WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, September 20, 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 : 417,381: 76,810 116,991 64,981 241,179 177,281 382,970 359,253: 34,411 58,128 Old : 328,251: 73,940 111,435 28,352 198,348 146,068 300,640 285,855: 27,611 42,396 Other: 89,130: 24,248 26,934 15,251 42,831 31,213 82,330 73,398: 6,800 15,732 : : : : : Changes in Commitments from: September 13, 2011 : : 10,796: 2,014 11,989 1,876 5,176 -4,962 9,066 8,903: 1,730 1,893 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 28.0 15.6 57.8 42.5 91.8 86.1: 8.2 13.9 Old : 100.0: 22.5 33.9 8.6 60.4 44.5 91.6 87.1: 8.4 12.9 Other: 100.0: 27.2 30.2 17.1 48.1 35.0 92.4 82.3: 7.6 17.7 : : : :# Traders : Number of Traders in Each Category : All : 387: 100 151 125 82 107 269 312: Old : 378: 108 144 91 75 96 237 284: Other: 209: 42 64 33 38 90 102 171: :---------------------------------------------------------------------------------------------------- : 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 13.8 39.5 20.7 23.1 12.6 37.8 18.2 Old : 27.2 17.0 42.6 24.1 26.5 16.2 41.9 23.2 Other: 31.2 17.7 45.8 28.3 25.8 10.1 36.8 17.3 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, September 20, 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 : 1,211,618: 449,428 98,150 90,232 533,596 787,890 1,073,256 976,272: 138,362 235,346 Old : 1,064,166: 432,170 108,966 53,629 453,237 690,190 939,036 852,785: 125,130 211,381 Other: 147,452: 50,655 22,581 3,206 80,359 97,700 134,220 123,487: 13,232 23,965 : : : : : Changes in Commitments from: September 13, 2011 : : -1,947: -32,476 -14,529 7,056 26,105 6,365 685 -1,108: -2,632 -839 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.1 8.1 7.4 44.0 65.0 88.6 80.6: 11.4 19.4 Old : 100.0: 40.6 10.2 5.0 42.6 64.9 88.2 80.1: 11.8 19.9 Other: 100.0: 34.4 15.3 2.2 54.5 66.3 91.0 83.7: 9.0 16.3 : : : :# Traders : Number of Traders in Each Category : All : 824: 249 148 148 177 357 497 599: Old : 819: 243 157 121 171 354 475 581: Other: 428: 69 58 16 55 264 129 336: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.4 12.2 24.9 17.8 13.8 10.3 21.1 14.9 Old : 15.3 11.6 24.8 17.0 14.6 11.2 22.4 15.7 Other: 37.3 29.2 51.6 39.0 24.0 19.3 38.2 27.3 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, September 20, 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 : 13,938: 3,039 1,343 588 7,469 10,699 11,096 12,630: 2,842 1,308 Old : 13,896: 3,040 1,343 585 7,433 10,664 11,058 12,592: 2,838 1,304 Other: 42: 1 2 1 36 35 38 38: 4 4 : : : : : Changes in Commitments from: September 13, 2011 : : 116: -180 295 89 193 -395 102 -11: 14 127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 9.6 4.2 53.6 76.8 79.6 90.6: 20.4 9.4 Old : 100.0: 21.9 9.7 4.2 53.5 76.7 79.6 90.6: 20.4 9.4 Other: 100.0: 2.4 4.8 2.4 85.7 83.3 90.5 90.5: 9.5 9.5 : : : :# Traders : Number of Traders in Each Category : All : 42: 17 7 3 13 9 30 19: Old : 42: 17 7 3 12 8 29 18: Other: 6: 1 1 1 3 1 5 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 : 41.8 75.0 59.7 83.5 40.4 73.4 55.7 80.1 Old : 41.7 75.2 59.7 83.8 40.3 73.7 55.6 80.4 Other: 88.1 90.5 90.5 90.5 88.1 88.1 88.1 88.1 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, September 20, 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 : 584,691: 194,803 42,888 70,586 263,817 397,476 529,206 510,950: 55,485 73,741 Old : 542,183: 190,223 46,984 57,294 242,245 370,317 489,762 474,595: 52,421 67,588 Other: 42,508: 17,618 8,942 254 21,572 27,159 39,444 36,355: 3,064 6,153 : : : : : Changes in Commitments from: September 13, 2011 : : -20,312: -42,653 -12,008 7,296 20,991 -19,612 -14,366 -24,324: -5,946 4,012 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.3 7.3 12.1 45.1 68.0 90.5 87.4: 9.5 12.6 Old : 100.0: 35.1 8.7 10.6 44.7 68.3 90.3 87.5: 9.7 12.5 Other: 100.0: 41.4 21.0 0.6 50.7 63.9 92.8 85.5: 7.2 14.5 : : : :# Traders : Number of Traders in Each Category : All : 546: 209 98 149 109 190 388 394: Old : 544: 207 105 135 109 188 379 385: Other: 241: 38 58 8 33 123 79 184: :---------------------------------------------------------------------------------------------------- : 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 : 12.9 22.8 21.7 33.1 12.6 18.1 19.1 25.0 Old : 13.5 24.0 22.7 34.0 13.3 20.0 21.1 27.2 Other: 41.5 41.1 55.5 52.6 39.7 40.2 53.6 51.7 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, September 20, 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 : 21,106: 17,812 2,445 13 8 4,057 17,833 6,515: 3,273 14,591 Old : 18,363: 15,468 2,404 13 8 3,311 15,489 5,728: 2,874 12,635 Other: 2,743: 2,344 41 0 0 746 2,344 787: 399 1,956 : : : : : Changes in Commitments from: September 13, 2011 : : -1,607: -1,441 394 -33 0 -262 -1,474 99: -133 -1,706 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 11.6 0.1 0.0 19.2 84.5 30.9: 15.5 69.1 Old : 100.0: 84.2 13.1 0.1 0.0 18.0 84.3 31.2: 15.7 68.8 Other: 100.0: 85.5 1.5 0.0 0.0 27.2 85.5 28.7: 14.5 71.3 : : : :# Traders : Number of Traders in Each Category : All : 37: 18 9 4 1 10 19 23: Old : 37: 18 9 4 1 10 19 23: Other: 21: 8 3 0 0 10 8 13: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 15.7 70.3 21.5 52.3 15.7 70.3 21.5 Old : 49.3 14.9 68.5 20.9 49.3 14.9 68.5 20.9 Other: 76.9 23.3 85.5 26.5 76.9 23.3 85.5 26.5 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, September 20, 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 : 283,781: 70,946 43,340 31,586 151,603 183,546 254,135 258,472: 29,646 25,309 Old : 275,867: 70,713 44,191 30,399 146,121 176,417 247,233 251,007: 28,634 24,860 Other: 7,914: 1,084 0 336 5,482 7,129 6,902 7,465: 1,012 449 : : : : : Changes in Commitments from: September 13, 2011 : : -11,013: -6,144 4,839 -3,696 2,432 -14,362 -7,408 -13,219: -3,605 2,206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 15.3 11.1 53.4 64.7 89.6 91.1: 10.4 8.9 Old : 100.0: 25.6 16.0 11.0 53.0 64.0 89.6 91.0: 10.4 9.0 Other: 100.0: 13.7 0.0 4.2 69.3 90.1 87.2 94.3: 12.8 5.7 : : : :# Traders : Number of Traders in Each Category : All : 246: 81 64 68 66 64 192 166: Old : 246: 80 70 67 66 64 191 166: Other: 39: 15 0 4 13 15 28 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 : 16.1 23.3 25.6 37.0 13.0 19.2 20.7 29.1 Old : 15.5 23.6 25.2 36.2 13.5 20.1 21.4 29.7 Other: 62.4 66.2 72.6 87.4 28.6 38.0 37.7 53.0 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, September 20, 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 : 651,563: 72,397 97,232 9,882 425,810 424,590 508,089 531,704: 143,474 119,859 Old : 651,563: 72,397 97,232 9,882 425,810 424,590 508,089 531,704: 143,474 119,859 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : 8,249: 12,794 212 267 3,720 17,917 16,781 18,396: -8,532 -10,147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 14.9 1.5 65.4 65.2 78.0 81.6: 22.0 18.4 Old : 100.0: 11.1 14.9 1.5 65.4 65.2 78.0 81.6: 22.0 18.4 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 : 166: 32 31 13 68 72 108 108: Old : 166: 32 31 13 68 72 108 108: 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 18.7 33.0 30.4 21.2 17.9 28.0 28.7 Old : 24.3 18.7 33.0 30.4 21.2 17.9 28.0 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 20, 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 : 376,572: 52,670 46,414 1,475 256,944 286,544 311,089 334,433: 65,483 42,139 Old : 376,572: 52,670 46,414 1,475 256,944 286,544 311,089 334,433: 65,483 42,139 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : -19,896: -1,910 1,246 -4,772 -12,628 -14,435 -19,310 -17,961: -586 -1,935 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 12.3 0.4 68.2 76.1 82.6 88.8: 17.4 11.2 Old : 100.0: 14.0 12.3 0.4 68.2 76.1 82.6 88.8: 17.4 11.2 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 : 75: 6 8 2 40 40 47 49: Old : 75: 6 8 2 40 40 47 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.7 49.1 44.8 61.5 24.4 48.9 40.8 61.1 Old : 27.7 49.1 44.8 61.5 24.4 48.9 40.8 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 20, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 29,000 U.S. GALLONS) : : : : All : 9,868: 810 935 865 7,607 7,663 9,282 9,463: 586 405 Old : 9,868: 810 935 865 7,607 7,663 9,282 9,463: 586 405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : -601: -257 27 70 -507 -772 -694 -675: 93 74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 9.5 8.8 77.1 77.7 94.1 95.9: 5.9 4.1 Old : 100.0: 8.2 9.5 8.8 77.1 77.7 94.1 95.9: 5.9 4.1 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 : 34: 5 4 4 22 24 30 29: Old : 34: 5 4 4 22 24 30 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 : 52.3 47.5 72.6 68.2 27.5 23.8 35.9 34.4 Old : 52.3 47.5 72.6 68.2 27.5 23.8 35.9 34.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Commitments of Traders - Futures Only, September 20, 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 : 173,657: 57,776 27,064 11,212 71,706 111,927 140,694 150,203: 32,963 23,454 Old : 168,808: 56,890 27,131 9,995 69,716 108,956 136,601 146,082: 32,207 22,726 Other: 4,849: 1,195 242 908 1,990 2,971 4,093 4,121: 756 728 : : : : : Changes in Commitments from: September 13, 2011 : : -15,896: -16,151 4,557 -3,105 7,346 -21,052 -11,910 -19,600: -3,986 3,704 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.3 15.6 6.5 41.3 64.5 81.0 86.5: 19.0 13.5 Old : 100.0: 33.7 16.1 5.9 41.3 64.5 80.9 86.5: 19.1 13.5 Other: 100.0: 24.6 5.0 18.7 41.0 61.3 84.4 85.0: 15.6 15.0 : : : :# Traders : Number of Traders in Each Category : All : 185: 65 31 37 68 59 153 115: Old : 185: 67 31 37 67 59 152 115: Other: 34: 7 4 4 16 9 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 : 14.8 29.5 23.8 39.6 10.8 22.6 17.4 31.2 Old : 14.7 29.7 23.5 39.5 10.9 23.2 17.7 31.7 Other: 46.2 52.6 67.3 73.6 37.2 45.3 48.8 54.5 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, September 20, 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 : 17,367: 5,496 3,361 233 7,164 12,712 12,893 16,306: 4,474 1,061 Old : 17,365: 5,496 3,361 233 7,164 12,710 12,893 16,304: 4,472 1,061 Other: 2: 0 0 0 0 2 0 2: 2 0 : : : : : Changes in Commitments from: September 13, 2011 : : -466: -377 -58 -138 167 -300 -348 -496: -118 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 19.4 1.3 41.3 73.2 74.2 93.9: 25.8 6.1 Old : 100.0: 31.6 19.4 1.3 41.3 73.2 74.2 93.9: 25.8 6.1 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 : 82: 33 17 7 23 17 59 38: Old : 82: 33 17 7 23 17 59 38: 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 : 24.4 57.7 37.7 70.1 24.4 55.4 37.7 67.7 Old : 24.4 57.7 37.7 70.1 24.4 55.4 37.7 67.7 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 20, 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 : 780,592: 235,207 172,653 19,454 421,983 471,163 676,644 663,270: 103,948 117,322 Old : 780,592: 235,207 172,653 19,454 421,983 471,163 676,644 663,270: 103,948 117,322 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : 28,768: 67,750 990 -546 -34,363 29,276 32,841 29,720: -4,073 -952 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 22.1 2.5 54.1 60.4 86.7 85.0: 13.3 15.0 Old : 100.0: 30.1 22.1 2.5 54.1 60.4 86.7 85.0: 13.3 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 : 235: 38 52 13 79 124 126 181: Old : 235: 38 52 13 79 124 126 181: 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 : 28.8 16.9 41.8 25.6 28.4 11.6 37.7 19.5 Old : 28.8 16.9 41.8 25.6 28.4 11.6 37.7 19.5 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 20, 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 : 1,566,935: 153,064 266,245 19,455 1,112,265 970,063 1,284,784 1,255,763: 282,151 311,172 Old : 1,566,935: 153,064 266,245 19,455 1,112,265 970,063 1,284,784 1,255,763: 282,151 311,172 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : -82,988: -8,233 22,047 -867 -51,513 -104,007 -60,613 -82,827: -22,375 -161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 17.0 1.2 71.0 61.9 82.0 80.1: 18.0 19.9 Old : 100.0: 9.8 17.0 1.2 71.0 61.9 82.0 80.1: 18.0 19.9 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 : 228: 30 49 17 104 120 142 178: Old : 228: 30 49 17 104 120 142 178: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 17.4 42.5 26.1 33.5 13.3 40.5 21.5 Old : 34.7 17.4 42.5 26.1 33.5 13.3 40.5 21.5 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 20, 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 : 1,323,971: 399,551 105,209 14,678 704,268 956,388 1,118,497 1,076,275: 205,474 247,696 Old : 1,323,971: 399,551 105,209 14,678 704,268 956,388 1,118,497 1,076,275: 205,474 247,696 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : -12,600: 16,248 -11,150 -1,648 -24,194 3,617 -9,594 -9,181: -3,006 -3,419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 7.9 1.1 53.2 72.2 84.5 81.3: 15.5 18.7 Old : 100.0: 30.2 7.9 1.1 53.2 72.2 84.5 81.3: 15.5 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 : 187: 37 25 16 74 102 117 137: Old : 187: 37 25 16 74 102 117 137: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.2 20.4 43.8 29.0 30.0 17.4 43.5 25.1 Old : 30.2 20.4 43.8 29.0 30.0 17.4 43.5 25.1 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 20, 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 : 707,947: 77,864 72,291 100,003 495,283 494,860 673,150 667,154: 34,797 40,793 Old : 707,947: 77,864 72,291 100,003 495,283 494,860 673,150 667,154: 34,797 40,793 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : -157: -11,543 7,474 1,666 11,739 -7,472 1,862 1,668: -2,019 -1,825 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 10.2 14.1 70.0 69.9 95.1 94.2: 4.9 5.8 Old : 100.0: 11.0 10.2 14.1 70.0 69.9 95.1 94.2: 4.9 5.8 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 : 132: 22 28 34 65 69 105 118: Old : 132: 22 28 34 65 69 105 118: 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 : 39.8 31.3 52.6 44.4 35.7 23.9 40.9 33.5 Old : 39.8 31.3 52.6 44.4 35.7 23.9 40.9 33.5 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 20, 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 : 32,752: 7,428 2,708 21 21,685 25,047 29,133 27,775: 3,619 4,977 Old : 32,752: 7,428 2,708 21 21,685 25,047 29,133 27,775: 3,619 4,977 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : -29,405: -879 -279 -4,646 -18,723 -20,877 -24,247 -25,801: -5,158 -3,604 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 8.3 0.1 66.2 76.5 89.0 84.8: 11.0 15.2 Old : 100.0: 22.7 8.3 0.1 66.2 76.5 89.0 84.8: 11.0 15.2 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 : 69: 8 8 2 31 28 40 37: Old : 69: 8 8 2 31 28 40 37: 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 : 36.2 38.8 51.6 55.5 36.2 38.8 51.6 55.5 Old : 36.2 38.8 51.6 55.5 36.2 38.8 51.6 55.5 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 20, 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 : 65,504: 14,855 5,416 41 43,370 50,093 58,266 55,550: 7,238 9,954 Old : 65,504: 14,855 5,416 41 43,370 50,093 58,266 55,550: 7,238 9,954 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : -27,152: -3,876 -2,057 -962 -17,808 -20,671 -22,646 -23,690: -4,506 -3,462 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 8.3 0.1 66.2 76.5 89.0 84.8: 11.0 15.2 Old : 100.0: 22.7 8.3 0.1 66.2 76.5 89.0 84.8: 11.0 15.2 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 : 69: 8 8 2 31 28 40 37: Old : 69: 8 8 2 31 28 40 37: 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 : 36.2 38.8 51.6 55.5 36.2 38.8 51.6 55.5 Old : 36.2 38.8 51.6 55.5 36.2 38.8 51.6 55.5 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 20, 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 : 14,381: 5,142 6,214 4,337 4,498 3,813 13,977 14,364: 404 17 Old : 14,381: 5,142 6,214 4,337 4,498 3,813 13,977 14,364: 404 17 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : 2,507: -88 -111 2,601 -3 0 2,510 2,490: -3 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 43.2 30.2 31.3 26.5 97.2 99.9: 2.8 0.1 Old : 100.0: 35.8 43.2 30.2 31.3 26.5 97.2 99.9: 2.8 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 : 24: 10 10 5 3 1 17 12: Old : 24: 10 10 5 3 1 17 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 : 62.4 76.2 86.6 92.5 56.4 55.3 64.3 66.5 Old : 62.4 76.2 86.6 92.5 56.4 55.3 64.3 66.5 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 - Futures Only, September 20, 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 : 10,807: 2,437 582 4 8,046 10,140 10,487 10,726: 320 81 Old : 10,807: 2,437 582 4 8,046 10,140 10,487 10,726: 320 81 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : 88: -572 -40 4 608 108 40 72: 48 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 5.4 0.0 74.5 93.8 97.0 99.3: 3.0 0.7 Old : 100.0: 22.6 5.4 0.0 74.5 93.8 97.0 99.3: 3.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 9 4 1 6 13 15 18: Old : 31: 9 4 1 6 13 15 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 : 79.0 79.8 93.6 92.7 78.9 79.8 93.5 92.6 Old : 79.0 79.8 93.6 92.7 78.9 79.8 93.5 92.6 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 20, 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 : 15,557: 1,480 435 0 13,749 15,074 15,229 15,509: 328 48 Old : 15,557: 1,480 435 0 13,749 15,074 15,229 15,509: 328 48 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : -5,546: -226 -260 0 -5,405 -5,266 -5,631 -5,526: 85 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 2.8 0.0 88.4 96.9 97.9 99.7: 2.1 0.3 Old : 100.0: 9.5 2.8 0.0 88.4 96.9 97.9 99.7: 2.1 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 : 26: 6 2 0 6 13 12 15: Old : 26: 6 2 0 6 13 12 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 94.1 80.0 97.2 93.0 94.1 80.0 97.2 93.0 Old : 94.1 80.0 97.2 93.0 94.1 80.0 97.2 93.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011