WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 4, 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 : 420,266: 74,525 118,042 65,545 247,216 179,368 387,286 362,955: 32,980 57,311
Old : 330,168: 70,570 111,719 30,436 203,193 146,125 304,199 288,280: 25,969 41,888
Other: 90,098: 24,711 27,079 14,353 44,023 33,243 83,087 74,675: 7,011 15,423
: : :
: : Changes in Commitments from: September 27, 2011 :
: 160: -506 -7,066 1,830 -683 4,090 641 -1,146: -481 1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 28.1 15.6 58.8 42.7 92.2 86.4: 7.8 13.6
Old : 100.0: 21.4 33.8 9.2 61.5 44.3 92.1 87.3: 7.9 12.7
Other: 100.0: 27.4 30.1 15.9 48.9 36.9 92.2 82.9: 7.8 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 113 157 132 88 110 285 328:
Old : 399: 115 156 93 79 96 248 296:
Other: 216: 54 56 39 45 88 118 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 14.2 38.8 20.9 23.2 12.8 37.0 18.3
Old : 26.8 17.8 42.4 25.2 26.0 16.7 41.7 24.0
Other: 31.2 17.9 46.0 27.9 25.8 10.0 37.9 18.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 4, 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 : 1,202,658: 379,544 107,874 100,579 582,314 758,392 1,062,437 966,845: 140,221 235,813
Old : 1,049,421: 357,082 105,180 71,738 493,720 663,309 922,540 840,227: 126,881 209,194
Other: 153,237: 46,665 26,897 4,638 88,594 95,083 139,897 126,618: 13,340 26,619
: : :
: : Changes in Commitments from: September 27, 2011 :
: 8,507: -29,891 7,231 4,534 31,727 300 6,370 12,065: 2,137 -3,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.0 8.4 48.4 63.1 88.3 80.4: 11.7 19.6
Old : 100.0: 34.0 10.0 6.8 47.0 63.2 87.9 80.1: 12.1 19.9
Other: 100.0: 30.5 17.6 3.0 57.8 62.0 91.3 82.6: 8.7 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 783: 201 163 166 215 339 504 597:
Old : 778: 201 168 149 209 333 486 582:
Other: 425: 69 63 18 70 248 144 325:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 12.8 24.8 18.0 13.0 10.4 19.8 14.7
Old : 14.7 12.5 24.6 17.7 13.7 11.3 20.5 15.4
Other: 37.0 25.9 48.5 35.3 27.1 19.0 38.6 26.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 4, 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 : 15,420: 3,271 2,233 196 9,207 11,127 12,674 13,556: 2,746 1,864
Old : 15,371: 3,270 2,233 193 9,166 11,127 12,629 13,553: 2,742 1,818
Other: 49: 3 2 1 41 0 45 3: 4 46
: : :
: : Changes in Commitments from: September 27, 2011 :
: 664: -78 176 -44 698 281 576 413: 88 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 14.5 1.3 59.7 72.2 82.2 87.9: 17.8 12.1
Old : 100.0: 21.3 14.5 1.3 59.6 72.4 82.2 88.2: 17.8 11.8
Other: 100.0: 6.1 4.1 2.0 83.7 0.0 91.8 6.1: 8.2 93.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 16 11 5 15 5 32 21:
Old : 44: 16 11 5 14 5 31 21:
Other: 5: 1 1 1 3 0 5 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 : 39.2 72.2 55.6 81.1 39.2 67.6 54.9 74.6
Old : 39.2 72.5 55.6 81.4 39.2 67.9 54.9 75.0
Other: 89.8 6.1 91.8 6.1 89.8 4.1 89.8 4.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 4, 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 : 573,569: 162,308 51,737 85,606 279,658 352,492 527,572 489,835: 45,997 83,734
Old : 526,076: 153,844 55,027 73,818 255,418 320,819 483,080 449,664: 42,996 76,412
Other: 47,493: 19,913 8,159 339 24,240 31,673 44,492 40,171: 3,001 7,322
: : :
: : Changes in Commitments from: September 27, 2011 :
: -1,187: -4,729 4,857 5,849 1,310 -13,880 2,430 -3,174: -3,617 1,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 9.0 14.9 48.8 61.5 92.0 85.4: 8.0 14.6
Old : 100.0: 29.2 10.5 14.0 48.6 61.0 91.8 85.5: 8.2 14.5
Other: 100.0: 41.9 17.2 0.7 51.0 66.7 93.7 84.6: 6.3 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 525: 159 132 175 115 170 376 413:
Old : 524: 163 144 160 114 167 364 405:
Other: 237: 54 52 12 33 114 95 170:
:----------------------------------------------------------------------------------------------------
: 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 21.5 21.7 28.7 12.6 16.6 19.3 21.4
Old : 13.7 22.8 22.9 29.1 13.7 19.0 21.3 23.9
Other: 38.6 38.9 53.2 54.6 38.3 35.2 52.3 50.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 4, 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 : 19,968: 16,352 3,071 186 9 4,198 16,547 7,455: 3,421 12,513
Old : 17,201: 14,079 3,005 180 9 3,458 14,268 6,643: 2,933 10,558
Other: 2,767: 2,273 66 6 0 740 2,279 812: 488 1,955
: : :
: : Changes in Commitments from: September 27, 2011 :
: -215: -645 80 86 1 177 -558 343: 343 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 15.4 0.9 0.0 21.0 82.9 37.3: 17.1 62.7
Old : 100.0: 81.8 17.5 1.0 0.1 20.1 82.9 38.6: 17.1 61.4
Other: 100.0: 82.1 2.4 0.2 0.0 26.7 82.4 29.3: 17.6 70.7
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 11 5 2 11 19 26:
Old : 38: 16 11 4 2 11 19 25:
Other: 20: 6 4 2 0 10 6 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 : 48.6 16.5 67.0 23.7 48.5 16.5 66.9 23.7
Old : 44.9 15.6 64.5 23.4 44.8 15.6 64.4 23.4
Other: 77.0 23.6 82.4 26.8 76.8 23.6 82.1 26.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 4, 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 : 287,854: 64,321 67,446 27,839 168,300 158,924 260,460 254,209: 27,394 33,645
Old : 276,277: 63,938 67,953 26,430 160,115 148,965 250,483 243,348: 25,794 32,929
Other: 11,577: 1,231 341 561 8,185 9,959 9,977 10,861: 1,600 716
: : :
: : Changes in Commitments from: September 27, 2011 :
: 6,826: 1,573 8,311 2,180 2,873 -4,370 6,626 6,121: 200 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 23.4 9.7 58.5 55.2 90.5 88.3: 9.5 11.7
Old : 100.0: 23.1 24.6 9.6 58.0 53.9 90.7 88.1: 9.3 11.9
Other: 100.0: 10.6 2.9 4.8 70.7 86.0 86.2 93.8: 13.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 65 78 68 67 64 179 179:
Old : 246: 66 83 66 66 64 177 178:
Other: 44: 10 6 5 19 16 31 25:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 20.2 29.1 32.2 14.4 17.2 22.3 25.1
Old : 18.9 19.7 29.2 30.7 15.4 16.9 23.6 25.1
Other: 49.0 53.7 64.7 77.7 29.4 38.6 41.1 54.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 4, 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 : 626,846: 65,916 91,883 5,933 421,612 393,991 493,461 491,807: 133,385 135,039
Old : 626,846: 65,916 91,883 5,933 421,612 393,991 493,461 491,807: 133,385 135,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -11,444: -3,708 -1,098 -2,485 -1,913 -11,982 -8,106 -15,565: -3,338 4,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.7 0.9 67.3 62.9 78.7 78.5: 21.3 21.5
Old : 100.0: 10.5 14.7 0.9 67.3 62.9 78.7 78.5: 21.3 21.5
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 : 163: 28 36 12 67 69 104 108:
Old : 163: 28 36 12 67 69 104 108:
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 : 26.2 19.4 39.0 31.1 25.2 18.6 34.8 29.5
Old : 26.2 19.4 39.0 31.1 25.2 18.6 34.8 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, October 4, 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 : 376,982: 55,693 36,976 1,520 253,613 290,990 310,826 329,486: 66,156 47,496
Old : 376,982: 55,693 36,976 1,520 253,613 290,990 310,826 329,486: 66,156 47,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -266: 1,753 -5,827 416 -2,457 1,913 -288 -3,498: 22 3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 9.8 0.4 67.3 77.2 82.5 87.4: 17.5 12.6
Old : 100.0: 14.8 9.8 0.4 67.3 77.2 82.5 87.4: 17.5 12.6
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 : 76: 7 6 3 42 40 51 47:
Old : 76: 7 6 3 42 40 51 47:
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 44.2 42.5 57.3 21.6 44.1 37.3 56.8
Old : 25.0 44.2 42.5 57.3 21.6 44.1 37.3 56.8
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, October 4, 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 : 8,872: 1,114 275 586 6,690 7,538 8,390 8,399: 482 473
Old : 8,872: 1,114 275 586 6,690 7,538 8,390 8,399: 482 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -293: 308 -136 -334 -292 214 -318 -256: 25 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 3.1 6.6 75.4 85.0 94.6 94.7: 5.4 5.3
Old : 100.0: 12.6 3.1 6.6 75.4 85.0 94.6 94.7: 5.4 5.3
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 : 31: 5 3 4 18 22 26 26:
Old : 31: 5 3 4 18 22 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 45.0 68.2 70.8 25.3 31.3 38.5 41.7
Old : 45.2 45.0 68.2 70.8 25.3 31.3 38.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 4, 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 : 184,653: 39,564 40,239 22,618 90,619 91,823 152,801 154,680: 31,852 29,973
Old : 174,457: 39,651 40,239 19,323 84,957 86,035 143,931 145,597: 30,526 28,860
Other: 10,196: 1,219 1,306 1,989 5,662 5,788 8,870 9,083: 1,326 1,113
: : :
: : Changes in Commitments from: September 27, 2011 :
: 7,075: -2,934 5,761 6,896 1,980 -7,490 5,942 5,167: 1,133 1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 21.8 12.2 49.1 49.7 82.8 83.8: 17.2 16.2
Old : 100.0: 22.7 23.1 11.1 48.7 49.3 82.5 83.5: 17.5 16.5
Other: 100.0: 12.0 12.8 19.5 55.5 56.8 87.0 89.1: 13.0 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 46 50 41 74 60 145 139:
Old : 196: 49 53 40 74 59 145 137:
Other: 45: 8 6 5 24 14 35 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 23.3 26.6 33.7 14.6 18.9 22.1 27.5
Old : 17.9 23.5 27.3 33.3 15.2 19.4 22.4 27.9
Other: 37.5 44.5 60.9 65.3 35.7 37.8 51.5 54.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 4, 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 : 17,388: 4,522 3,655 867 8,662 11,664 14,051 16,186: 3,337 1,202
Old : 17,358: 4,522 3,655 866 8,636 11,636 14,024 16,157: 3,334 1,201
Other: 30: 1 1 0 26 28 27 29: 3 1
: : :
: : Changes in Commitments from: September 27, 2011 :
: 393: -176 89 423 537 -360 784 152: -391 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 21.0 5.0 49.8 67.1 80.8 93.1: 19.2 6.9
Old : 100.0: 26.1 21.1 5.0 49.8 67.0 80.8 93.1: 19.2 6.9
Other: 100.0: 3.3 3.3 0.0 86.7 93.3 90.0 96.7: 10.0 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 27 18 15 23 14 58 41:
Old : 76: 27 18 15 23 14 58 41:
Other: 5: 1 1 0 1 2 2 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 : 28.6 50.9 41.6 63.5 28.6 47.2 40.2 58.7
Old : 28.7 51.0 41.6 63.6 28.7 47.5 40.3 59.0
Other: 90.0 96.7 90.0 96.7 90.0 96.7 90.0 96.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 4, 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 : 735,257: 203,527 178,081 16,780 410,477 410,456 630,784 605,317: 104,473 129,940
Old : 735,257: 203,527 178,081 16,780 410,477 410,456 630,784 605,317: 104,473 129,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -24,075: -14,240 -960 -2,632 -2,250 -31,642 -19,122 -35,234: -4,953 11,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 24.2 2.3 55.8 55.8 85.8 82.3: 14.2 17.7
Old : 100.0: 27.7 24.2 2.3 55.8 55.8 85.8 82.3: 14.2 17.7
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 : 219: 37 50 16 81 102 127 161:
Old : 219: 37 50 16 81 102 127 161:
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 : 27.5 16.2 39.8 25.8 27.3 12.5 36.4 21.1
Old : 27.5 16.2 39.8 25.8 27.3 12.5 36.4 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 4, 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 : 1,496,381: 154,499 268,513 15,972 1,036,473 915,360 1,206,944 1,199,845: 289,437 296,536
Old : 1,496,381: 154,499 268,513 15,972 1,036,473 915,360 1,206,944 1,199,845: 289,437 296,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -58,952: -10,987 8,082 -1,505 -37,887 -46,296 -50,379 -39,719: -8,573 -19,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 17.9 1.1 69.3 61.2 80.7 80.2: 19.3 19.8
Old : 100.0: 10.3 17.9 1.1 69.3 61.2 80.7 80.2: 19.3 19.8
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 : 226: 25 50 17 98 119 133 176:
Old : 226: 25 50 17 98 119 133 176:
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 15.4 40.7 23.2 29.9 10.7 38.5 17.9
Old : 31.1 15.4 40.7 23.2 29.9 10.7 38.5 17.9
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, October 4, 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 : 1,228,941: 373,793 118,550 8,590 656,964 870,673 1,039,347 997,813: 189,594 231,128
Old : 1,228,941: 373,793 118,550 8,590 656,964 870,673 1,039,347 997,813: 189,594 231,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -65,232: -26,477 16,236 1,044 -38,657 -60,231 -64,090 -42,951: -1,142 -22,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 9.6 0.7 53.5 70.8 84.6 81.2: 15.4 18.8
Old : 100.0: 30.4 9.6 0.7 53.5 70.8 84.6 81.2: 15.4 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 : 188: 32 33 12 68 101 105 141:
Old : 188: 32 33 12 68 101 105 141:
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 : 32.4 18.9 46.3 29.1 32.2 16.9 44.9 25.7
Old : 32.4 18.9 46.3 29.1 32.2 16.9 44.9 25.7
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, October 4, 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 : 623,049: 61,555 48,100 86,254 444,415 446,914 592,224 581,268: 30,825 41,781
Old : 623,049: 61,555 48,100 86,254 444,415 446,914 592,224 581,268: 30,825 41,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -65,716: -10,350 -23,668 -7,059 -46,375 -39,987 -63,784 -70,714: -1,932 4,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.7 13.8 71.3 71.7 95.1 93.3: 4.9 6.7
Old : 100.0: 9.9 7.7 13.8 71.3 71.7 95.1 93.3: 4.9 6.7
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 : 119: 24 20 28 58 67 93 108:
Old : 119: 24 20 28 58 67 93 108:
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 : 41.1 35.0 53.3 48.6 35.7 26.0 40.2 36.4
Old : 41.1 35.0 53.3 48.6 35.7 26.0 40.2 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, October 4, 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 : 50,342: 8,763 1,882 4,036 31,919 38,754 44,718 44,672: 5,624 5,670
Old : 50,342: 8,763 1,882 4,036 31,919 38,754 44,718 44,672: 5,624 5,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 2,514: 2,937 -1,425 -175 -1,333 4,234 1,429 2,634: 1,085 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 3.7 8.0 63.4 77.0 88.8 88.7: 11.2 11.3
Old : 100.0: 17.4 3.7 8.0 63.4 77.0 88.8 88.7: 11.2 11.3
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 : 86: 21 7 9 35 31 59 46:
Old : 86: 21 7 9 35 31 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 : 27.2 42.3 40.8 55.3 24.9 42.3 35.5 54.3
Old : 27.2 42.3 40.8 55.3 24.9 42.3 35.5 54.3
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, October 4, 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 : 12,362: 2,969 1,359 0 7,733 10,174 10,702 11,533: 1,660 829
Old : 12,362: 2,969 1,359 0 7,733 10,174 10,702 11,533: 1,660 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -1,280: 7 10 0 -1,543 -1,399 -1,536 -1,389: 256 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 11.0 0.0 62.6 82.3 86.6 93.3: 13.4 6.7
Old : 100.0: 24.0 11.0 0.0 62.6 82.3 86.6 93.3: 13.4 6.7
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 : 20: 4 2 0 7 7 11 9:
Old : 20: 4 2 0 7 7 11 9:
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 : 57.7 68.3 78.2 90.9 57.7 68.3 78.2 90.9
Old : 57.7 68.3 78.2 90.9 57.7 68.3 78.2 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 4, 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 : 75,959: 17,736 7,194 1,924 48,371 57,159 68,031 66,277: 7,928 9,682
Old : 75,959: 17,736 7,194 1,924 48,371 57,159 68,031 66,277: 7,928 9,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 7,587: 6,602 -2,127 -1,092 420 11,265 5,930 8,046: 1,657 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.5 2.5 63.7 75.2 89.6 87.3: 10.4 12.7
Old : 100.0: 23.3 9.5 2.5 63.7 75.2 89.6 87.3: 10.4 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 19 9 6 33 27 54 40:
Old : 82: 19 9 6 33 27 54 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 41.0 43.7 54.8 26.8 41.0 41.3 54.1
Old : 27.8 41.0 43.7 54.8 26.8 41.0 41.3 54.1
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, October 4, 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 : 11,432: 5,454 10,803 546 5,008 0 11,008 11,349: 424 83
Old : 11,432: 5,454 10,803 546 5,008 0 11,008 11,349: 424 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 2,119: 1,230 2,186 -148 1,026 0 2,108 2,038: 11 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 94.5 4.8 43.8 0.0 96.3 99.3: 3.7 0.7
Old : 100.0: 47.7 94.5 4.8 43.8 0.0 96.3 99.3: 3.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 11 2 3 0 15 11:
Old : 24: 10 11 2 3 0 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 80.9 87.9 95.6 69.5 76.1 87.2 90.9
Old : 69.5 80.9 87.9 95.6 69.5 76.1 87.2 90.9
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, October 4, 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 : 10,970: 1,802 1,765 40 8,815 9,105 10,657 10,910: 313 60
Old : 10,970: 1,802 1,765 40 8,815 9,105 10,657 10,910: 313 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -414: -48 -453 31 -379 7 -396 -415: -18 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 16.1 0.4 80.4 83.0 97.1 99.5: 2.9 0.5
Old : 100.0: 16.4 16.1 0.4 80.4 83.0 97.1 99.5: 2.9 0.5
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 : 31: 8 6 2 5 13 14 20:
Old : 31: 8 6 2 5 13 14 20:
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 : 87.5 75.5 95.5 88.9 87.1 75.5 95.1 88.8
Old : 87.5 75.5 95.5 88.9 87.1 75.5 95.1 88.8
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, October 4, 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 : 14,434: 859 770 0 13,244 13,539 14,103 14,309: 331 125
Old : 14,434: 859 770 0 13,244 13,539 14,103 14,309: 331 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -389: 345 -355 0 -802 -101 -457 -456: 68 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 5.3 0.0 91.8 93.8 97.7 99.1: 2.3 0.9
Old : 100.0: 6.0 5.3 0.0 91.8 93.8 97.7 99.1: 2.3 0.9
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 : 27: 6 3 0 7 12 13 15:
Old : 27: 6 3 0 7 12 13 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 : 90.1 75.1 96.5 89.8 90.1 75.1 96.1 89.8
Old : 90.1 75.1 96.5 89.8 90.1 75.1 96.1 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011