WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 513,744: 69,900 119,957 127,080 279,086 207,952 476,066 454,989: 37,678 58,755
Old : 421,209: 65,977 112,038 89,328 235,583 176,436 390,889 377,802: 30,320 43,407
Other: 92,535: 24,242 28,238 17,432 43,503 31,516 85,177 77,187: 7,358 15,348
: : :
: : Changes in Commitments from: September 20, 2011 :
: 5,157: -1,809 9,861 -580 8,731 -1,563 6,342 7,718: -1,185 -2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 23.3 24.7 54.3 40.5 92.7 88.6: 7.3 11.4
Old : 100.0: 15.7 26.6 21.2 55.9 41.9 92.8 89.7: 7.2 10.3
Other: 100.0: 26.2 30.5 18.8 47.0 34.1 92.0 83.4: 8.0 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 117 162 164 104 116 319 354:
Old : 409: 122 155 146 99 111 303 334:
Other: 217: 45 66 50 43 89 116 183:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 11.8 33.6 17.5 19.5 10.1 31.0 14.6
Old : 22.6 14.2 34.8 20.4 21.4 12.6 32.8 18.7
Other: 30.0 17.5 44.4 28.0 24.4 10.1 35.6 17.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,844,339: 330,011 87,095 576,386 757,263 897,244 1,663,660 1,560,726: 180,679 283,613
Old : 1,666,960: 308,079 95,635 525,114 668,574 791,676 1,501,767 1,412,425: 165,192 254,535
Other: 177,379: 53,715 23,243 19,490 88,688 105,568 161,893 148,301: 15,486 29,078
: : :
: : Changes in Commitments from: September 20, 2011 :
: -47,791: -36,229 7,480 -26,404 18,787 -31,869 -43,846 -50,794: -3,945 3,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.7 31.3 41.1 48.6 90.2 84.6: 9.8 15.4
Old : 100.0: 18.5 5.7 31.5 40.1 47.5 90.1 84.7: 9.9 15.3
Other: 100.0: 30.3 13.1 11.0 50.0 59.5 91.3 83.6: 8.7 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 833: 236 173 286 270 374 637 716:
Old : 829: 236 174 275 268 372 625 709:
Other: 432: 65 67 52 73 269 165 363:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 10.7 20.4 15.7 9.5 6.5 14.1 9.5
Old : 11.8 10.1 20.1 15.4 9.8 6.8 14.7 9.6
Other: 31.9 24.3 43.0 33.2 21.0 16.4 31.1 22.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,722: 2,503 2,078 1,624 9,851 11,176 13,978 14,878: 2,744 1,844
Old : 16,579: 2,524 2,078 1,561 9,754 11,136 13,839 14,775: 2,740 1,804
Other: 143: 0 21 43 96 40 139 103: 4 40
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,055: -17 714 -71 1,339 43 1,251 687: -197 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.4 9.7 58.9 66.8 83.6 89.0: 16.4 11.0
Old : 100.0: 15.2 12.5 9.4 58.8 67.2 83.5 89.1: 16.5 10.9
Other: 100.0: 0.0 14.5 29.8 67.4 27.7 97.2 72.0: 2.8 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 10 7 15 9 34 24:
Old : 43: 16 10 7 14 9 33 24:
Other: 6: 0 2 2 4 1 6 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 : 40.9 65.0 57.7 77.8 40.2 60.0 54.1 68.7
Old : 41.1 65.3 57.4 77.8 40.4 60.7 54.4 69.4
Other: 92.3 72.0 97.2 72.0 39.7 14.5 39.7 14.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 823,913: 122,835 47,745 269,079 374,693 415,600 766,607 732,424: 57,306 91,489
Old : 770,903: 120,232 54,871 245,806 350,774 385,569 716,812 686,245: 54,092 84,658
Other: 53,009: 19,104 9,375 6,772 23,919 30,032 49,796 46,179: 3,214 6,830
: : :
: : Changes in Commitments from: September 20, 2011 :
: 11,399: -32,646 9,001 22,556 27,221 -29,914 17,130 1,642: -5,731 9,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 5.8 32.7 45.5 50.4 93.0 88.9: 7.0 11.1
Old : 100.0: 15.6 7.1 31.9 45.5 50.0 93.0 89.0: 7.0 11.0
Other: 100.0: 36.0 17.7 12.8 45.1 56.7 93.9 87.1: 6.1 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 178 160 252 128 197 439 499:
Old : 570: 177 167 244 128 197 432 496:
Other: 248: 46 61 28 37 127 102 199:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 16.3 21.8 24.8 9.6 9.2 14.5 12.9
Old : 14.3 16.4 22.8 25.2 10.1 10.4 15.9 13.9
Other: 34.7 34.4 47.5 46.2 33.7 33.5 45.9 43.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 343,155: 60,126 58,592 61,246 193,815 189,264 315,188 309,102: 27,967 34,052
Old : 332,840: 60,201 59,450 59,607 186,487 180,490 306,296 299,548: 26,544 33,293
Other: 10,314: 978 196 585 7,328 8,774 8,891 9,555: 1,423 760
: : :
: : Changes in Commitments from: September 20, 2011 :
: 8,814: -10,115 18,051 957 20,468 -18,101 11,310 906: -2,496 7,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 17.1 17.8 56.5 55.2 91.8 90.1: 8.2 9.9
Old : 100.0: 18.1 17.9 17.9 56.0 54.2 92.0 90.0: 8.0 10.0
Other: 100.0: 9.5 1.9 5.7 71.0 85.1 86.2 92.6: 13.8 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 65 83 69 74 73 183 189:
Old : 245: 65 86 67 74 73 181 189:
Other: 41: 10 3 6 16 18 28 25:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 19.1 26.6 32.7 10.5 12.8 16.6 20.6
Old : 16.5 19.0 26.4 32.1 11.0 13.1 17.3 20.7
Other: 57.9 56.7 71.2 78.5 34.3 37.7 44.5 53.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 777,245: 65,551 90,334 78,065 482,536 466,590 626,151 634,989: 151,094 142,256
Old : 777,245: 65,551 90,334 78,065 482,536 466,590 626,151 634,989: 151,094 142,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -54,650: -1,254 -4,093 -28,868 -19,061 -28,542 -49,183 -61,503: -5,468 6,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 11.6 10.0 62.1 60.0 80.6 81.7: 19.4 18.3
Old : 100.0: 8.4 11.6 10.0 62.1 60.0 80.6 81.7: 19.4 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 29 32 38 77 78 127 127:
Old : 159: 29 32 38 77 78 127 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 16.7 29.9 27.5 19.6 14.6 26.1 23.9
Old : 20.9 16.7 29.9 27.5 19.6 14.6 26.1 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 381,169: 53,940 41,567 2,589 256,338 290,806 312,867 334,961: 68,302 46,208
Old : 381,169: 53,940 41,567 2,589 256,338 290,806 312,867 334,961: 68,302 46,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -1,580: 1,270 -3,910 -566 -3,230 644 -2,525 -3,832: 946 2,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 10.9 0.7 67.3 76.3 82.1 87.9: 17.9 12.1
Old : 100.0: 14.2 10.9 0.7 67.3 76.3 82.1 87.9: 17.9 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 : 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 : 25.2 47.7 42.3 59.9 22.5 47.7 37.9 58.9
Old : 25.2 47.7 42.3 59.9 22.5 47.7 37.9 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 204,395: 38,327 34,575 33,338 99,936 107,040 171,601 174,952: 32,794 29,443
Old : 197,448: 37,534 34,768 31,414 96,729 102,872 165,676 169,053: 31,771 28,395
Other: 6,947: 1,253 267 1,464 3,207 4,168 5,924 5,899: 1,022 1,048
: : :
: : Changes in Commitments from: September 20, 2011 :
: 4,457: -13,572 8,212 3,133 16,948 -11,606 6,509 -260: -2,052 4,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.9 16.3 48.9 52.4 84.0 85.6: 16.0 14.4
Old : 100.0: 19.0 17.6 15.9 49.0 52.1 83.9 85.6: 16.1 14.4
Other: 100.0: 18.0 3.8 21.1 46.2 60.0 85.3 84.9: 14.7 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 45 52 47 75 68 149 146:
Old : 192: 48 53 47 75 68 149 146:
Other: 40: 7 5 8 22 11 34 19:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 24.2 26.9 35.5 12.4 16.3 19.2 23.2
Old : 17.7 24.1 26.9 35.0 12.7 16.7 19.4 23.3
Other: 35.1 46.1 57.5 71.5 33.9 44.4 46.0 54.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,494: 4,156 3,661 1,496 8,984 12,312 14,636 17,468: 3,859 1,026
Old : 18,466: 4,156 3,660 1,496 8,958 12,285 14,610 17,440: 3,857 1,026
Other: 28: 0 1 0 26 27 26 28: 2 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -217: -1,142 242 427 1,310 -784 595 -115: -811 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 19.8 8.1 48.6 66.6 79.1 94.5: 20.9 5.5
Old : 100.0: 22.5 19.8 8.1 48.5 66.5 79.1 94.4: 20.9 5.6
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 : 83: 25 25 16 28 19 66 48:
Old : 83: 25 25 16 28 19 66 48:
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 : 26.0 51.4 39.0 62.6 26.0 48.2 38.9 59.2
Old : 26.1 51.5 39.1 62.6 26.1 48.4 39.0 59.5
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 with Delta-adjusted Options and Futures Combined, 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 : 812,105: 213,559 182,347 48,367 439,433 460,816 701,359 691,530: 110,746 120,575
Old : 812,105: 213,559 182,347 48,367 439,433 460,816 701,359 691,530: 110,746 120,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -18,048: -26,516 16,261 1,861 1,828 -36,996 -22,827 -18,873: 4,779 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 22.5 6.0 54.1 56.7 86.4 85.2: 13.6 14.8
Old : 100.0: 26.3 22.5 6.0 54.1 56.7 86.4 85.2: 13.6 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 : 228: 40 55 27 83 109 142 173:
Old : 228: 40 55 27 83 109 142 173:
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 : 26.0 15.4 38.4 24.2 25.7 10.3 33.8 17.6
Old : 26.0 15.4 38.4 24.2 25.7 10.3 33.8 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,816,329: 154,287 252,637 148,016 1,191,202 1,076,733 1,493,505 1,477,386: 322,823 338,942
Old : 1,816,329: 154,287 252,637 148,016 1,191,202 1,076,733 1,493,505 1,477,386: 322,823 338,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -91,037: 10,065 7,601 -53,834 -62,337 -50,806 -106,106 -97,039: 15,069 6,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 13.9 8.1 65.6 59.3 82.2 81.3: 17.8 18.7
Old : 100.0: 8.5 13.9 8.1 65.6 59.3 82.2 81.3: 17.8 18.7
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 : 222: 30 40 46 120 135 171 200:
Old : 222: 30 40 46 120 135 171 200:
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 : 28.3 15.1 36.8 22.4 27.0 11.4 34.6 17.9
Old : 28.3 15.1 36.8 22.4 27.0 11.4 34.6 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,406,721: 402,081 101,907 65,844 742,605 979,127 1,210,530 1,146,878: 196,191 259,844
Old : 1,406,721: 402,081 101,907 65,844 742,605 979,127 1,210,530 1,146,878: 196,191 259,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -50,465: 5,260 -3,145 -24,629 -13,254 -24,585 -32,624 -52,360: -17,841 1,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 7.2 4.7 52.8 69.6 86.1 81.5: 13.9 18.5
Old : 100.0: 28.6 7.2 4.7 52.8 69.6 86.1 81.5: 13.9 18.5
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 : 184: 33 29 32 76 110 123 157:
Old : 184: 33 29 32 76 110 123 157:
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 : 28.6 19.2 42.5 27.7 28.3 16.4 41.8 24.0
Old : 28.6 19.2 42.5 27.7 28.3 16.4 41.8 24.0
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 with Delta-adjusted Options and Futures Combined, 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 : 928,889: 58,557 61,128 308,679 524,713 518,471 891,949 888,279: 36,941 40,610
Old : 928,889: 58,557 61,128 308,679 524,713 518,471 891,949 888,279: 36,941 40,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -23,397: -3,172 -2,747 -9,808 -7,806 -7,474 -20,786 -20,028: -2,611 -3,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 6.6 33.2 56.5 55.8 96.0 95.6: 4.0 4.4
Old : 100.0: 6.3 6.6 33.2 56.5 55.8 96.0 95.6: 4.0 4.4
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 : 141: 25 32 44 70 74 119 129:
Old : 141: 25 32 44 70 74 119 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 26.8 50.6 44.1 24.7 18.6 29.1 26.2
Old : 34.8 26.8 50.6 44.1 24.7 18.6 29.1 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 49,836: 5,777 3,367 4,945 34,347 35,562 45,069 43,874: 4,766 5,962
Old : 49,836: 5,777 3,367 4,945 34,347 35,562 45,069 43,874: 4,766 5,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 15,517: -1,777 456 4,531 11,743 9,650 14,497 14,636: 1,021 881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 6.8 9.9 68.9 71.4 90.4 88.0: 9.6 12.0
Old : 100.0: 11.6 6.8 9.9 68.9 71.4 90.4 88.0: 9.6 12.0
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 : 85: 14 17 11 33 35 52 59:
Old : 85: 14 17 11 33 35 52 59:
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 : 31.3 35.0 45.0 48.9 30.2 35.0 40.9 46.2
Old : 31.3 35.0 45.0 48.9 30.2 35.0 40.9 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 13,696: 2,958 1,349 4 9,276 11,573 12,238 12,926: 1,458 770
Old : 13,696: 2,958 1,349 4 9,276 11,573 12,238 12,926: 1,458 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -2,207: 790 -1,133 -933 -543 1,032 -686 -1,034: -1,521 -1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 9.8 0.0 67.7 84.5 89.4 94.4: 10.6 5.6
Old : 100.0: 21.6 9.8 0.0 67.7 84.5 89.4 94.4: 10.6 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 : 20: 4 2 2 7 7 11 11:
Old : 20: 4 2 2 7 7 11 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 : 63.3 71.5 82.0 92.2 63.3 71.5 81.9 92.2
Old : 63.3 71.5 82.0 92.2 63.3 71.5 81.9 92.2
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 with Delta-adjusted Options and Futures Combined, 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 : 72,279: 11,377 9,774 4,143 50,143 47,978 65,663 61,895: 6,616 10,383
Old : 72,279: 11,377 9,774 4,143 50,143 47,978 65,663 61,895: 6,616 10,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,642: -3,731 3,951 3,315 4,934 -3,846 4,518 3,421: -875 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.5 5.7 69.4 66.4 90.8 85.6: 9.2 14.4
Old : 100.0: 15.7 13.5 5.7 69.4 66.4 90.8 85.6: 9.2 14.4
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 : 82: 12 18 10 31 31 49 53:
Old : 82: 12 18 10 31 31 49 53:
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 : 30.2 30.9 46.8 44.6 30.2 30.5 45.2 42.3
Old : 30.2 30.9 46.8 44.6 30.2 30.5 45.2 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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