WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 29, 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 : 369,175: 73,037 125,148 42,718 221,376 144,961 337,131 312,827: 32,044 56,348
Old : 249,343: 63,296 96,361 12,500 149,796 101,878 225,592 210,739: 23,751 38,604
Other: 119,832: 24,853 43,899 15,106 71,580 43,083 111,539 102,088: 8,293 17,744
: : :
: : Changes in Commitments from: November 22, 2011 :
: -34,297: -4,766 -8,975 -10,196 -17,588 -11,668 -32,550 -30,839: -1,747 -3,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 33.9 11.6 60.0 39.3 91.3 84.7: 8.7 15.3
Old : 100.0: 25.4 38.6 5.0 60.1 40.9 90.5 84.5: 9.5 15.5
Other: 100.0: 20.7 36.6 12.6 59.7 36.0 93.1 85.2: 6.9 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 94 150 102 80 105 244 295:
Old : 353: 98 134 59 69 85 203 247:
Other: 233: 44 81 47 47 90 128 187:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 12.3 40.0 19.2 25.0 10.6 39.2 16.5
Old : 28.9 15.7 42.6 24.5 28.9 14.6 42.6 23.3
Other: 33.9 14.2 49.7 23.2 31.6 9.2 47.0 17.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 29, 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 : 1,156,942: 291,709 127,401 124,494 612,130 690,977 1,028,333 942,872: 128,609 214,070
Old : 927,764: 273,280 117,988 69,668 472,449 563,017 815,397 750,673: 112,367 177,091
Other: 229,178: 60,244 51,228 13,011 139,681 127,960 212,936 192,199: 16,242 36,979
: : :
: : Changes in Commitments from: November 22, 2011 :
: -141,766: -69,900 -6,428 -21,760 -43,303 -97,718 -134,963 -125,906: -6,803 -15,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.0 10.8 52.9 59.7 88.9 81.5: 11.1 18.5
Old : 100.0: 29.5 12.7 7.5 50.9 60.7 87.9 80.9: 12.1 19.1
Other: 100.0: 26.3 22.4 5.7 60.9 55.8 92.9 83.9: 7.1 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 690: 152 155 175 209 312 462 568:
Old : 680: 170 145 135 204 297 437 524:
Other: 457: 66 99 28 79 243 158 361:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 12.8 27.0 18.6 14.5 9.8 22.6 15.0
Old : 17.3 12.4 27.3 18.4 16.2 11.2 26.1 17.0
Other: 32.4 25.1 47.4 32.9 23.9 14.3 35.7 20.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 29, 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 : 14,054: 3,024 2,595 95 8,916 9,269 12,035 11,959: 2,019 2,095
Old : 13,796: 2,987 2,600 79 8,804 9,069 11,870 11,748: 1,926 2,048
Other: 258: 42 0 11 112 200 165 211: 93 47
: : :
: : Changes in Commitments from: November 22, 2011 :
: -2,724: -1,484 -115 -471 -401 -2,179 -2,356 -2,765: -368 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 18.5 0.7 63.4 66.0 85.6 85.1: 14.4 14.9
Old : 100.0: 21.7 18.8 0.6 63.8 65.7 86.0 85.2: 14.0 14.8
Other: 100.0: 16.3 0.0 4.3 43.4 77.5 64.0 81.8: 36.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 13 11 2 15 7 29 19:
Old : 40: 13 11 1 15 5 28 17:
Other: 11: 3 0 1 5 5 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 38.3 70.5 56.6 78.5 37.9 64.7 55.2 72.5
Old : 38.8 71.4 57.1 79.5 38.8 65.9 56.3 73.9
Other: 48.1 76.0 64.0 81.8 43.8 68.6 50.8 68.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 29, 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 : 522,741: 109,910 98,847 71,037 292,371 267,957 473,318 437,841: 49,423 84,900
Old : 459,359: 103,191 108,331 50,622 260,738 227,622 414,551 386,575: 44,808 72,784
Other: 63,382: 25,931 9,728 1,203 31,633 40,335 58,767 51,266: 4,615 12,116
: : :
: : Changes in Commitments from: November 22, 2011 :
: 131: -4,589 -4,252 3,255 -5,167 -1,403 -6,501 -2,400: 6,632 2,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 18.9 13.6 55.9 51.3 90.5 83.8: 9.5 16.2
Old : 100.0: 22.5 23.6 11.0 56.8 49.6 90.2 84.2: 9.8 15.8
Other: 100.0: 40.9 15.3 1.9 49.9 63.6 92.7 80.9: 7.3 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 121 133 147 105 142 322 360:
Old : 450: 120 144 132 105 131 309 342:
Other: 222: 54 42 14 37 99 99 151:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 18.8 26.5 25.8 13.9 14.8 22.0 21.1
Old : 16.9 19.7 28.9 26.8 16.1 17.3 26.2 23.8
Other: 42.9 29.5 58.7 47.7 31.7 25.6 44.5 39.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 29, 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 : 320,391: 60,222 81,623 40,023 190,920 161,175 291,165 282,821: 29,226 37,570
Old : 300,325: 59,736 83,205 35,062 179,078 145,815 273,876 264,082: 26,449 36,243
Other: 20,066: 3,313 1,245 2,134 11,842 15,360 17,289 18,739: 2,777 1,327
: : :
: : Changes in Commitments from: November 22, 2011 :
: 11,275: 3,736 6,449 3,232 2,723 -1,855 9,691 7,826: 1,584 3,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 25.5 12.5 59.6 50.3 90.9 88.3: 9.1 11.7
Old : 100.0: 19.9 27.7 11.7 59.6 48.6 91.2 87.9: 8.8 12.1
Other: 100.0: 16.5 6.2 10.6 59.0 76.5 86.2 93.4: 13.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 66 84 83 70 68 188 206:
Old : 262: 67 90 81 68 66 183 204:
Other: 71: 17 14 10 30 21 52 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 21.9 26.4 32.4 13.9 18.3 23.5 26.7
Old : 16.1 20.9 26.6 31.2 15.1 17.8 24.9 26.4
Other: 33.0 49.6 49.2 68.6 23.0 39.3 37.3 53.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 29, 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 : 658,141: 62,659 94,783 11,344 440,804 425,074 514,807 531,201: 143,334 126,940
Old : 658,141: 62,659 94,783 11,344 440,804 425,074 514,807 531,201: 143,334 126,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 7,183: 254 -5,279 1,090 18,636 15,791 19,980 11,602: -12,797 -4,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 14.4 1.7 67.0 64.6 78.2 80.7: 21.8 19.3
Old : 100.0: 9.5 14.4 1.7 67.0 64.6 78.2 80.7: 21.8 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 26 20 15 79 70 111 99:
Old : 140: 26 20 15 79 70 111 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 26.7 33.6 38.8 22.0 23.5 29.0 33.4
Old : 23.0 26.7 33.6 38.8 22.0 23.5 29.0 33.4
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 - Futures Only, November 29, 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 : 405,565: 54,428 32,019 7,296 275,622 321,267 337,346 360,582: 68,219 44,983
Old : 405,565: 54,428 32,019 7,296 275,622 321,267 337,346 360,582: 68,219 44,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -1,182: -3,758 -1,254 4,077 -3,405 -4,952 -3,086 -2,129: 1,904 947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 7.9 1.8 68.0 79.2 83.2 88.9: 16.8 11.1
Old : 100.0: 13.4 7.9 1.8 68.0 79.2 83.2 88.9: 16.8 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 9 5 5 46 40 58 47:
Old : 72: 9 5 5 46 40 58 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 : 24.2 46.4 41.2 60.3 20.3 46.1 35.7 58.3
Old : 24.2 46.4 41.2 60.3 20.3 46.1 35.7 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, November 29, 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 : 10,144: 1,061 1,509 658 7,769 7,377 9,488 9,544: 656 600
Old : 10,144: 1,061 1,509 658 7,769 7,377 9,488 9,544: 656 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -164: 4 354 -314 255 -97 -55 -57: -109 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.9 6.5 76.6 72.7 93.5 94.1: 6.5 5.9
Old : 100.0: 10.5 14.9 6.5 76.6 72.7 93.5 94.1: 6.5 5.9
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 : 35: 7 3 5 20 22 30 27:
Old : 35: 7 3 5 20 22 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 44.3 66.7 69.4 27.4 26.2 36.4 37.9
Old : 48.0 44.3 66.7 69.4 27.4 26.2 36.4 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 29, 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 : 209,361: 31,932 58,399 27,222 116,312 87,583 175,466 173,204: 33,895 36,157
Old : 186,163: 31,645 58,473 18,984 104,869 75,331 155,498 152,788: 30,665 33,375
Other: 23,198: 2,861 2,500 5,664 11,443 12,252 19,968 20,416: 3,230 2,782
: : :
: : Changes in Commitments from: November 22, 2011 :
: -346: -1,945 -2,579 2,110 -946 -1,760 -781 -2,229: 435 1,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 27.9 13.0 55.6 41.8 83.8 82.7: 16.2 17.3
Old : 100.0: 17.0 31.4 10.2 56.3 40.5 83.5 82.1: 16.5 17.9
Other: 100.0: 12.3 10.8 24.4 49.3 52.8 86.1 88.0: 13.9 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 44 61 50 68 57 145 149:
Old : 201: 47 65 45 67 56 144 143:
Other: 70: 13 15 14 33 18 53 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 20.6 32.3 29.9 18.7 17.5 26.2 24.4
Old : 23.7 20.8 32.7 29.6 20.5 18.1 27.6 25.6
Other: 43.7 40.0 60.4 54.1 38.8 30.8 46.5 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 29, 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 : 18,229: 3,565 5,042 2,335 8,663 8,706 14,563 16,083: 3,666 2,146
Old : 18,043: 3,557 5,042 2,330 8,585 8,540 14,472 15,912: 3,571 2,131
Other: 186: 10 2 3 78 166 91 171: 95 15
: : :
: : Changes in Commitments from: November 22, 2011 :
: 424: -56 743 420 0 -596 364 567: 60 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 27.7 12.8 47.5 47.8 79.9 88.2: 20.1 11.8
Old : 100.0: 19.7 27.9 12.9 47.6 47.3 80.2 88.2: 19.8 11.8
Other: 100.0: 5.4 1.1 1.6 41.9 89.2 48.9 91.9: 51.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 23 28 17 22 15 53 56:
Old : 85: 23 28 17 21 15 52 56:
Other: 11: 2 1 2 1 6 5 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 : 26.2 33.4 38.7 44.9 26.2 28.3 37.3 39.1
Old : 26.5 33.1 39.1 44.6 26.5 28.4 37.7 39.2
Other: 48.4 83.9 48.9 91.9 47.3 83.9 47.3 90.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 29, 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 : 740,797: 183,825 145,117 20,690 426,505 475,489 631,020 641,296: 109,777 99,501
Old : 740,797: 183,825 145,117 20,690 426,505 475,489 631,020 641,296: 109,777 99,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -14,581: -7,423 -19,501 3,540 -13,969 14,437 -17,852 -1,524: 3,271 -13,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 19.6 2.8 57.6 64.2 85.2 86.6: 14.8 13.4
Old : 100.0: 24.8 19.6 2.8 57.6 64.2 85.2 86.6: 14.8 13.4
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 : 202: 39 39 20 81 103 134 148:
Old : 202: 39 39 20 81 103 134 148:
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 : 27.8 19.2 39.8 29.4 27.1 14.3 34.8 22.0
Old : 27.8 19.2 39.8 29.4 27.1 14.3 34.8 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 29, 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 : 1,556,443: 209,733 192,432 37,235 1,019,566 1,028,059 1,266,534 1,257,726: 289,909 298,717
Old : 1,556,443: 209,733 192,432 37,235 1,019,566 1,028,059 1,266,534 1,257,726: 289,909 298,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 34,405: -4,291 -36,883 5,918 40,995 72,402 42,622 41,437: -8,217 -7,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 12.4 2.4 65.5 66.1 81.4 80.8: 18.6 19.2
Old : 100.0: 13.5 12.4 2.4 65.5 66.1 81.4 80.8: 18.6 19.2
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 : 221: 44 35 27 101 121 159 169:
Old : 221: 44 35 27 101 121 159 169:
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 : 23.7 19.9 35.3 29.4 19.7 13.6 28.6 20.5
Old : 23.7 19.9 35.3 29.4 19.7 13.6 28.6 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 29, 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 : 1,337,169: 401,572 123,319 8,687 713,717 965,345 1,123,976 1,097,351: 213,193 239,818
Old : 1,337,169: 401,572 123,319 8,687 713,717 965,345 1,123,976 1,097,351: 213,193 239,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 52,422: -12,177 -18,119 -14,513 78,433 71,292 51,743 38,660: 679 13,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 9.2 0.6 53.4 72.2 84.1 82.1: 15.9 17.9
Old : 100.0: 30.0 9.2 0.6 53.4 72.2 84.1 82.1: 15.9 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 : 171: 25 24 14 78 105 111 135:
Old : 171: 25 24 14 78 105 111 135:
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 : 29.4 23.0 42.3 33.3 26.2 18.6 36.2 26.5
Old : 29.4 23.0 42.3 33.3 26.2 18.6 36.2 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 29, 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 : 616,393: 94,454 67,554 84,909 407,085 423,599 586,448 576,062: 29,945 40,331
Old : 616,393: 94,454 67,554 84,909 407,085 423,599 586,448 576,062: 29,945 40,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 18,878: 14,622 4,539 429 8,943 16,771 23,994 21,739: -5,116 -2,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 11.0 13.8 66.0 68.7 95.1 93.5: 4.9 6.5
Old : 100.0: 15.3 11.0 13.8 66.0 68.7 95.1 93.5: 4.9 6.5
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 : 115: 29 21 27 49 59 85 101:
Old : 115: 29 21 27 49 59 85 101:
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 : 42.3 36.2 55.0 50.5 35.2 27.8 40.3 38.1
Old : 42.3 36.2 55.0 50.5 35.2 27.8 40.3 38.1
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, November 29, 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 : 59,620: 8,186 4,842 4,096 40,379 43,484 52,660 52,422: 6,960 7,198
Old : 59,620: 8,186 4,842 4,096 40,379 43,484 52,660 52,422: 6,960 7,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -2,018: 88 657 -396 -896 -2,838 -1,204 -2,577: -814 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 8.1 6.9 67.7 72.9 88.3 87.9: 11.7 12.1
Old : 100.0: 13.7 8.1 6.9 67.7 72.9 88.3 87.9: 11.7 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 : 86: 20 12 7 36 31 61 46:
Old : 86: 20 12 7 36 31 61 46:
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 : 27.4 42.0 40.4 57.2 23.0 34.2 35.2 46.5
Old : 27.4 42.0 40.4 57.2 23.0 34.2 35.2 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, November 29, 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 : 17,682: 3,032 1,235 422 12,642 13,387 16,096 15,044: 1,586 2,638
Old : 17,682: 3,032 1,235 422 12,642 13,387 16,096 15,044: 1,586 2,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 31: 11 18 0 0 -5 11 13: 20 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.0 2.4 71.5 75.7 91.0 85.1: 9.0 14.9
Old : 100.0: 17.1 7.0 2.4 71.5 75.7 91.0 85.1: 9.0 14.9
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 : 20: 4 2 3 8 8 12 13:
Old : 20: 4 2 3 8 8 12 13:
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 : 60.9 67.0 82.6 82.0 59.0 67.0 78.9 81.2
Old : 60.9 67.0 82.6 82.0 59.0 67.0 78.9 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 83,875: 17,585 14,491 70 55,473 60,194 73,128 74,755: 10,747 9,120
Old : 83,875: 17,585 14,491 70 55,473 60,194 73,128 74,755: 10,747 9,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -4,098: 339 1,464 -978 -1,791 -5,665 -2,430 -5,179: -1,668 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 17.3 0.1 66.1 71.8 87.2 89.1: 12.8 10.9
Old : 100.0: 21.0 17.3 0.1 66.1 71.8 87.2 89.1: 12.8 10.9
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 : 84: 19 13 4 33 27 56 40:
Old : 84: 19 13 4 33 27 56 40:
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 : 25.7 44.0 41.0 57.4 25.7 44.0 41.0 56.5
Old : 25.7 44.0 41.0 57.4 25.7 44.0 41.0 56.5
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, November 29, 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 : 15,942: 6,349 15,317 616 8,781 0 15,746 15,933: 196 9
Old : 15,942: 6,349 15,317 616 8,781 0 15,746 15,933: 196 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -98: -182 -199 100 -16 0 -98 -99: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 96.1 3.9 55.1 0.0 98.8 99.9: 1.2 0.1
Old : 100.0: 39.8 96.1 3.9 55.1 0.0 98.8 99.9: 1.2 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: 11 12 2 3 0 16 12:
Old : 26: 11 12 2 3 0 16 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 : 73.9 83.7 93.1 96.3 73.9 79.9 90.9 92.5
Old : 73.9 83.7 93.1 96.3 73.9 79.9 90.9 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 29, 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 : 11,637: 2,767 1,105 287 8,311 10,109 11,365 11,501: 272 136
Old : 11,637: 2,767 1,105 287 8,311 10,109 11,365 11,501: 272 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 855: 619 396 287 -56 174 850 857: 5 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 9.5 2.5 71.4 86.9 97.7 98.8: 2.3 1.2
Old : 100.0: 23.8 9.5 2.5 71.4 86.9 97.7 98.8: 2.3 1.2
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 : 28: 8 5 1 5 11 13 17:
Old : 28: 8 5 1 5 11 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 : 83.0 74.3 95.7 90.8 80.6 74.3 93.2 90.1
Old : 83.0 74.3 95.7 90.8 80.6 74.3 93.2 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, November 29, 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 : 15,572: 752 1,568 595 13,830 13,209 15,177 15,372: 395 200
Old : 15,572: 752 1,568 595 13,830 13,209 15,177 15,372: 395 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 544: 31 26 595 -164 -132 462 489: 82 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.1 3.8 88.8 84.8 97.5 98.7: 2.5 1.3
Old : 100.0: 4.8 10.1 3.8 88.8 84.8 97.5 98.7: 2.5 1.3
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 : 30: 6 6 1 5 13 12 19:
Old : 30: 6 6 1 5 13 12 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 : 91.9 68.6 96.5 87.6 90.8 64.8 93.0 83.7
Old : 91.9 68.6 96.5 87.6 90.8 64.8 93.0 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011