WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 429,051: 77,008 126,827 89,172 230,330 157,113 396,510 373,112: 32,541 55,939
Old : 285,847: 68,023 91,637 45,838 147,996 111,993 261,856 249,468: 23,991 36,379
Other: 143,204: 26,362 52,566 25,958 82,334 45,120 134,654 123,644: 8,550 19,560
: : :
: : Changes in Commitments from: November 29, 2011 :
: 12,681: 6,957 3,255 11,776 -4,045 652 14,688 15,682: -2,008 -3,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 29.6 20.8 53.7 36.6 92.4 87.0: 7.6 13.0
Old : 100.0: 23.8 32.1 16.0 51.8 39.2 91.6 87.3: 8.4 12.7
Other: 100.0: 18.4 36.7 18.1 57.5 31.5 94.0 86.3: 6.0 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 105 147 151 91 113 279 340:
Old : 369: 109 131 111 80 102 240 297:
Other: 240: 51 80 64 52 91 144 200:
:----------------------------------------------------------------------------------------------------
: 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 10.3 35.7 16.2 22.2 9.6 34.5 14.6
Old : 24.3 13.7 35.5 21.7 24.1 13.2 35.2 21.1
Other: 30.8 13.5 46.2 22.2 28.1 9.7 43.2 16.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 1,499,287: 287,192 145,693 368,257 680,945 732,533 1,336,394 1,246,483: 162,892 252,803
Old : 1,216,639: 266,860 141,681 279,699 527,700 588,301 1,074,259 1,009,681: 142,380 206,958
Other: 282,647: 70,002 53,682 38,888 153,244 144,232 262,135 236,802: 20,512 45,845
: : :
: : Changes in Commitments from: November 29, 2011 :
: 20,022: 1,406 19,569 30,877 -18,983 -40,565 13,299 9,881: 6,723 10,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 9.7 24.6 45.4 48.9 89.1 83.1: 10.9 16.9
Old : 100.0: 21.9 11.6 23.0 43.4 48.4 88.3 83.0: 11.7 17.0
Other: 100.0: 24.8 19.0 13.8 54.2 51.0 92.7 83.8: 7.3 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 712: 159 175 229 240 322 525 621:
Old : 701: 158 173 201 235 315 500 596:
Other: 456: 73 92 66 98 240 204 370:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 9.9 21.7 15.1 11.0 6.9 16.5 10.7
Old : 13.1 9.1 21.4 14.3 12.2 7.8 19.0 12.1
Other: 27.2 21.3 39.6 29.3 19.3 12.3 28.2 18.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 14,039: 2,490 2,484 715 8,933 8,887 12,138 12,086: 1,901 1,953
Old : 13,620: 2,551 2,480 597 8,687 8,667 11,835 11,744: 1,785 1,876
Other: 419: 1 66 56 245 220 303 342: 116 77
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,025: 21 -129 -78 -754 -483 -812 -690: -214 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 17.7 5.1 63.6 63.3 86.5 86.1: 13.5 13.9
Old : 100.0: 18.7 18.2 4.4 63.8 63.6 86.9 86.2: 13.1 13.8
Other: 100.0: 0.3 15.8 13.3 58.6 52.5 72.2 81.6: 27.8 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 12 4 15 8 29 23:
Old : 41: 13 12 4 15 8 29 23:
Other: 13: 2 2 3 6 6 9 10:
:----------------------------------------------------------------------------------------------------
: 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 : 40.0 67.1 59.8 76.7 38.6 62.2 56.5 69.1
Old : 41.0 68.6 60.1 77.9 40.0 64.9 58.4 72.1
Other: 63.6 63.6 71.5 80.0 48.6 53.3 50.1 59.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 741,404: 96,012 87,674 238,070 352,153 322,320 686,234 648,064: 55,170 93,341
Old : 659,841: 84,543 94,990 211,363 314,323 273,860 610,229 580,213: 49,612 79,628
Other: 81,563: 26,484 7,700 11,691 37,829 48,460 76,005 67,851: 5,558 13,712
: : :
: : Changes in Commitments from: November 29, 2011 :
: 21,009: 283 1,554 8,010 12,727 10,050 21,020 19,613: -11 1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.8 32.1 47.5 43.5 92.6 87.4: 7.4 12.6
Old : 100.0: 12.8 14.4 32.0 47.6 41.5 92.5 87.9: 7.5 12.1
Other: 100.0: 32.5 9.4 14.3 46.4 59.4 93.2 83.2: 6.8 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 484: 128 166 219 130 150 392 427:
Old : 480: 136 166 204 128 146 378 417:
Other: 243: 51 66 46 52 101 134 185:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 14.8 21.7 22.4 9.5 9.6 15.1 14.1
Old : 13.7 15.3 23.9 23.0 11.4 11.0 17.8 15.6
Other: 35.8 25.7 50.7 42.0 27.4 22.9 39.2 35.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 362,220: 59,764 73,843 66,600 209,139 186,729 335,503 327,172: 26,717 35,048
Old : 339,122: 59,074 75,776 59,839 196,485 169,899 315,397 305,514: 23,725 33,608
Other: 23,098: 4,654 2,030 2,797 12,655 16,830 20,106 21,658: 2,992 1,440
: : :
: : Changes in Commitments from: November 29, 2011 :
: -4,944: 2,245 -2,035 -4,817 1,581 5,684 -991 -1,168: -3,953 -3,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 20.4 18.4 57.7 51.6 92.6 90.3: 7.4 9.7
Old : 100.0: 17.4 22.3 17.6 57.9 50.1 93.0 90.1: 7.0 9.9
Other: 100.0: 20.1 8.8 12.1 54.8 72.9 87.0 93.8: 13.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 58 87 78 70 76 182 204:
Old : 251: 59 92 74 68 74 175 201:
Other: 70: 23 7 16 31 24 59 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 : 15.4 21.6 25.4 32.9 11.4 17.0 19.2 24.2
Old : 16.3 21.0 26.3 31.6 12.6 16.6 20.5 23.8
Other: 31.2 44.7 47.8 63.6 21.3 38.3 35.1 52.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 663,813: 59,778 87,614 37,481 421,019 399,165 518,278 524,260: 145,535 139,553
Old : 663,813: 59,778 87,614 37,481 421,019 399,165 518,278 524,260: 145,535 139,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -67,829: -1,579 -2,606 -14,543 -42,973 -51,208 -59,095 -68,356: -8,734 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 13.2 5.6 63.4 60.1 78.1 79.0: 21.9 21.0
Old : 100.0: 9.0 13.2 5.6 63.4 60.1 78.1 79.0: 21.9 21.0
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 : 144: 29 21 29 84 75 126 112:
Old : 144: 29 21 29 84 75 126 112:
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 : 22.7 21.3 31.5 33.3 21.7 19.8 26.9 29.1
Old : 22.7 21.3 31.5 33.3 21.7 19.8 26.9 29.1
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, December 6, 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 : 405,841: 51,700 36,665 6,857 284,066 321,961 342,623 365,483: 63,218 40,358
Old : 405,841: 51,700 36,665 6,857 284,066 321,961 342,623 365,483: 63,218 40,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 29: -2,728 4,673 -506 8,401 637 5,167 4,805: -5,138 -4,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 9.0 1.7 70.0 79.3 84.4 90.1: 15.6 9.9
Old : 100.0: 12.7 9.0 1.7 70.0 79.3 84.4 90.1: 15.6 9.9
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 : 72: 6 8 4 45 41 54 50:
Old : 72: 6 8 4 45 41 54 50:
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 47.9 41.5 59.9 20.3 45.3 35.8 56.0
Old : 24.2 47.9 41.5 59.9 20.3 45.3 35.8 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 10,072: 1,167 1,340 786 7,475 7,385 9,428 9,511: 644 561
Old : 10,072: 1,167 1,340 786 7,475 7,385 9,428 9,511: 644 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -72: 106 -169 128 -294 8 -60 -33: -12 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.3 7.8 74.2 73.3 93.6 94.4: 6.4 5.6
Old : 100.0: 11.6 13.3 7.8 74.2 73.3 93.6 94.4: 6.4 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 : 36: 8 3 5 19 22 30 27:
Old : 36: 8 3 5 19 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 : 45.7 44.9 62.3 69.9 27.0 27.7 36.0 38.7
Old : 45.7 44.9 62.3 69.9 27.0 27.7 36.0 38.7
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, December 6, 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 : 227,677: 28,308 62,497 38,477 126,946 91,731 193,731 192,704: 33,947 34,973
Old : 201,462: 27,788 61,231 29,445 113,467 78,481 170,700 169,156: 30,762 32,306
Other: 26,215: 3,127 3,873 6,424 13,479 13,250 23,030 23,548: 3,185 2,667
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,242: -1,629 2,786 -284 2,391 -565 479 1,937: -1,720 -3,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 27.4 16.9 55.8 40.3 85.1 84.6: 14.9 15.4
Old : 100.0: 13.8 30.4 14.6 56.3 39.0 84.7 84.0: 15.3 16.0
Other: 100.0: 11.9 14.8 24.5 51.4 50.5 87.9 89.8: 12.1 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 31 69 52 72 66 143 159:
Old : 195: 37 70 47 71 65 142 153:
Other: 72: 11 16 19 35 20 56 47:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 18.9 31.5 28.7 16.9 14.4 22.5 21.0
Old : 23.2 18.6 31.9 27.9 18.4 14.7 24.3 22.1
Other: 39.9 42.1 57.8 55.0 36.2 34.3 46.0 43.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 19,666: 2,962 5,034 3,639 9,611 8,627 16,212 17,301: 3,454 2,365
Old : 19,479: 2,950 5,026 3,634 9,532 8,463 16,116 17,124: 3,363 2,355
Other: 187: 14 10 3 79 164 96 177: 91 10
: : :
: : Changes in Commitments from: November 29, 2011 :
: -180: 248 -55 -13 -118 -274 118 -342: -298 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 25.6 18.5 48.9 43.9 82.4 88.0: 17.6 12.0
Old : 100.0: 15.1 25.8 18.7 48.9 43.4 82.7 87.9: 17.3 12.1
Other: 100.0: 7.5 5.3 1.6 42.2 87.7 51.3 94.7: 48.7 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 26 26 22 26 18 67 57:
Old : 89: 25 27 22 26 18 67 57:
Other: 11: 2 1 2 2 5 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 : 24.8 29.6 37.2 41.2 24.8 23.8 37.0 33.9
Old : 25.1 29.2 37.5 41.0 25.1 23.5 37.4 33.9
Other: 50.3 84.0 51.3 94.7 49.7 84.0 49.7 93.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 675,850: 163,551 113,798 7,481 402,277 450,339 573,310 571,618: 102,540 104,232
Old : 675,850: 163,551 113,798 7,481 402,277 450,339 573,310 571,618: 102,540 104,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -70,882: -21,606 -31,503 -15,568 -24,436 -26,425 -61,610 -73,496: -9,272 2,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 16.8 1.1 59.5 66.6 84.8 84.6: 15.2 15.4
Old : 100.0: 24.2 16.8 1.1 59.5 66.6 84.8 84.6: 15.2 15.4
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 : 194: 35 34 16 80 102 127 140:
Old : 194: 35 34 16 80 102 127 140:
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 : 28.2 18.1 38.1 27.2 27.6 13.7 35.5 21.1
Old : 28.2 18.1 38.1 27.2 27.6 13.7 35.5 21.1
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, December 6, 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 : 1,635,274: 195,926 188,150 139,242 1,009,304 1,007,891 1,344,472 1,335,283: 290,801 299,991
Old : 1,635,274: 195,926 188,150 139,242 1,009,304 1,007,891 1,344,472 1,335,283: 290,801 299,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -134,274: -13,355 -6,668 -15,222 -92,500 -99,382 -121,076 -121,272: -13,198 -13,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.5 8.5 61.7 61.6 82.2 81.7: 17.8 18.3
Old : 100.0: 12.0 11.5 8.5 61.7 61.6 82.2 81.7: 17.8 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 : 227: 40 47 56 114 121 181 197:
Old : 227: 40 47 56 114 121 181 197:
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 : 21.2 18.5 30.4 25.9 19.9 12.8 26.7 19.0
Old : 21.2 18.5 30.4 25.9 19.9 12.8 26.7 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 1,339,143: 342,183 108,408 56,370 723,424 946,667 1,121,978 1,111,446: 217,165 227,698
Old : 1,339,143: 342,183 108,408 56,370 723,424 946,667 1,121,978 1,111,446: 217,165 227,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -86,549: -56,676 -7,658 10,364 -34,633 -65,989 -80,945 -63,284: -5,604 -23,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 8.1 4.2 54.0 70.7 83.8 83.0: 16.2 17.0
Old : 100.0: 25.6 8.1 4.2 54.0 70.7 83.8 83.0: 16.2 17.0
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 : 169: 28 20 26 83 103 121 139:
Old : 169: 28 20 26 83 103 121 139:
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 : 29.2 19.6 41.1 30.6 26.4 17.6 34.7 25.2
Old : 29.2 19.6 41.1 30.6 26.4 17.6 34.7 25.2
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, December 6, 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 : 702,510: 81,135 60,066 195,992 394,397 400,986 671,524 657,045: 30,986 45,465
Old : 702,510: 81,135 60,066 195,992 394,397 400,986 671,524 657,045: 30,986 45,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -82,282: -9,414 -6,571 -37,642 -32,689 -39,186 -79,745 -83,399: -2,537 1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 8.6 27.9 56.1 57.1 95.6 93.5: 4.4 6.5
Old : 100.0: 11.5 8.6 27.9 56.1 57.1 95.6 93.5: 4.4 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: 23 24 36 56 59 95 105:
Old : 115: 23 24 36 56 59 95 105:
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 : 36.5 29.0 52.6 46.0 27.7 22.2 33.5 31.3
Old : 36.5 29.0 52.6 46.0 27.7 22.2 33.5 31.3
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, December 6, 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 : 68,692: 11,260 2,549 4,780 44,759 53,460 60,798 60,789: 7,894 7,903
Old : 68,692: 11,260 2,549 4,780 44,759 53,460 60,798 60,789: 7,894 7,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 7,156: 2,973 -2,112 -39 3,481 8,699 6,415 6,548: 741 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 3.7 7.0 65.2 77.8 88.5 88.5: 11.5 11.5
Old : 100.0: 16.4 3.7 7.0 65.2 77.8 88.5 88.5: 11.5 11.5
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 : 94: 22 10 10 40 35 68 50:
Old : 94: 22 10 10 40 35 68 50:
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 : 26.3 47.8 40.0 62.5 21.7 39.3 33.9 50.4
Old : 26.3 47.8 40.0 62.5 21.7 39.3 33.9 50.4
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, December 6, 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 : 18,747: 3,006 1,256 440 13,642 14,368 17,088 16,064: 1,659 2,683
Old : 18,747: 3,006 1,256 440 13,642 14,368 17,088 16,064: 1,659 2,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 1,032: -23 20 15 1,000 981 992 1,016: 40 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 6.7 2.3 72.8 76.6 91.2 85.7: 8.8 14.3
Old : 100.0: 16.0 6.7 2.3 72.8 76.6 91.2 85.7: 8.8 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 2 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 : 62.8 68.5 83.1 82.6 61.0 68.5 79.5 81.9
Old : 62.8 68.5 83.1 82.6 61.0 68.5 79.5 81.9
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, December 6, 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 : 99,890: 23,532 9,610 1,654 62,233 78,184 87,420 89,449: 12,470 10,441
Old : 99,890: 23,532 9,610 1,654 62,233 78,184 87,420 89,449: 12,470 10,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 12,248: 5,745 -4,511 138 4,963 15,437 10,847 11,064: 1,401 1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 9.6 1.7 62.3 78.3 87.5 89.5: 12.5 10.5
Old : 100.0: 23.6 9.6 1.7 62.3 78.3 87.5 89.5: 12.5 10.5
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 : 92: 22 10 8 37 31 63 45:
Old : 92: 22 10 8 37 31 63 45:
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 : 24.3 46.6 40.5 62.8 24.3 45.8 40.5 59.8
Old : 24.3 46.6 40.5 62.8 24.3 45.8 40.5 59.8
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, December 6, 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 : 16,882: 7,406 15,808 1,065 8,223 0 16,694 16,873: 188 9
Old : 16,882: 7,406 15,808 1,065 8,223 0 16,694 16,873: 188 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 940: 1,057 491 449 -558 0 948 940: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 93.6 6.3 48.7 0.0 98.9 99.9: 1.1 0.1
Old : 100.0: 43.9 93.6 6.3 48.7 0.0 98.9 99.9: 1.1 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: 10 13 3 3 0 16 13:
Old : 26: 10 13 3 3 0 16 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 : 70.8 79.6 93.7 93.8 70.8 74.7 89.7 87.5
Old : 70.8 79.6 93.7 93.8 70.8 74.7 89.7 87.5
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 with Delta-adjusted Options and Futures Combined, December 6, 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 : 11,027: 1,166 1,227 756 8,836 8,936 10,758 10,919: 269 108
Old : 11,027: 1,166 1,227 756 8,836 8,936 10,758 10,919: 269 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -610: -1,601 122 469 525 -1,173 -607 -582: -3 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.1 6.9 80.1 81.0 97.6 99.0: 2.4 1.0
Old : 100.0: 10.6 11.1 6.9 80.1 81.0 97.6 99.0: 2.4 1.0
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 : 28: 6 6 1 5 12 12 18:
Old : 28: 6 6 1 5 12 12 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 : 84.1 68.2 95.8 90.1 83.2 68.2 89.7 84.6
Old : 84.1 68.2 95.8 90.1 83.2 68.2 89.7 84.6
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, December 6, 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 : 13,769: 846 1,326 0 12,515 12,246 13,361 13,572: 408 197
Old : 13,769: 846 1,326 0 12,515 12,246 13,361 13,572: 408 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,803: 94 -242 -595 -1,315 -963 -1,816 -1,800: 13 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.6 0.0 90.9 88.9 97.0 98.6: 3.0 1.4
Old : 100.0: 6.1 9.6 0.0 90.9 88.9 97.0 98.6: 3.0 1.4
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 : 29: 6 6 0 5 13 11 19:
Old : 29: 6 6 0 5 13 11 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 : 92.4 67.6 96.3 85.3 92.4 66.2 95.2 83.9
Old : 92.4 67.6 96.3 85.3 92.4 66.2 95.2 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011