 12 69 98 106 131:
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 : 29.6 20.4 44.6 30.6 29.3 17.8 43.3 26.0
Old : 29.6 20.4 44.6 30.6 29.3 17.8 43.3 26.0
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, October 11, 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 : 617,999: 63,471 46,864 82,008 444,913 448,021 590,392 576,893: 27,607 41,106
Old : 617,999: 63,471 46,864 82,008 444,913 448,021 590,392 576,893: 27,607 41,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -5,050: 1,916 -1,236 -4,246 498 1,107 -1,832 -4,375: -3,218 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.6 13.3 72.0 72.5 95.5 93.3: 4.5 6.7
Old : 100.0: 10.3 7.6 13.3 72.0 72.5 95.5 93.3: 4.5 6.7
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 : 119: 22 23 27 58 66 92 108:
Old : 119: 22 23 27 58 66 92 108:
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 : 41.0 35.3 53.3 49.3 35.8 26.4 40.6 37.1
Old : 41.0 35.3 53.3 49.3 35.8 26.4 40.6 37.1
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, October 11, 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 : 39,332: 10,275 4,266 29 25,000 28,843 35,304 33,138: 4,028 6,194
Old : 39,332: 10,275 4,266 29 25,000 28,843 35,304 33,138: 4,028 6,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -11,010: 1,512 2,384 -4,007 -6,919 -9,911 -9,414 -11,534: -1,596 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 10.8 0.1 63.6 73.3 89.8 84.3: 10.2 15.7
Old : 100.0: 26.1 10.8 0.1 63.6 73.3 89.8 84.3: 10.2 15.7
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: 12 11 4 34 24 49 36:
Old : 74: 12 11 4 34 24 49 36:
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 43.9 48.5 55.5 32.6 43.9 48.5 55.5
Old : 32.6 43.9 48.5 55.5 32.6 43.9 48.5 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 11, 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 : 78,663: 20,549 8,532 58 50,000 57,686 70,607 66,276: 8,056 12,387
Old : 78,663: 20,549 8,532 58 50,000 57,686 70,607 66,276: 8,056 12,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 2,704: 2,813 1,338 -1,866 1,629 527 2,576 -1: 128 2,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 10.8 0.1 63.6 73.3 89.8 84.3: 10.2 15.7
Old : 100.0: 26.1 10.8 0.1 63.6 73.3 89.8 84.3: 10.2 15.7
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: 12 11 4 34 24 49 36:
Old : 74: 12 11 4 34 24 49 36:
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 43.9 48.5 55.5 32.6 43.9 48.5 55.5
Old : 32.6 43.9 48.5 55.5 32.6 43.9 48.5 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, October 11, 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 : 13,119: 6,066 12,656 460 6,269 0 12,795 13,116: 324 3
Old : 13,119: 6,066 12,656 460 6,269 0 12,795 13,116: 324 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 1,687: 612 1,853 -86 1,261 0 1,787 1,767: -100 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 96.5 3.5 47.8 0.0 97.5 100.0: 2.5 0.0
Old : 100.0: 46.2 96.5 3.5 47.8 0.0 97.5 100.0: 2.5 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 : 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 : 72.1 83.2 89.9 96.7 72.1 79.7 88.6 93.2
Old : 72.1 83.2 89.9 96.7 72.1 79.7 88.6 93.2
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, October 11, 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 : 10,057: 1,892 701 263 7,628 9,026 9,783 9,990: 274 67
Old : 10,057: 1,892 701 263 7,628 9,026 9,783 9,990: 274 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -913: 90 -1,064 223 -1,187 -79 -874 -920: -39 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 7.0 2.6 75.8 89.7 97.3 99.3: 2.7 0.7
Old : 100.0: 18.8 7.0 2.6 75.8 89.7 97.3 99.3: 2.7 0.7
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 : 31: 9 5 2 5 13 15 19:
Old : 31: 9 5 2 5 13 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 77.3 94.8 88.5 79.9 77.2 92.3 87.9
Old : 80.8 77.3 94.8 88.5 79.9 77.2 92.3 87.9
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, October 11, 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 : 13,538: 967 904 0 12,239 12,484 13,206 13,388: 332 150
Old : 13,538: 967 904 0 12,239 12,484 13,206 13,388: 332 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -896: 108 134 0 -1,005 -1,055 -897 -921: 1 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.7 0.0 90.4 92.2 97.5 98.9: 2.5 1.1
Old : 100.0: 7.1 6.7 0.0 90.4 92.2 97.5 98.9: 2.5 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: 6 4 0 6 12 12 16:
Old : 27: 6 4 0 6 12 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 : 90.7 74.0 96.5 89.8 90.7 74.0 96.1 89.8
Old : 90.7 74.0 96.5 89.8 90.7 74.0 96.1 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2011