WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 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 : 401,087: 77,307 89,198 61,511 230,990 194,741 369,808 345,450: 31,279 55,637
Old : 315,210: 70,882 78,166 31,839 187,542 165,052 290,263 275,057: 24,947 40,153
Other: 85,877: 20,848 25,455 15,249 43,448 29,689 79,545 70,393: 6,332 15,484
: : :
: : Changes in Commitments from: August 30, 2011 :
: -8,647: -1,828 -4,377 1,077 -4,084 -2,752 -4,835 -6,052: -3,812 -2,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 22.2 15.3 57.6 48.6 92.2 86.1: 7.8 13.9
Old : 100.0: 22.5 24.8 10.1 59.5 52.4 92.1 87.3: 7.9 12.7
Other: 100.0: 24.3 29.6 17.8 50.6 34.6 92.6 82.0: 7.4 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 102 138 122 77 113 266 304:
Old : 370: 107 133 88 68 102 231 275:
Other: 214: 39 70 34 40 91 105 176:
:----------------------------------------------------------------------------------------------------
: 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 17.0 41.4 24.2 24.3 15.7 39.4 20.9
Old : 29.3 21.5 45.3 28.3 28.5 20.6 44.5 27.0
Other: 31.0 17.6 47.1 28.7 25.3 11.0 37.4 17.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 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 : 1,239,567: 502,958 110,635 90,545 503,129 798,814 1,096,632 999,994: 142,935 239,573
Old : 1,108,339: 485,749 123,402 54,495 438,242 712,827 978,486 890,724: 129,853 217,615
Other: 131,228: 50,266 20,290 2,993 64,887 85,987 118,146 109,270: 13,082 21,958
: : :
: : Changes in Commitments from: August 30, 2011 :
: 2,366: 11,241 3,087 -11,854 5,907 11,098 5,294 2,331: -2,928 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 8.9 7.3 40.6 64.4 88.5 80.7: 11.5 19.3
Old : 100.0: 43.8 11.1 4.9 39.5 64.3 88.3 80.4: 11.7 19.6
Other: 100.0: 38.3 15.5 2.3 49.4 65.5 90.0 83.3: 10.0 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 854: 243 169 150 182 369 506 629:
Old : 849: 242 172 123 175 364 484 609:
Other: 433: 64 65 21 60 263 132 345:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 12.3 24.0 18.4 13.5 10.4 20.2 15.2
Old : 15.1 11.4 24.5 17.3 14.2 11.2 22.4 16.2
Other: 34.2 29.5 48.4 38.3 25.9 17.8 38.8 25.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 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 : 13,711: 3,665 594 540 6,842 11,723 11,047 12,857: 2,664 854
Old : 13,677: 3,667 594 537 6,813 11,695 11,017 12,826: 2,660 851
Other: 34: 0 2 1 29 28 30 31: 4 3
: : :
: : Changes in Commitments from: August 30, 2011 :
: -218: 367 131 -1 -462 -167 -96 -37: -122 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 4.3 3.9 49.9 85.5 80.6 93.8: 19.4 6.2
Old : 100.0: 26.8 4.3 3.9 49.8 85.5 80.6 93.8: 19.4 6.2
Other: 100.0: 0.0 5.9 2.9 85.3 82.4 88.2 91.2: 11.8 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 4 4 13 9 33 17:
Old : 43: 20 4 4 13 9 33 17:
Other: 5: 0 2 1 2 1 3 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 : 38.3 75.7 54.4 88.0 38.3 73.6 53.0 84.1
Old : 38.2 75.9 54.3 88.0 38.2 73.7 52.9 84.1
Other: 88.2 91.2 88.2 91.2 85.3 88.2 85.3 88.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 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 : 598,896: 250,942 51,701 68,063 214,904 407,952 533,909 527,716: 64,987 71,180
Old : 565,660: 244,508 53,586 59,494 198,903 386,666 502,905 499,746: 62,755 65,914
Other: 33,236: 14,682 6,363 321 16,001 21,286 31,004 27,970: 2,232 5,266
: : :
: : Changes in Commitments from: August 30, 2011 :
: 18,963: 4,435 2,878 1,113 12,872 14,196 18,420 18,187: 543 776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 8.6 11.4 35.9 68.1 89.1 88.1: 10.9 11.9
Old : 100.0: 43.2 9.5 10.5 35.2 68.4 88.9 88.3: 11.1 11.7
Other: 100.0: 44.2 19.1 1.0 48.1 64.0 93.3 84.2: 6.7 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 596: 231 117 163 100 200 415 430:
Old : 596: 232 123 151 99 198 407 423:
Other: 250: 38 61 13 34 128 82 196:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 23.5 19.2 33.0 11.2 19.5 17.9 26.9
Old : 11.7 23.6 19.8 33.2 11.6 20.8 19.4 27.9
Other: 37.7 41.7 52.5 53.9 32.2 40.0 46.9 47.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 6, 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 : 25,807: 22,260 2,801 154 8 6,247 22,422 9,202: 3,385 16,605
Old : 23,281: 20,099 2,669 134 8 5,388 20,241 8,191: 3,040 15,090
Other: 2,526: 2,181 152 0 0 859 2,181 1,011: 345 1,515
: : :
: : Changes in Commitments from: August 30, 2011 :
: -13: 120 -204 94 0 -167 214 -277: -227 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 10.9 0.6 0.0 24.2 86.9 35.7: 13.1 64.3
Old : 100.0: 86.3 11.5 0.6 0.0 23.1 86.9 35.2: 13.1 64.8
Other: 100.0: 86.3 6.0 0.0 0.0 34.0 86.3 40.0: 13.7 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 22 11 7 1 15 23 33:
Old : 48: 22 11 7 1 15 23 33:
Other: 31: 8 8 0 0 15 8 23:
:----------------------------------------------------------------------------------------------------
: 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 : 51.9 13.5 69.3 20.9 51.8 13.5 69.1 20.9
Old : 49.6 12.6 67.8 19.9 49.4 12.6 67.6 19.9
Other: 77.7 26.4 86.3 32.9 77.7 26.4 86.3 32.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 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 : 282,393: 78,027 36,176 33,810 136,196 188,248 248,033 258,234: 34,360 24,159
Old : 278,196: 78,325 36,922 32,297 134,011 185,091 244,633 254,310: 33,563 23,886
Other: 4,197: 859 411 356 2,185 3,157 3,400 3,924: 797 273
: : :
: : Changes in Commitments from: August 30, 2011 :
: 864: 4,593 890 -4,676 -71 4,589 -154 803: 1,018 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.8 12.0 48.2 66.7 87.8 91.4: 12.2 8.6
Old : 100.0: 28.2 13.3 11.6 48.2 66.5 87.9 91.4: 12.1 8.6
Other: 100.0: 20.5 9.8 8.5 52.1 75.2 81.0 93.5: 19.0 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 92 53 65 62 66 195 155:
Old : 244: 92 57 64 62 66 194 155:
Other: 34: 11 2 3 13 12 25 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 : 12.8 24.0 21.2 38.2 11.7 19.9 19.6 31.2
Old : 12.9 24.3 21.3 38.1 12.1 20.0 20.0 31.5
Other: 47.0 60.8 64.8 84.3 47.0 60.3 62.0 79.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 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 : 642,580: 54,719 96,141 8,695 420,515 399,045 483,929 503,881: 158,651 138,699
Old : 642,580: 54,719 96,141 8,695 420,515 399,045 483,929 503,881: 158,651 138,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -46,437: -6,642 3,740 -1,301 -38,696 -46,008 -46,639 -43,569: 202 -2,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 15.0 1.4 65.4 62.1 75.3 78.4: 24.7 21.6
Old : 100.0: 8.5 15.0 1.4 65.4 62.1 75.3 78.4: 24.7 21.6
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 : 153: 33 24 11 71 68 108 99:
Old : 153: 33 24 11 71 68 108 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 21.9 32.2 33.4 21.0 19.8 28.7 30.2
Old : 24.4 21.9 32.2 33.4 21.0 19.8 28.7 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, September 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 : 412,311: 50,568 40,185 15,782 281,331 318,125 347,681 374,092: 64,630 38,219
Old : 412,311: 50,568 40,185 15,782 281,331 318,125 347,681 374,092: 64,630 38,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -14,984: 266 -5,948 -989 -6,088 -6,741 -6,811 -13,678: -8,173 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 9.7 3.8 68.2 77.2 84.3 90.7: 15.7 9.3
Old : 100.0: 12.3 9.7 3.8 68.2 77.2 84.3 90.7: 15.7 9.3
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: 7 7 4 43 41 52 50:
Old : 76: 7 7 4 43 41 52 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 : 25.6 48.8 43.1 62.7 22.8 48.3 39.5 60.1
Old : 25.6 48.8 43.1 62.7 22.8 48.3 39.5 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, September 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 : 10,514: 1,052 865 797 8,153 8,549 10,002 10,211: 512 303
Old : 10,514: 1,052 865 797 8,153 8,549 10,002 10,211: 512 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 190: 109 21 -4 199 266 304 283: -114 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.2 7.6 77.5 81.3 95.1 97.1: 4.9 2.9
Old : 100.0: 10.0 8.2 7.6 77.5 81.3 95.1 97.1: 4.9 2.9
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 : 36: 6 3 4 23 24 32 29:
Old : 36: 6 3 4 23 24 32 29:
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 : 54.8 49.1 70.8 68.4 30.3 25.0 36.8 38.8
Old : 54.8 49.1 70.8 68.4 30.3 25.0 36.8 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 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 : 206,693: 79,554 20,840 20,791 68,319 144,424 168,664 186,055: 38,029 20,638
Old : 202,355: 79,104 20,907 19,579 66,396 141,686 165,079 182,172: 37,276 20,183
Other: 4,338: 969 452 693 1,923 2,738 3,585 3,883: 753 455
: : :
: : Changes in Commitments from: August 30, 2011 :
: 6,069: 9,676 -1,025 -4,314 2,527 11,551 7,889 6,212: -1,820 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 10.1 10.1 33.1 69.9 81.6 90.0: 18.4 10.0
Old : 100.0: 39.1 10.3 9.7 32.8 70.0 81.6 90.0: 18.4 10.0
Other: 100.0: 22.3 10.4 16.0 44.3 63.1 82.6 89.5: 17.4 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 84 31 49 62 61 174 128:
Old : 210: 87 31 49 61 61 173 128:
Other: 31: 5 5 5 14 10 23 17:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 34.0 22.0 46.8 8.8 25.1 15.5 34.8
Old : 13.7 34.1 21.9 46.6 9.0 25.7 15.8 35.5
Other: 45.1 54.4 69.0 75.2 42.7 47.4 53.2 58.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 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 : 17,647: 5,760 3,105 582 6,583 12,868 12,925 16,555: 4,722 1,092
Old : 17,647: 5,760 3,105 582 6,583 12,868 12,925 16,555: 4,722 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,517: 1,052 942 -2,273 -353 -321 -1,574 -1,652: 57 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 17.6 3.3 37.3 72.9 73.2 93.8: 26.8 6.2
Old : 100.0: 32.6 17.6 3.3 37.3 72.9 73.2 93.8: 26.8 6.2
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 : 89: 41 17 12 20 14 68 38:
Old : 89: 41 17 12 20 14 68 38:
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 : 22.3 58.4 35.9 70.3 22.3 56.8 35.9 68.4
Old : 22.3 58.4 35.9 70.3 22.3 56.8 35.9 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 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 : 770,286: 150,556 184,599 16,874 482,958 449,687 650,388 651,160: 119,898 119,126
Old : 770,286: 150,556 184,599 16,874 482,958 449,687 650,388 651,160: 119,898 119,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -116,852: -32,878 17,183 -22,530 -54,406 -95,669 -109,814 -101,016: -7,038 -15,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 24.0 2.2 62.7 58.4 84.4 84.5: 15.6 15.5
Old : 100.0: 19.5 24.0 2.2 62.7 58.4 84.4 84.5: 15.6 15.5
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 : 224: 34 54 15 83 112 125 173:
Old : 224: 34 54 15 83 112 125 173:
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 : 24.3 15.4 36.5 23.7 23.4 10.5 31.2 17.9
Old : 24.3 15.4 36.5 23.7 23.4 10.5 31.2 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 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 : 1,766,216: 205,257 241,209 23,806 1,239,348 1,180,109 1,468,411 1,445,124: 297,805 321,092
Old : 1,766,216: 205,257 241,209 23,806 1,239,348 1,180,109 1,468,411 1,445,124: 297,805 321,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -245,606: -26,516 9,573 -37,572 -189,131 -221,081 -253,219 -249,080: 7,613 3,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.7 1.3 70.2 66.8 83.1 81.8: 16.9 18.2
Old : 100.0: 11.6 13.7 1.3 70.2 66.8 83.1 81.8: 16.9 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 : 227: 41 39 19 101 122 150 172:
Old : 227: 41 39 19 101 122 150 172:
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 : 35.7 19.3 44.1 31.0 34.5 17.4 42.0 26.7
Old : 35.7 19.3 44.1 31.0 34.5 17.4 42.0 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 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 : 1,351,376: 393,064 113,571 22,263 718,328 963,194 1,133,655 1,099,028: 217,721 252,348
Old : 1,351,376: 393,064 113,571 22,263 718,328 963,194 1,133,655 1,099,028: 217,721 252,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -79,791: 22,469 22,852 -21,684 -62,473 -53,943 -61,688 -52,775: -18,103 -27,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 8.4 1.6 53.2 71.3 83.9 81.3: 16.1 18.7
Old : 100.0: 29.1 8.4 1.6 53.2 71.3 83.9 81.3: 16.1 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 : 184: 33 25 17 73 110 114 144:
Old : 184: 33 25 17 73 110 114 144:
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 : 30.7 20.0 43.6 29.0 30.4 15.6 42.9 23.1
Old : 30.7 20.0 43.6 29.0 30.4 15.6 42.9 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 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 : 711,422: 87,149 64,540 98,424 490,528 505,608 676,101 668,572: 35,321 42,850
Old : 711,422: 87,149 64,540 98,424 490,528 505,608 676,101 668,572: 35,321 42,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -88,080: -2,469 -5,376 -6,425 -76,821 -74,105 -85,715 -85,906: -2,365 -2,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.1 13.8 69.0 71.1 95.0 94.0: 5.0 6.0
Old : 100.0: 12.2 9.1 13.8 69.0 71.1 95.0 94.0: 5.0 6.0
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 : 131: 27 22 31 63 70 104 115:
Old : 131: 27 22 31 63 70 104 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 30.9 52.9 44.2 36.9 23.9 41.4 34.0
Old : 42.9 30.9 52.9 44.2 36.9 23.9 41.4 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, September 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 : 51,603: 8,213 2,330 3,320 33,328 38,353 44,861 44,003: 6,742 7,600
Old : 51,603: 8,213 2,330 3,320 33,328 38,353 44,861 44,003: 6,742 7,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,211: 1,176 -1,514 144 -3,329 20 -2,010 -1,351: 799 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 4.5 6.4 64.6 74.3 86.9 85.3: 13.1 14.7
Old : 100.0: 15.9 4.5 6.4 64.6 74.3 86.9 85.3: 13.1 14.7
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 : 91: 20 12 8 38 31 64 48:
Old : 91: 20 12 8 38 31 64 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 33.5 39.8 53.2 21.5 29.2 34.0 45.5
Old : 25.0 33.5 39.8 53.2 21.5 29.2 34.0 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, September 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 : 14,202: 2,468 2,460 34 9,002 9,721 11,504 12,215: 2,698 1,987
Old : 14,202: 2,468 2,460 34 9,002 9,721 11,504 12,215: 2,698 1,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 368: -61 10 -9 0 10 -70 11: 438 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 17.3 0.2 63.4 68.4 81.0 86.0: 19.0 14.0
Old : 100.0: 17.4 17.3 0.2 63.4 68.4 81.0 86.0: 19.0 14.0
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 : 22: 5 3 1 8 7 14 10:
Old : 22: 5 3 1 8 7 14 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 : 43.0 71.6 64.9 84.2 42.9 71.6 64.5 84.0
Old : 43.0 71.6 64.9 84.2 42.9 71.6 64.5 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 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 : 74,801: 17,432 5,683 629 48,652 57,263 66,713 63,575: 8,088 11,226
Old : 74,801: 17,432 5,683 629 48,652 57,263 66,713 63,575: 8,088 11,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -3,158: 2,276 -3,244 502 -6,658 19 -3,880 -2,723: 722 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.6 0.8 65.0 76.6 89.2 85.0: 10.8 15.0
Old : 100.0: 23.3 7.6 0.8 65.0 76.6 89.2 85.0: 10.8 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 : 87: 20 12 7 36 30 59 46:
Old : 87: 20 12 7 36 30 59 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 39.9 48.2 55.1 31.0 39.8 48.1 55.1
Old : 31.1 39.9 48.2 55.1 31.0 39.8 48.1 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, September 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 : 11,981: 5,230 6,380 1,666 4,531 3,813 11,427 11,859: 554 122
Old : 11,981: 5,230 6,380 1,666 4,531 3,813 11,427 11,859: 554 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -356: -134 -632 154 -376 0 -356 -478: 0 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 53.3 13.9 37.8 31.8 95.4 99.0: 4.6 1.0
Old : 100.0: 43.7 53.3 13.9 37.8 31.8 95.4 99.0: 4.6 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 : 24: 9 11 2 3 1 14 12:
Old : 24: 9 11 2 3 1 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 76.2 91.8 91.5 70.0 64.8 79.7 78.1
Old : 71.2 76.2 91.8 91.5 70.0 64.8 79.7 78.1
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 - Futures Only, September 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 : 11,743: 2,359 404 490 8,570 10,769 11,419 11,663: 324 80
Old : 11,743: 2,359 404 490 8,570 10,769 11,419 11,663: 324 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 299: 10 -10 486 -191 -178 305 298: -6 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 3.4 4.2 73.0 91.7 97.2 99.3: 2.8 0.7
Old : 100.0: 20.1 3.4 4.2 73.0 91.7 97.2 99.3: 2.8 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 : 33: 10 3 2 7 14 17 19:
Old : 33: 10 3 2 7 14 17 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 : 71.3 78.4 89.7 92.9 69.5 78.4 85.5 89.6
Old : 71.3 78.4 89.7 92.9 69.5 78.4 85.5 89.6
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 - Futures Only, September 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 : 22,469: 3,616 1,283 207 18,383 20,928 22,206 22,418: 263 51
Old : 22,469: 3,616 1,283 207 18,383 20,928 22,206 22,418: 263 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 1,243: 303 30 203 750 1,036 1,256 1,269: -13 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.7 0.9 81.8 93.1 98.8 99.8: 1.2 0.2
Old : 100.0: 16.1 5.7 0.9 81.8 93.1 98.8 99.8: 1.2 0.2
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 : 37: 12 4 2 7 15 19 21:
Old : 37: 12 4 2 7 15 19 21:
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 : 92.2 77.0 96.2 89.4 91.3 77.0 95.3 89.4
Old : 92.2 77.0 96.2 89.4 91.3 77.0 95.3 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011