WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 13, 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 : 406,585: 74,796 105,002 63,105 236,003 182,243 373,904 350,350: 32,681 56,235
Old : 317,553: 70,148 96,020 28,964 191,970 151,563 291,082 276,547: 26,471 41,006
Other: 89,032: 22,797 27,131 15,992 44,033 30,680 82,822 73,803: 6,210 15,229
: : :
: : Changes in Commitments from: September 6, 2011 :
: 5,498: -2,511 15,804 1,594 5,013 -12,498 4,096 4,900: 1,402 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 25.8 15.5 58.0 44.8 92.0 86.2: 8.0 13.8
Old : 100.0: 22.1 30.2 9.1 60.5 47.7 91.7 87.1: 8.3 12.9
Other: 100.0: 25.6 30.5 18.0 49.5 34.5 93.0 82.9: 7.0 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 104 144 120 79 112 268 311:
Old : 378: 112 139 81 69 99 228 278:
Other: 210: 41 66 34 39 90 105 172:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 14.4 41.1 21.7 24.1 13.3 39.2 18.9
Old : 28.7 18.1 44.7 25.4 27.9 17.2 43.8 24.4
Other: 31.5 17.6 47.2 28.8 26.2 11.2 37.6 17.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 13, 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 : 1,213,565: 481,904 112,679 83,176 507,491 781,525 1,072,571 977,380: 140,994 236,185
Old : 1,080,444: 466,050 123,902 45,753 441,081 696,779 952,884 866,434: 127,560 214,010
Other: 133,121: 50,237 23,160 3,040 66,410 84,746 119,687 110,946: 13,434 22,175
: : :
: : Changes in Commitments from: September 6, 2011 :
: -26,002: -21,054 2,044 -7,369 4,362 -17,289 -24,061 -22,614: -1,941 -3,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 9.3 6.9 41.8 64.4 88.4 80.5: 11.6 19.5
Old : 100.0: 43.1 11.5 4.2 40.8 64.5 88.2 80.2: 11.8 19.8
Other: 100.0: 37.7 17.4 2.3 49.9 63.7 89.9 83.3: 10.1 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 842: 244 171 141 176 363 483 623:
Old : 836: 237 178 114 170 359 463 602:
Other: 430: 64 66 15 51 268 120 346:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 12.0 23.9 17.9 13.7 10.5 20.4 14.8
Old : 15.1 11.5 24.4 17.1 14.4 11.2 22.5 15.7
Other: 33.1 27.4 48.0 36.5 25.1 15.6 38.6 24.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 13, 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 : 13,822: 3,219 1,048 499 7,276 11,094 10,994 12,641: 2,828 1,181
Old : 13,787: 3,220 1,048 496 7,247 11,066 10,963 12,610: 2,824 1,177
Other: 35: 1 2 1 29 28 31 31: 4 4
: : :
: : Changes in Commitments from: September 6, 2011 :
: 111: -446 454 -41 434 -629 -53 -216: 164 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.6 3.6 52.6 80.3 79.5 91.5: 20.5 8.5
Old : 100.0: 23.4 7.6 3.6 52.6 80.3 79.5 91.5: 20.5 8.5
Other: 100.0: 2.9 5.7 2.9 82.9 80.0 88.6 88.6: 11.4 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 5 3 12 8 30 16:
Old : 42: 18 5 3 12 8 30 16:
Other: 5: 1 1 1 2 1 4 2:
:----------------------------------------------------------------------------------------------------
: 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 : 41.7 72.8 58.9 85.3 41.1 72.8 55.4 83.4
Old : 41.5 73.0 58.8 85.5 41.0 73.0 55.3 83.7
Other: 88.6 88.6 88.6 88.6 85.7 85.7 85.7 85.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 13, 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 : 605,003: 237,456 54,896 63,290 242,826 417,088 543,572 535,274: 61,431 69,729
Old : 567,659: 229,380 56,861 53,219 226,604 393,447 509,203 503,527: 58,456 64,132
Other: 37,344: 17,916 7,875 231 16,222 23,641 34,369 31,747: 2,975 5,597
: : :
: : Changes in Commitments from: September 6, 2011 :
: 6,107: -13,486 3,195 -4,773 27,922 9,136 9,663 7,558: -3,556 -1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 9.1 10.5 40.1 68.9 89.8 88.5: 10.2 11.5
Old : 100.0: 40.4 10.0 9.4 39.9 69.3 89.7 88.7: 10.3 11.3
Other: 100.0: 48.0 21.1 0.6 43.4 63.3 92.0 85.0: 8.0 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 231 111 144 102 204 405 410:
Old : 583: 231 113 132 101 201 395 402:
Other: 243: 39 55 6 29 129 74 187:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 23.6 20.3 33.8 11.6 19.0 18.2 26.4
Old : 12.5 24.4 21.2 34.1 12.1 20.4 19.8 27.7
Other: 34.2 37.6 49.5 51.7 29.6 36.5 44.9 47.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 13, 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 : 22,713: 19,253 2,051 46 8 4,319 19,307 6,416: 3,406 16,297
Old : 20,020: 16,977 2,013 21 8 3,582 17,006 5,616: 3,014 14,404
Other: 2,693: 2,301 63 0 0 737 2,301 800: 392 1,893
: : :
: : Changes in Commitments from: September 6, 2011 :
: -3,094: -3,007 -750 -108 0 -1,928 -3,115 -2,786: 21 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 9.0 0.2 0.0 19.0 85.0 28.2: 15.0 71.8
Old : 100.0: 84.8 10.1 0.1 0.0 17.9 84.9 28.1: 15.1 71.9
Other: 100.0: 85.4 2.3 0.0 0.0 27.4 85.4 29.7: 14.6 70.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 22 7 6 1 10 23 23:
Old : 39: 22 7 6 1 10 23 23:
Other: 22: 8 4 0 0 10 8 14:
:----------------------------------------------------------------------------------------------------
: 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 : 48.1 15.7 66.0 21.0 48.1 15.7 66.0 21.0
Old : 44.8 14.9 63.8 20.3 44.7 14.9 63.8 20.3
Other: 76.8 23.4 85.4 27.0 76.8 23.4 85.4 27.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 13, 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 : 294,794: 77,090 38,501 35,282 149,171 197,908 261,543 271,691: 33,251 23,103
Old : 287,383: 77,084 39,274 34,092 143,958 191,235 255,134 264,601: 32,249 22,782
Other: 7,411: 923 144 273 5,213 6,673 6,409 7,090: 1,002 321
: : :
: : Changes in Commitments from: September 6, 2011 :
: 12,401: -937 2,325 1,472 12,975 9,660 13,510 13,457: -1,109 -1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 13.1 12.0 50.6 67.1 88.7 92.2: 11.3 7.8
Old : 100.0: 26.8 13.7 11.9 50.1 66.5 88.8 92.1: 11.2 7.9
Other: 100.0: 12.5 1.9 3.7 70.3 90.0 86.5 95.7: 13.5 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 93 58 62 60 67 192 162:
Old : 252: 91 64 61 60 67 191 162:
Other: 35: 11 2 3 12 14 23 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 24.0 24.2 37.9 12.2 19.2 19.4 29.8
Old : 14.5 24.1 23.7 37.1 12.6 19.7 20.1 30.2
Other: 63.2 68.6 76.5 87.5 29.3 38.9 38.8 51.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 13, 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 : 643,314: 59,603 97,020 9,615 422,090 406,673 491,308 513,308: 152,006 130,006
Old : 643,314: 59,603 97,020 9,615 422,090 406,673 491,308 513,308: 152,006 130,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 734: 4,884 879 920 1,575 7,628 7,379 9,427: -6,645 -8,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 15.1 1.5 65.6 63.2 76.4 79.8: 23.6 20.2
Old : 100.0: 9.3 15.1 1.5 65.6 63.2 76.4 79.8: 23.6 20.2
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 : 161: 31 29 10 70 72 106 106:
Old : 161: 31 29 10 70 72 106 106:
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 : 24.5 19.4 32.2 31.7 21.0 17.6 28.2 28.7
Old : 24.5 19.4 32.2 31.7 21.0 17.6 28.2 28.7
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 13, 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 : 396,468: 54,580 45,168 6,247 269,572 300,979 330,399 352,394: 66,069 44,074
Old : 396,468: 54,580 45,168 6,247 269,572 300,979 330,399 352,394: 66,069 44,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -15,843: 4,012 4,983 -9,535 -11,759 -17,146 -17,282 -21,698: 1,439 5,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.4 1.6 68.0 75.9 83.3 88.9: 16.7 11.1
Old : 100.0: 13.8 11.4 1.6 68.0 75.9 83.3 88.9: 16.7 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 6 8 2 40 41 47 50:
Old : 74: 6 8 2 40 41 47 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 : 25.9 49.8 43.7 62.8 22.9 49.5 39.9 61.1
Old : 25.9 49.8 43.7 62.8 22.9 49.5 39.9 61.1
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 13, 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 : 10,469: 1,067 908 795 8,114 8,435 9,976 10,138: 493 331
Old : 10,469: 1,067 908 795 8,114 8,435 9,976 10,138: 493 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -45: 15 43 -2 -39 -114 -26 -73: -19 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 8.7 7.6 77.5 80.6 95.3 96.8: 4.7 3.2
Old : 100.0: 10.2 8.7 7.6 77.5 80.6 95.3 96.8: 4.7 3.2
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: 6 4 4 23 25 32 30:
Old : 37: 6 4 4 23 25 32 30:
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 : 53.2 50.5 70.4 70.0 25.5 25.6 33.7 37.4
Old : 53.2 50.5 70.4 70.0 25.5 25.6 33.7 37.4
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 - Futures Only, September 13, 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 : 189,553: 73,927 22,507 14,317 64,360 132,979 152,604 169,803: 36,949 19,750
Old : 184,913: 73,050 22,574 13,143 62,437 129,957 148,630 165,674: 36,283 19,239
Other: 4,640: 1,172 228 879 1,923 3,022 3,974 4,129: 666 511
: : :
: : Changes in Commitments from: September 6, 2011 :
: -17,140: -5,627 1,667 -6,474 -3,959 -11,445 -16,060 -16,252: -1,080 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 11.9 7.6 34.0 70.2 80.5 89.6: 19.5 10.4
Old : 100.0: 39.5 12.2 7.1 33.8 70.3 80.4 89.6: 19.6 10.4
Other: 100.0: 25.3 4.9 18.9 41.4 65.1 85.6 89.0: 14.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 76 32 43 61 60 163 119:
Old : 197: 79 32 43 60 60 162 119:
Other: 32: 7 5 5 13 9 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 : 13.7 33.4 22.1 45.2 9.1 24.9 16.1 34.2
Old : 13.5 33.5 22.0 45.2 9.3 25.5 16.4 34.8
Other: 47.2 54.8 70.0 75.8 40.2 47.2 51.3 56.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 13, 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 : 17,833: 5,873 3,419 371 6,997 13,012 13,241 16,802: 4,592 1,031
Old : 17,832: 5,873 3,419 371 6,997 13,011 13,241 16,801: 4,591 1,031
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 186: 113 314 -211 414 144 316 247: -130 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 19.2 2.1 39.2 73.0 74.2 94.2: 25.8 5.8
Old : 100.0: 32.9 19.2 2.1 39.2 73.0 74.3 94.2: 25.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 40 18 10 20 15 64 39:
Old : 88: 40 18 10 20 15 64 39:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 57.8 37.9 69.8 24.7 55.9 37.9 67.9
Old : 24.7 57.8 37.9 69.8 24.7 55.9 37.9 67.9
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 13, 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 : 751,824: 167,457 171,663 20,000 456,346 441,887 643,803 633,550: 108,021 118,274
Old : 751,824: 167,457 171,663 20,000 456,346 441,887 643,803 633,550: 108,021 118,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -18,462: 16,901 -12,936 3,126 -26,612 -7,800 -6,585 -17,610: -11,877 -852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 22.8 2.7 60.7 58.8 85.6 84.3: 14.4 15.7
Old : 100.0: 22.3 22.8 2.7 60.7 58.8 85.6 84.3: 14.4 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 35 52 14 80 111 125 168:
Old : 222: 35 52 14 80 111 125 168:
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 : 23.8 15.8 36.0 24.1 23.1 10.8 31.8 18.1
Old : 23.8 15.8 36.0 24.1 23.1 10.8 31.8 18.1
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 - Futures Only, September 13, 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 : 1,649,923: 161,297 244,198 20,322 1,163,778 1,074,070 1,345,397 1,338,590: 304,526 311,333
Old : 1,649,923: 161,297 244,198 20,322 1,163,778 1,074,070 1,345,397 1,338,590: 304,526 311,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -116,293: -43,960 2,989 -3,484 -75,570 -106,039 -123,014 -106,534: 6,721 -9,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.8 1.2 70.5 65.1 81.5 81.1: 18.5 18.9
Old : 100.0: 9.8 14.8 1.2 70.5 65.1 81.5 81.1: 18.5 18.9
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 : 223: 34 42 17 101 120 144 170:
Old : 223: 34 42 17 101 120 144 170:
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 : 35.4 17.6 43.8 28.8 34.1 15.0 41.5 23.9
Old : 35.4 17.6 43.8 28.8 34.1 15.0 41.5 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 13, 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 : 1,336,571: 383,303 116,359 16,326 728,462 952,771 1,128,091 1,085,456: 208,480 251,115
Old : 1,336,571: 383,303 116,359 16,326 728,462 952,771 1,128,091 1,085,456: 208,480 251,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -14,805: -9,761 2,788 -5,937 10,134 -10,423 -5,564 -13,572: -9,241 -1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 8.7 1.2 54.5 71.3 84.4 81.2: 15.6 18.8
Old : 100.0: 28.7 8.7 1.2 54.5 71.3 84.4 81.2: 15.6 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 36 25 15 70 109 113 142:
Old : 186: 36 25 15 70 109 113 142:
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 : 29.3 20.0 43.1 28.9 29.0 17.0 42.5 24.6
Old : 29.3 20.0 43.1 28.9 29.0 17.0 42.5 24.6
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 13, 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 : 708,104: 89,407 64,817 98,337 483,544 502,332 671,288 665,486: 36,816 42,618
Old : 708,104: 89,407 64,817 98,337 483,544 502,332 671,288 665,486: 36,816 42,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -3,318: 2,258 277 -87 -6,984 -3,276 -4,813 -3,086: 1,495 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.2 13.9 68.3 70.9 94.8 94.0: 5.2 6.0
Old : 100.0: 12.6 9.2 13.9 68.3 70.9 94.8 94.0: 5.2 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 : 130: 25 25 32 62 69 104 114:
Old : 130: 25 25 32 62 69 104 114:
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 : 41.4 31.1 52.9 44.8 36.4 24.3 41.4 34.5
Old : 41.4 31.1 52.9 44.8 36.4 24.3 41.4 34.5
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 13, 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 : 62,157: 8,306 2,987 4,666 40,408 45,923 53,380 53,576: 8,777 8,581
Old : 62,157: 8,306 2,987 4,666 40,408 45,923 53,380 53,576: 8,777 8,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 10,555: 94 657 1,346 7,080 7,571 8,520 9,574: 2,035 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.8 7.5 65.0 73.9 85.9 86.2: 14.1 13.8
Old : 100.0: 13.4 4.8 7.5 65.0 73.9 85.9 86.2: 14.1 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 18 10 12 42 37 65 58:
Old : 88: 18 10 12 42 37 65 58:
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 : 24.5 34.1 38.2 51.1 18.2 25.7 28.1 39.0
Old : 24.5 34.1 38.2 51.1 18.2 25.7 28.1 39.0
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 13, 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 : 15,829: 2,172 2,482 933 9,819 10,541 12,924 13,956: 2,905 1,873
Old : 15,829: 2,172 2,482 933 9,819 10,541 12,924 13,956: 2,905 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,627: -296 22 899 817 820 1,420 1,741: 207 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.7 5.9 62.0 66.6 81.6 88.2: 18.4 11.8
Old : 100.0: 13.7 15.7 5.9 62.0 66.6 81.6 88.2: 18.4 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 3 2 9 8 13 13:
Old : 21: 4 3 2 9 8 13 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 : 40.5 64.3 65.2 80.9 38.5 64.3 57.9 75.4
Old : 40.5 64.3 65.2 80.9 38.5 64.3 57.9 75.4
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 13, 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 : 92,656: 18,731 7,473 1,003 61,178 70,764 80,912 79,240: 11,744 13,416
Old : 92,656: 18,731 7,473 1,003 61,178 70,764 80,912 79,240: 11,744 13,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 17,855: 1,299 1,790 374 12,526 13,501 14,199 15,665: 3,656 2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 8.1 1.1 66.0 76.4 87.3 85.5: 12.7 14.5
Old : 100.0: 20.2 8.1 1.1 66.0 76.4 87.3 85.5: 12.7 14.5
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 : 85: 18 12 8 41 35 62 53:
Old : 85: 18 12 8 41 35 62 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 40.1 42.0 52.5 25.6 34.3 39.8 46.1
Old : 26.0 40.1 42.0 52.5 25.6 34.3 39.8 46.1
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 13, 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 : 11,874: 5,230 6,325 1,736 4,501 3,813 11,467 11,874: 407 0
Old : 11,874: 5,230 6,325 1,736 4,501 3,813 11,467 11,874: 407 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -107: 0 -55 70 -30 0 40 15: -147 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 53.3 14.6 37.9 32.1 96.6 100.0: 3.4 0.0
Old : 100.0: 44.0 53.3 14.6 37.9 32.1 96.6 100.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 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 : 71.8 78.5 92.6 94.5 70.1 66.7 79.9 80.4
Old : 71.8 78.5 92.6 94.5 70.1 66.7 79.9 80.4
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 13, 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 : 10,719: 3,009 622 0 7,438 10,032 10,447 10,654: 272 65
Old : 10,719: 3,009 622 0 7,438 10,032 10,447 10,654: 272 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -1,024: 650 218 -490 -1,132 -737 -972 -1,009: -52 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 5.8 0.0 69.4 93.6 97.5 99.4: 2.5 0.6
Old : 100.0: 28.1 5.8 0.0 69.4 93.6 97.5 99.4: 2.5 0.6
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 : 32: 8 5 0 7 14 15 19:
Old : 32: 8 5 0 7 14 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 : 78.3 78.9 94.1 92.0 78.3 78.9 94.1 91.8
Old : 78.3 78.9 94.1 92.0 78.3 78.9 94.1 91.8
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 13, 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 : 21,103: 1,706 695 0 19,154 20,340 20,860 21,035: 243 68
Old : 21,103: 1,706 695 0 19,154 20,340 20,860 21,035: 243 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -1,366: -1,910 -588 -207 771 -588 -1,346 -1,383: -20 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.3 0.0 90.8 96.4 98.8 99.7: 1.2 0.3
Old : 100.0: 8.1 3.3 0.0 90.8 96.4 98.8 99.7: 1.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 3 0 8 15 14 18:
Old : 30: 6 3 0 8 15 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.5 79.8 97.6 90.7 93.5 79.8 97.6 90.7
Old : 93.5 79.8 97.6 90.7 93.5 79.8 97.6 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011