WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 25, 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 : 428,942: 77,319 123,929 66,270 248,684 179,682 392,273 369,881: 36,669 59,061
Old : 324,091: 66,377 109,336 31,061 198,285 141,381 295,723 281,778: 28,368 42,313
Other: 104,851: 29,933 33,584 16,218 50,399 38,301 96,550 88,103: 8,301 16,748
: : :
: : Changes in Commitments from: October 18, 2011 :
: -480: 2,989 -2,973 -3,071 -2,275 2,841 -2,357 -3,203: 1,877 2,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.9 15.4 58.0 41.9 91.5 86.2: 8.5 13.8
Old : 100.0: 20.5 33.7 9.6 61.2 43.6 91.2 86.9: 8.8 13.1
Other: 100.0: 28.5 32.0 15.5 48.1 36.5 92.1 84.0: 7.9 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 108 156 145 93 113 298 327:
Old : 393: 113 147 111 85 99 262 298:
Other: 226: 52 65 39 47 89 127 172:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 13.6 37.8 20.3 22.6 12.4 36.0 17.6
Old : 26.6 17.7 41.8 24.8 25.8 17.0 40.9 23.9
Other: 28.3 16.4 42.4 26.7 23.6 10.2 36.6 17.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 25, 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 : 1,220,762: 375,881 111,048 120,673 580,335 756,913 1,076,889 988,634: 143,873 232,128
Old : 1,048,340: 360,706 110,973 78,379 480,227 656,888 919,312 846,240: 129,028 202,100
Other: 172,422: 50,507 35,407 6,962 100,108 100,025 157,577 142,394: 14,845 30,028
: : :
: : Changes in Commitments from: October 18, 2011 :
: -16,569: 8,342 -14,828 -276 -19,712 5,205 -11,646 -9,899: -4,923 -6,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 9.1 9.9 47.5 62.0 88.2 81.0: 11.8 19.0
Old : 100.0: 34.4 10.6 7.5 45.8 62.7 87.7 80.7: 12.3 19.3
Other: 100.0: 29.3 20.5 4.0 58.1 58.0 91.4 82.6: 8.6 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 759: 194 156 189 218 323 521 587:
Old : 754: 196 167 162 214 316 502 565:
Other: 428: 74 66 19 67 246 150 325:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 11.8 23.8 17.1 14.1 10.2 21.6 15.4
Old : 14.5 12.7 23.7 18.3 14.2 11.7 22.9 17.1
Other: 33.8 23.4 44.9 32.8 24.5 17.0 35.6 24.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 25, 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 : 16,316: 3,599 2,072 154 9,670 12,316 13,423 14,542: 2,893 1,774
Old : 16,175: 3,597 2,072 151 9,557 12,254 13,305 14,477: 2,870 1,698
Other: 141: 2 0 3 113 62 118 65: 23 76
: : :
: : Changes in Commitments from: October 18, 2011 :
: 464: 115 22 41 213 347 369 410: 95 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 12.7 0.9 59.3 75.5 82.3 89.1: 17.7 10.9
Old : 100.0: 22.2 12.8 0.9 59.1 75.8 82.3 89.5: 17.7 10.5
Other: 100.0: 1.4 0.0 2.1 80.1 44.0 83.7 46.1: 16.3 53.9
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 9 3 15 8 30 20:
Old : 41: 15 9 3 14 7 29 19:
Other: 8: 1 0 1 4 2 6 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 : 37.4 73.5 54.6 83.9 37.0 68.5 52.2 75.1
Old : 37.5 74.2 54.9 84.6 37.5 69.4 52.8 76.0
Other: 80.1 46.1 83.7 46.1 80.1 44.0 81.6 44.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 25, 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 : 542,926: 124,197 59,878 69,043 300,414 331,512 493,654 460,433: 49,272 82,493
Old : 483,913: 111,037 63,680 56,935 270,454 289,838 438,426 410,453: 45,487 73,460
Other: 59,013: 24,409 7,447 859 29,960 41,674 55,228 49,980: 3,785 9,033
: : :
: : Changes in Commitments from: October 18, 2011 :
: -46,341: -48,512 -2,237 -1,569 1,139 -43,323 -48,942 -47,129: 2,601 788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 11.0 12.7 55.3 61.1 90.9 84.8: 9.1 15.2
Old : 100.0: 22.9 13.2 11.8 55.9 59.9 90.6 84.8: 9.4 15.2
Other: 100.0: 41.4 12.6 1.5 50.8 70.6 93.6 84.7: 6.4 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 127 102 150 132 169 341 364:
Old : 443: 122 109 139 131 166 329 356:
Other: 230: 50 43 7 34 118 87 165:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 21.4 24.7 30.5 13.6 14.3 21.3 19.8
Old : 16.1 20.9 27.1 30.3 15.2 15.4 23.6 21.2
Other: 47.5 36.1 61.9 52.8 27.4 24.5 40.6 35.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 25, 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 : 304,652: 60,570 72,779 29,926 188,805 168,400 279,301 271,105: 25,351 33,547
Old : 288,693: 60,896 73,646 26,416 177,981 156,295 265,293 256,357: 23,400 32,336
Other: 15,959: 1,845 1,304 1,339 10,824 12,105 14,008 14,748: 1,951 1,211
: : :
: : Changes in Commitments from: October 18, 2011 :
: 9,620: -1,002 4,405 2,058 8,864 3,230 9,920 9,693: -300 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 23.9 9.8 62.0 55.3 91.7 89.0: 8.3 11.0
Old : 100.0: 21.1 25.5 9.2 61.7 54.1 91.9 88.8: 8.1 11.2
Other: 100.0: 11.6 8.2 8.4 67.8 75.9 87.8 92.4: 12.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 68 78 71 67 63 178 189:
Old : 253: 70 84 68 65 63 173 189:
Other: 62: 16 10 4 27 17 44 30:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 23.9 30.5 35.4 13.6 17.3 22.2 25.3
Old : 18.7 23.4 30.7 34.0 14.3 16.4 23.2 24.8
Other: 37.6 53.5 56.6 72.8 24.8 41.4 39.4 55.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 25, 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 : 620,520: 85,971 84,875 9,798 387,426 407,815 483,195 502,488: 137,325 118,032
Old : 620,520: 85,971 84,875 9,798 387,426 407,815 483,195 502,488: 137,325 118,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 8,231: 8,618 -762 4,470 -4,926 18,434 8,162 22,142: 69 -13,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.7 1.6 62.4 65.7 77.9 81.0: 22.1 19.0
Old : 100.0: 13.9 13.7 1.6 62.4 65.7 77.9 81.0: 22.1 19.0
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 : 158: 36 22 14 67 70 111 98:
Old : 158: 36 22 14 67 70 111 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 23.7 34.2 36.5 21.8 23.4 29.7 32.9
Old : 22.6 23.7 34.2 36.5 21.8 23.4 29.7 32.9
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 25, 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 : 373,817: 56,139 33,211 2,921 251,133 297,342 310,193 333,474: 63,624 40,343
Old : 373,817: 56,139 33,211 2,921 251,133 297,342 310,193 333,474: 63,624 40,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -4,156: -2,157 1,242 1,804 -2,188 -1,137 -2,541 1,909: -1,615 -6,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 8.9 0.8 67.2 79.5 83.0 89.2: 17.0 10.8
Old : 100.0: 15.0 8.9 0.8 67.2 79.5 83.0 89.2: 17.0 10.8
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 : 75: 8 5 4 39 43 49 50:
Old : 75: 8 5 4 39 43 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 46.2 43.4 59.9 21.7 46.0 37.6 58.6
Old : 26.0 46.2 43.4 59.9 21.7 46.0 37.6 58.6
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 25, 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 : 10,833: 913 1,000 917 8,001 7,933 9,831 9,850: 1,002 983
Old : 10,833: 913 1,000 917 8,001 7,933 9,831 9,850: 1,002 983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 419: 20 211 73 -84 -249 9 35: 410 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.2 8.5 73.9 73.2 90.8 90.9: 9.2 9.1
Old : 100.0: 8.4 9.2 8.5 73.9 73.2 90.8 90.9: 9.2 9.1
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: 4 6 6 19 22 29 29:
Old : 34: 4 6 6 19 22 29 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 : 43.0 42.8 63.0 69.4 22.0 24.1 31.8 35.5
Old : 43.0 42.8 63.0 69.4 22.0 24.1 31.8 35.5
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 25, 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 : 187,731: 33,995 46,110 20,949 99,640 88,991 154,584 156,050: 33,147 31,681
Old : 172,669: 33,698 45,083 16,506 91,329 81,227 141,533 142,816: 31,136 29,853
Other: 15,062: 1,746 2,476 2,994 8,311 7,764 13,051 13,234: 2,011 1,828
: : :
: : Changes in Commitments from: October 18, 2011 :
: -180: 1,357 -2,224 -395 -862 2,195 100 -424: -280 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 24.6 11.2 53.1 47.4 82.3 83.1: 17.7 16.9
Old : 100.0: 19.5 26.1 9.6 52.9 47.0 82.0 82.7: 18.0 17.3
Other: 100.0: 11.6 16.4 19.9 55.2 51.5 86.6 87.9: 13.4 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 41 54 41 70 61 135 140:
Old : 189: 43 56 37 70 60 134 136:
Other: 55: 10 7 8 28 15 40 29:
:----------------------------------------------------------------------------------------------------
: 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 22.8 26.2 32.9 11.7 19.0 20.2 25.3
Old : 16.5 22.3 27.3 32.5 12.1 18.9 20.6 25.5
Other: 38.9 43.7 59.0 62.0 35.1 38.0 48.8 49.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 25, 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 : 18,227: 3,750 3,526 2,306 8,407 11,320 14,463 17,152: 3,764 1,075
Old : 18,079: 3,773 3,526 2,283 8,333 11,196 14,389 17,005: 3,690 1,074
Other: 148: 0 23 0 74 124 74 147: 74 1
: : :
: : Changes in Commitments from: October 18, 2011 :
: -64: -425 -119 210 55 150 -160 241: 96 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 19.3 12.7 46.1 62.1 79.3 94.1: 20.7 5.9
Old : 100.0: 20.9 19.5 12.6 46.1 61.9 79.6 94.1: 20.4 5.9
Other: 100.0: 0.0 15.5 0.0 50.0 83.8 50.0 99.3: 50.0 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 24 18 22 24 17 63 47:
Old : 78: 24 18 22 23 17 62 47:
Other: 9: 0 2 0 1 6 1 8:
:----------------------------------------------------------------------------------------------------
: 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 46.2 38.6 58.5 25.9 43.3 37.2 54.4
Old : 26.2 46.1 38.9 58.4 26.2 43.6 37.5 54.7
Other: 50.0 86.5 50.0 99.3 50.0 86.5 50.0 99.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 25, 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 : 723,030: 226,541 168,075 17,306 370,869 426,761 614,716 612,142: 108,314 110,888
Old : 723,030: 226,541 168,075 17,306 370,869 426,761 614,716 612,142: 108,314 110,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 20,274: 8,424 -1,340 2,369 1,348 16,993 12,141 18,022: 8,133 2,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 23.2 2.4 51.3 59.0 85.0 84.7: 15.0 15.3
Old : 100.0: 31.3 23.2 2.4 51.3 59.0 85.0 84.7: 15.0 15.3
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 : 219: 43 45 18 74 107 129 159:
Old : 219: 43 45 18 74 107 129 159:
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 : 27.9 16.2 39.7 26.5 27.6 14.4 36.1 23.1
Old : 27.9 16.2 39.7 26.5 27.6 14.4 36.1 23.1
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 25, 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 : 1,504,168: 204,311 270,191 24,258 1,000,812 892,249 1,229,381 1,186,698: 274,787 317,470
Old : 1,504,168: 204,311 270,191 24,258 1,000,812 892,249 1,229,381 1,186,698: 274,787 317,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 9,827: 46,405 -23,898 8,865 -58,838 -3,757 -3,568 -18,790: 13,395 28,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.0 1.6 66.5 59.3 81.7 78.9: 18.3 21.1
Old : 100.0: 13.6 18.0 1.6 66.5 59.3 81.7 78.9: 18.3 21.1
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 : 236: 36 46 19 112 114 160 167:
Old : 236: 36 46 19 112 114 160 167:
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 : 24.0 16.9 32.9 24.7 22.7 13.0 31.4 20.4
Old : 24.0 16.9 32.9 24.7 22.7 13.0 31.4 20.4
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 25, 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 : 1,249,117: 392,810 100,923 6,054 657,155 912,640 1,056,019 1,019,617: 193,098 229,500
Old : 1,249,117: 392,810 100,923 6,054 657,155 912,640 1,056,019 1,019,617: 193,098 229,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 76,155: 69,133 13,650 -2,369 12,607 65,306 79,371 76,587: -3,216 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 8.1 0.5 52.6 73.1 84.5 81.6: 15.5 18.4
Old : 100.0: 31.4 8.1 0.5 52.6 73.1 84.5 81.6: 15.5 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 : 186: 37 21 15 69 106 112 136:
Old : 186: 37 21 15 69 106 112 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 20.7 40.2 31.9 24.9 18.8 35.9 26.9
Old : 26.3 20.7 40.2 31.9 24.9 18.8 35.9 26.9
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 25, 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 : 641,904: 65,558 58,155 99,387 442,808 444,008 607,753 601,550: 34,151 40,354
Old : 641,904: 65,558 58,155 99,387 442,808 444,008 607,753 601,550: 34,151 40,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 19,912: 2,659 -1,470 1,660 11,129 16,827 15,448 17,017: 4,464 2,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.1 15.5 69.0 69.2 94.7 93.7: 5.3 6.3
Old : 100.0: 10.2 9.1 15.5 69.0 69.2 94.7 93.7: 5.3 6.3
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 : 117: 23 22 28 59 66 92 108:
Old : 117: 23 22 28 59 66 92 108:
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 : 40.7 36.1 53.2 49.1 34.0 27.5 39.3 36.6
Old : 40.7 36.1 53.2 49.1 34.0 27.5 39.3 36.6
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 25, 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 : 53,649: 6,572 2,608 3,802 34,991 38,423 45,365 44,833: 8,285 8,817
Old : 53,649: 6,572 2,608 3,802 34,991 38,423 45,365 44,833: 8,285 8,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 3,285: -415 1,729 274 1,001 -1,212 860 791: 2,425 2,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.9 7.1 65.2 71.6 84.6 83.6: 15.4 16.4
Old : 100.0: 12.2 4.9 7.1 65.2 71.6 84.6 83.6: 15.4 16.4
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 : 91: 18 13 8 38 36 63 52:
Old : 91: 18 13 8 38 36 63 52:
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 39.8 36.4 52.4 24.2 37.4 34.9 48.6
Old : 24.5 39.8 36.4 52.4 24.2 37.4 34.9 48.6
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 14,406: 3,299 1,249 202 9,145 9,380 12,646 10,831: 1,760 3,575
Old : 14,406: 3,299 1,249 202 9,145 9,380 12,646 10,831: 1,760 3,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,986: 150 0 202 1,412 -784 1,764 -582: 222 2,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 8.7 1.4 63.5 65.1 87.8 75.2: 12.2 24.8
Old : 100.0: 22.9 8.7 1.4 63.5 65.1 87.8 75.2: 12.2 24.8
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 : 20: 4 2 2 8 8 12 12:
Old : 20: 4 2 2 8 8 12 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 : 51.9 58.6 76.1 72.6 49.5 58.6 73.5 72.6
Old : 51.9 58.6 76.1 72.6 49.5 58.6 73.5 72.6
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 25, 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 : 78,486: 13,685 9,857 60 51,692 58,086 65,437 68,003: 13,049 10,483
Old : 78,486: 13,685 9,857 60 51,692 58,086 65,437 68,003: 13,049 10,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 2,597: -616 3,971 -370 -823 -856 -1,809 2,745: 4,406 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.6 0.1 65.9 74.0 83.4 86.6: 16.6 13.4
Old : 100.0: 17.4 12.6 0.1 65.9 74.0 83.4 86.6: 16.6 13.4
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 : 88: 18 13 4 35 31 56 45:
Old : 88: 18 13 4 35 31 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 42.0 38.4 55.0 24.9 42.0 38.4 54.9
Old : 24.9 42.0 38.4 55.0 24.9 42.0 38.4 54.9
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 25, 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 : 13,404: 6,110 12,888 505 6,413 0 13,028 13,393: 376 11
Old : 13,404: 6,110 12,888 505 6,413 0 13,028 13,393: 376 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 98: -135 53 45 147 0 57 98: 41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 96.2 3.8 47.8 0.0 97.2 99.9: 2.8 0.1
Old : 100.0: 45.6 96.2 3.8 47.8 0.0 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 : 26: 12 11 2 3 0 17 11:
Old : 26: 12 11 2 3 0 17 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 : 73.3 82.8 90.3 96.3 73.3 79.0 88.8 92.5
Old : 73.3 82.8 90.3 96.3 73.3 79.0 88.8 92.5
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, October 25, 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 : 9,502: 1,586 428 1 7,635 8,960 9,222 9,389: 280 113
Old : 9,502: 1,586 428 1 7,635 8,960 9,222 9,389: 280 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -289: -469 -138 -365 540 228 -294 -275: 5 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 4.5 0.0 80.4 94.3 97.1 98.8: 2.9 1.2
Old : 100.0: 16.7 4.5 0.0 80.4 94.3 97.1 98.8: 2.9 1.2
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 : 28: 8 5 1 5 11 14 16:
Old : 28: 8 5 1 5 11 14 16:
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 : 85.5 82.5 95.1 92.7 85.5 82.5 95.1 92.6
Old : 85.5 82.5 95.1 92.7 85.5 82.5 95.1 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, October 25, 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 : 14,135: 1,124 455 0 12,718 13,525 13,842 13,980: 293 155
Old : 14,135: 1,124 455 0 12,718 13,525 13,842 13,980: 293 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -141: -666 5 0 500 -159 -166 -154: 25 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 3.2 0.0 90.0 95.7 97.9 98.9: 2.1 1.1
Old : 100.0: 8.0 3.2 0.0 90.0 95.7 97.9 98.9: 2.1 1.1
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 : 28: 7 3 0 5 14 12 17:
Old : 28: 7 3 0 5 14 12 17:
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 : 91.1 74.5 96.7 90.7 91.1 74.5 96.4 90.7
Old : 91.1 74.5 96.7 90.7 91.1 74.5 96.4 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011