WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 524,518: 67,809 113,028 137,220 285,139 216,809 490,168 467,058: 34,350 57,460
Old : 426,524: 61,723 105,491 99,903 237,475 179,849 399,100 385,243: 27,423 41,281
Other: 97,994: 25,534 26,986 17,869 47,664 36,960 91,068 81,815: 6,927 16,180
: : :
: : Changes in Commitments from: October 4, 2011 :
: -2,030: -2,488 318 474 3,505 -193 1,492 600: -3,522 -2,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 21.5 26.2 54.4 41.3 93.5 89.0: 6.5 11.0
Old : 100.0: 14.5 24.7 23.4 55.7 42.2 93.6 90.3: 6.4 9.7
Other: 100.0: 26.1 27.5 18.2 48.6 37.7 92.9 83.5: 7.1 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 107 175 177 105 123 331 370:
Old : 416: 112 169 155 97 119 305 352:
Other: 230: 60 64 57 45 92 134 190:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 11.4 32.3 16.9 18.3 9.2 29.3 13.8
Old : 21.5 13.8 34.4 19.6 20.1 12.0 32.0 17.6
Other: 28.6 16.5 42.2 25.5 23.0 8.9 34.8 16.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,925,148: 296,467 115,772 646,392 804,463 891,280 1,747,321 1,653,444: 177,827 271,704
Old : 1,739,679: 278,761 118,655 591,466 706,106 787,749 1,576,333 1,497,869: 163,346 241,809
Other: 185,470: 49,814 29,225 22,818 98,357 103,531 170,988 155,574: 14,481 29,895
: : :
: : Changes in Commitments from: October 4, 2011 :
: 12,237: 1,373 19,507 6,782 9,600 -2,523 17,755 23,765: -5,518 -11,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 6.0 33.6 41.8 46.3 90.8 85.9: 9.2 14.1
Old : 100.0: 16.0 6.8 34.0 40.6 45.3 90.6 86.1: 9.4 13.9
Other: 100.0: 26.9 15.8 12.3 53.0 55.8 92.2 83.9: 7.8 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 827: 217 188 294 296 365 662 709:
Old : 822: 215 192 281 293 362 647 701:
Other: 448: 81 69 54 86 259 188 363:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 9.7 19.8 14.7 9.3 6.5 14.1 9.3
Old : 11.4 9.6 19.4 14.6 9.4 6.8 14.3 9.4
Other: 31.5 19.7 41.6 28.4 24.3 15.3 33.5 22.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 17,540: 2,509 2,093 1,584 10,609 11,933 14,702 15,610: 2,838 1,930
Old : 17,357: 2,536 2,093 1,514 10,473 11,837 14,523 15,444: 2,834 1,912
Other: 183: 0 27 43 137 96 179 166: 4 18
: : :
: : Changes in Commitments from: October 4, 2011 :
: -97: 302 -190 -200 -215 509 -113 118: 16 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 11.9 9.0 60.5 68.0 83.8 89.0: 16.2 11.0
Old : 100.0: 14.6 12.1 8.7 60.3 68.2 83.7 89.0: 16.3 11.0
Other: 100.0: 0.0 15.0 23.3 74.6 52.2 97.8 90.4: 2.2 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 15 12 7 16 10 33 28:
Old : 45: 15 12 7 16 10 33 28:
Other: 10: 0 3 2 4 4 6 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 : 38.5 66.2 56.2 78.0 36.5 58.1 49.7 63.7
Old : 38.2 66.6 55.8 78.2 36.8 59.1 50.1 64.7
Other: 91.8 83.3 97.8 90.4 53.0 44.4 53.0 45.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 870,469: 111,902 56,701 309,763 396,209 413,122 817,874 779,587: 52,595 90,883
Old : 804,218: 99,728 59,022 290,374 364,992 373,078 755,094 722,474: 49,124 81,744
Other: 66,251: 24,073 9,577 7,490 31,217 40,045 62,780 57,113: 3,471 9,139
: : :
: : Changes in Commitments from: October 4, 2011 :
: -18,633: 1,795 4,882 -18,592 277 -267 -16,520 -13,977: -2,114 -4,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.5 35.6 45.5 47.5 94.0 89.6: 6.0 10.4
Old : 100.0: 12.4 7.3 36.1 45.4 46.4 93.9 89.8: 6.1 10.2
Other: 100.0: 36.3 14.5 11.3 47.1 60.4 94.8 86.2: 5.2 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 155 181 259 136 186 447 497:
Old : 562: 153 191 249 135 185 437 493:
Other: 238: 54 52 27 40 119 104 188:
:----------------------------------------------------------------------------------------------------
: 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 15.7 22.0 23.7 9.4 8.6 14.7 11.5
Old : 14.1 15.8 23.5 24.0 10.2 9.4 16.0 12.2
Other: 40.3 30.4 53.1 46.1 30.6 27.7 41.4 39.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 373,211: 60,742 70,621 79,521 208,746 191,234 349,009 341,376: 24,202 31,835
Old : 358,882: 61,157 72,349 76,018 199,094 179,589 336,269 327,956: 22,613 30,925
Other: 14,329: 1,876 563 1,212 9,652 11,645 12,740 13,420: 1,589 909
: : :
: : Changes in Commitments from: October 4, 2011 :
: -1,185: 3,417 5,894 -2,413 2,184 -1,452 3,188 2,029: -4,373 -3,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.9 21.3 55.9 51.2 93.5 91.5: 6.5 8.5
Old : 100.0: 17.0 20.2 21.2 55.5 50.0 93.7 91.4: 6.3 8.6
Other: 100.0: 13.1 3.9 8.5 67.4 81.3 88.9 93.7: 11.1 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 77 82 80 73 77 192 212:
Old : 265: 76 87 78 72 77 190 211:
Other: 51: 14 7 12 21 18 39 33:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 18.6 28.2 30.9 10.8 13.0 17.2 19.6
Old : 17.9 18.6 28.1 29.7 11.4 12.8 18.0 19.1
Other: 45.4 52.9 61.0 73.2 26.9 39.6 39.7 54.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 757,918: 71,070 95,588 81,599 462,741 444,291 615,409 621,478: 142,508 136,440
Old : 757,918: 71,070 95,588 81,599 462,741 444,291 615,409 621,478: 142,508 136,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -51,697: 6,892 8,359 -17,758 -34,970 -27,740 -45,836 -37,140: -5,861 -14,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.6 10.8 61.1 58.6 81.2 82.0: 18.8 18.0
Old : 100.0: 9.4 12.6 10.8 61.1 58.6 81.2 82.0: 18.8 18.0
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 : 171: 40 29 44 83 82 142 136:
Old : 171: 40 29 44 83 82 142 136:
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 : 20.0 16.9 30.0 27.1 19.1 16.4 27.0 24.5
Old : 20.0 16.9 30.0 27.1 19.1 16.4 27.0 24.5
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, 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 : 378,964: 58,313 33,250 2,548 252,102 295,013 312,964 330,811: 66,000 48,153
Old : 378,964: 58,313 33,250 2,548 252,102 295,013 312,964 330,811: 66,000 48,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -4,142: 2,620 -2,658 -709 -3,446 259 -1,535 -3,107: -2,607 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 8.8 0.7 66.5 77.8 82.6 87.3: 17.4 12.7
Old : 100.0: 15.4 8.8 0.7 66.5 77.8 82.6 87.3: 17.4 12.7
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 : 76: 8 6 2 40 42 49 49:
Old : 76: 8 6 2 40 42 49 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 45.7 43.2 58.5 21.8 45.5 37.9 57.4
Old : 25.9 45.7 43.2 58.5 21.8 45.5 37.9 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 215,760: 31,161 45,696 39,733 108,584 98,843 179,478 184,271: 36,282 31,489
Old : 204,250: 31,193 45,802 36,032 102,277 92,149 169,503 173,984: 34,747 30,266
Other: 11,510: 1,238 1,163 2,431 6,307 6,693 9,976 10,287: 1,534 1,223
: : :
: : Changes in Commitments from: October 4, 2011 :
: 281: -3,879 3,869 -2,237 3,963 -1,205 -2,153 427: 2,434 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 21.2 18.4 50.3 45.8 83.2 85.4: 16.8 14.6
Old : 100.0: 15.3 22.4 17.6 50.1 45.1 83.0 85.2: 17.0 14.8
Other: 100.0: 10.8 10.1 21.1 54.8 58.2 86.7 89.4: 13.3 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 42 56 47 79 66 147 150:
Old : 195: 44 57 45 79 66 147 148:
Other: 49: 5 9 8 26 16 36 29:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 23.0 27.9 33.1 13.1 15.7 19.7 21.4
Old : 18.3 22.8 28.4 33.0 13.4 15.4 19.9 21.2
Other: 37.8 40.9 60.2 62.6 35.1 34.7 50.5 48.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 19,391: 3,243 3,588 2,893 9,728 11,477 15,863 17,958: 3,527 1,432
Old : 19,348: 3,245 3,587 2,891 9,696 11,438 15,831 17,916: 3,516 1,431
Other: 43: 0 3 0 32 39 32 42: 11 1
: : :
: : Changes in Commitments from: October 4, 2011 :
: 289: -551 -150 777 -59 -526 167 102: 121 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.5 14.9 50.2 59.2 81.8 92.6: 18.2 7.4
Old : 100.0: 16.8 18.5 14.9 50.1 59.1 81.8 92.6: 18.2 7.4
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 : 85: 28 21 20 27 20 69 50:
Old : 85: 28 21 20 27 20 69 50:
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 : 27.5 43.4 39.7 55.5 27.5 38.8 37.6 49.1
Old : 27.6 43.4 39.8 55.6 27.6 39.0 37.7 49.3
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 with Delta-adjusted Options and Futures Combined, 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 : 765,710: 206,057 183,804 51,710 410,134 415,049 667,901 650,563: 97,809 115,147
Old : 765,710: 206,057 183,804 51,710 410,134 415,049 667,901 650,563: 97,809 115,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -23,256: 7,729 2,417 6,262 -29,071 -15,326 -15,080 -6,646: -8,177 -16,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 24.0 6.8 53.6 54.2 87.2 85.0: 12.8 15.0
Old : 100.0: 26.9 24.0 6.8 53.6 54.2 87.2 85.0: 12.8 15.0
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 : 220: 36 52 28 87 106 143 167:
Old : 220: 36 52 28 87 106 143 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 15.8 36.5 24.1 23.3 13.5 31.9 20.2
Old : 23.9 15.8 36.5 24.1 23.3 13.5 31.9 20.2
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, 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 : 1,877,815: 124,150 307,720 180,517 1,268,599 1,045,589 1,573,266 1,533,826: 304,549 343,989
Old : 1,877,815: 124,150 307,720 180,517 1,268,599 1,045,589 1,573,266 1,533,826: 304,549 343,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 92,564: -22,993 49,171 20,282 103,202 -1,136 100,491 68,317: -7,927 24,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 16.4 9.6 67.6 55.7 83.8 81.7: 16.2 18.3
Old : 100.0: 6.6 16.4 9.6 67.6 55.7 83.8 81.7: 16.2 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 : 245: 36 47 52 134 144 192 221:
Old : 245: 36 47 52 134 144 192 221:
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 : 23.1 12.8 31.2 19.1 22.1 8.7 29.9 14.8
Old : 23.1 12.8 31.2 19.1 22.1 8.7 29.9 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,330,760: 327,706 98,421 80,925 734,016 909,805 1,142,648 1,089,152: 188,112 241,608
Old : 1,330,760: 327,706 98,421 80,925 734,016 909,805 1,142,648 1,089,152: 188,112 241,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -25,598: -46,201 -16,795 3,484 23,680 -16,775 -19,037 -30,086: -6,561 4,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.4 6.1 55.2 68.4 85.9 81.8: 14.1 18.2
Old : 100.0: 24.6 7.4 6.1 55.2 68.4 85.9 81.8: 14.1 18.2
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 : 181: 30 32 35 79 105 126 155:
Old : 181: 30 32 35 79 105 126 155:
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 : 26.8 18.1 40.2 27.5 26.4 15.4 39.0 23.0
Old : 26.8 18.1 40.2 27.5 26.4 15.4 39.0 23.0
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, 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 : 813,099: 60,972 45,330 245,701 474,235 476,355 780,907 767,386: 32,191 45,712
Old : 813,099: 60,972 45,330 245,701 474,235 476,355 780,907 767,386: 32,191 45,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -4,851: 1,068 -1,152 -3,672 216 -205 -2,388 -5,029: -2,463 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.6 30.2 58.3 58.6 96.0 94.4: 4.0 5.6
Old : 100.0: 7.5 5.6 30.2 58.3 58.6 96.0 94.4: 4.0 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 : 131: 29 24 39 66 70 112 119:
Old : 131: 29 24 39 66 70 112 119:
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 : 35.1 27.7 50.5 44.5 26.2 20.0 31.2 28.4
Old : 35.1 27.7 50.5 44.5 26.2 20.0 31.2 28.4
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, 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 : 41,399: 10,410 4,303 712 26,126 30,066 37,248 35,081: 4,151 6,318
Old : 41,399: 10,410 4,303 712 26,126 30,066 37,248 35,081: 4,151 6,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -11,300: 1,791 2,419 -4,193 -7,141 -9,987 -9,542 -11,761: -1,758 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 10.4 1.7 63.1 72.6 90.0 84.7: 10.0 15.3
Old : 100.0: 25.1 10.4 1.7 63.1 72.6 90.0 84.7: 10.0 15.3
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 : 76: 12 13 9 36 25 55 40:
Old : 76: 12 13 9 36 25 55 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 : 31.0 41.7 46.1 56.2 31.0 41.7 46.0 52.9
Old : 31.0 41.7 46.1 56.2 31.0 41.7 46.0 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 82,799: 20,821 8,606 1,423 52,252 60,133 74,496 70,162: 8,303 12,637
Old : 82,799: 20,821 8,606 1,423 52,252 60,133 74,496 70,162: 8,303 12,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 2,248: 2,809 854 -1,674 1,185 374 2,319 -447: -71 2,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 10.4 1.7 63.1 72.6 90.0 84.7: 10.0 15.3
Old : 100.0: 25.1 10.4 1.7 63.1 72.6 90.0 84.7: 10.0 15.3
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 : 76: 12 13 9 36 25 55 40:
Old : 76: 12 13 9 36 25 55 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 : 31.0 41.7 46.1 56.2 31.0 41.7 46.0 52.9
Old : 31.0 41.7 46.1 56.2 31.0 41.7 46.0 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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