WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 15, 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 : 414,093: 77,160 126,414 55,112 243,139 167,588 375,411 349,114: 38,682 64,979
Old : 293,799: 66,961 103,708 23,042 174,110 121,567 264,113 248,317: 29,686 45,482
Other: 120,294: 27,811 40,318 14,458 69,029 46,021 111,298 100,797: 8,996 19,497
: : :
: : Changes in Commitments from: November 8, 2011 :
: -12,301: 141 6,756 -8,735 -2,116 -11,395 -10,710 -13,374: -1,591 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 30.5 13.3 58.7 40.5 90.7 84.3: 9.3 15.7
Old : 100.0: 22.8 35.3 7.8 59.3 41.4 89.9 84.5: 10.1 15.5
Other: 100.0: 23.1 33.5 12.0 57.4 38.3 92.5 83.8: 7.5 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 96 160 137 91 110 279 327:
Old : 376: 99 149 94 81 95 238 286:
Other: 237: 47 81 46 46 90 128 190:
:----------------------------------------------------------------------------------------------------
: 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 12.4 37.9 18.8 22.3 10.8 35.6 16.5
Old : 26.6 15.4 39.2 23.3 25.0 14.7 37.4 22.0
Other: 33.4 13.7 48.3 23.9 30.2 10.3 44.8 18.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 15, 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 : 1,318,579: 385,203 123,007 149,376 645,358 835,832 1,179,937 1,108,215: 138,642 210,364
Old : 1,107,067: 365,828 111,286 98,365 520,686 721,268 984,879 930,919: 122,188 176,148
Other: 211,512: 59,754 52,100 10,632 124,672 114,564 195,058 177,296: 16,454 34,216
: : :
: : Changes in Commitments from: November 8, 2011 :
: 51,006: -350 10,028 17,611 40,197 28,972 57,458 56,611: -6,452 -5,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 9.3 11.3 48.9 63.4 89.5 84.0: 10.5 16.0
Old : 100.0: 33.0 10.1 8.9 47.0 65.2 89.0 84.1: 11.0 15.9
Other: 100.0: 28.3 24.6 5.0 58.9 54.2 92.2 83.8: 7.8 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 190 163 204 228 334 528 616:
Old : 750: 208 151 177 222 325 508 588:
Other: 457: 62 96 29 72 255 149 367:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 12.3 25.2 18.8 13.7 10.4 20.6 15.3
Old : 16.5 12.8 24.9 19.0 14.8 11.9 22.3 16.8
Other: 35.2 21.5 49.3 31.4 25.6 15.6 37.7 22.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 15, 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 : 17,867: 3,729 2,348 546 10,855 12,810 15,130 15,704: 2,737 2,163
Old : 17,714: 3,727 2,348 543 10,732 12,690 15,002 15,581: 2,712 2,133
Other: 153: 2 0 3 123 120 128 123: 25 30
: : :
: : Changes in Commitments from: November 8, 2011 :
: 408: 29 3 -175 774 479 628 307: -220 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.1 3.1 60.8 71.7 84.7 87.9: 15.3 12.1
Old : 100.0: 21.0 13.3 3.1 60.6 71.6 84.7 88.0: 15.3 12.0
Other: 100.0: 1.3 0.0 2.0 80.4 78.4 83.7 80.4: 16.3 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 9 4 16 10 31 23:
Old : 42: 15 9 4 16 8 31 21:
Other: 11: 2 0 1 5 4 8 5:
:----------------------------------------------------------------------------------------------------
: 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 : 40.3 68.8 55.3 80.7 36.1 61.7 50.6 68.7
Old : 40.5 69.4 55.6 81.3 36.6 62.5 51.2 69.5
Other: 77.1 78.4 83.7 80.4 73.9 75.2 78.4 75.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 15, 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 : 529,417: 118,240 93,680 71,387 288,628 278,390 478,255 443,457: 51,162 85,960
Old : 466,435: 107,714 100,872 53,337 258,403 237,137 419,454 391,346: 46,981 75,089
Other: 62,982: 27,338 9,620 1,238 30,225 41,253 58,801 52,111: 4,181 10,871
: : :
: : Changes in Commitments from: November 8, 2011 :
: 13,594: -746 20,085 1,593 8,695 -14,437 9,542 7,241: 4,052 6,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 17.7 13.5 54.5 52.6 90.3 83.8: 9.7 16.2
Old : 100.0: 23.1 21.6 11.4 55.4 50.8 89.9 83.9: 10.1 16.1
Other: 100.0: 43.4 15.3 2.0 48.0 65.5 93.4 82.7: 6.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 487: 120 142 145 112 165 330 385:
Old : 483: 119 151 127 109 157 312 371:
Other: 239: 54 48 18 35 111 99 172:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 18.7 25.1 26.0 13.8 14.3 22.2 20.0
Old : 16.5 19.7 27.3 26.9 16.0 16.8 25.6 23.5
Other: 43.5 30.3 59.1 49.2 31.2 27.1 44.9 40.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 15, 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 : 293,991: 62,255 69,252 32,730 169,076 160,647 264,061 262,629: 29,930 31,362
Old : 276,175: 61,141 70,365 29,018 157,995 146,590 248,154 245,973: 28,021 30,202
Other: 17,816: 3,358 1,131 1,468 11,081 14,057 15,907 16,656: 1,909 1,160
: : :
: : Changes in Commitments from: November 8, 2011 :
: -6,056: 458 -1,277 -1,046 -4,894 -838 -5,482 -3,161: -574 -2,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 23.6 11.1 57.5 54.6 89.8 89.3: 10.2 10.7
Old : 100.0: 22.1 25.5 10.5 57.2 53.1 89.9 89.1: 10.1 10.9
Other: 100.0: 18.8 6.3 8.2 62.2 78.9 89.3 93.5: 10.7 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 75 76 83 70 64 195 191:
Old : 253: 74 84 82 68 63 191 190:
Other: 65: 15 12 6 28 19 47 34:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 23.7 25.1 35.9 12.1 19.1 20.6 28.9
Old : 14.7 22.7 24.7 34.3 12.7 18.3 21.5 28.4
Other: 35.4 57.1 52.9 72.6 24.2 45.8 40.1 57.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 15, 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 : 634,416: 64,858 98,947 4,898 422,095 407,596 491,851 511,441: 142,565 122,975
Old : 634,416: 64,858 98,947 4,898 422,095 407,596 491,851 511,441: 142,565 122,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 12,820: 985 985 -1,070 4,922 8,421 4,837 8,336: 7,983 4,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.6 0.8 66.5 64.2 77.5 80.6: 22.5 19.4
Old : 100.0: 10.2 15.6 0.8 66.5 64.2 77.5 80.6: 22.5 19.4
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 : 158: 34 22 13 70 77 111 105:
Old : 158: 34 22 13 70 77 111 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 23.3 35.0 35.8 21.9 23.3 30.7 34.0
Old : 23.2 23.3 35.0 35.8 21.9 23.3 30.7 34.0
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, November 15, 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 : 391,849: 56,141 30,357 953 265,828 319,799 322,922 351,109: 68,927 40,740
Old : 391,849: 56,141 30,357 953 265,828 319,799 322,922 351,109: 68,927 40,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 10,612: 2,264 428 -451 5,741 13,685 7,554 13,662: 3,058 -3,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 7.7 0.2 67.8 81.6 82.4 89.6: 17.6 10.4
Old : 100.0: 14.3 7.7 0.2 67.8 81.6 82.4 89.6: 17.6 10.4
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 : 72: 9 4 2 44 40 54 45:
Old : 72: 9 4 2 44 40 54 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 : 25.6 46.1 41.8 61.5 21.5 46.0 36.9 61.1
Old : 25.6 46.1 41.8 61.5 21.5 46.0 36.9 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, November 15, 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 : 11,148: 1,180 840 1,341 7,539 7,954 10,060 10,135: 1,088 1,013
Old : 11,148: 1,180 840 1,341 7,539 7,954 10,060 10,135: 1,088 1,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 254: 126 2 149 -76 -116 199 35: 55 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 7.5 12.0 67.6 71.3 90.2 90.9: 9.8 9.1
Old : 100.0: 10.6 7.5 12.0 67.6 71.3 90.2 90.9: 9.8 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 : 35: 5 4 5 19 25 29 30:
Old : 35: 5 4 5 19 25 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 46.5 65.3 69.2 22.8 22.0 31.4 32.6
Old : 44.7 46.5 65.3 69.2 22.8 22.0 31.4 32.6
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, November 15, 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 : 207,010: 39,408 59,780 24,496 108,452 88,093 172,356 172,369: 34,654 34,641
Old : 187,968: 39,122 59,994 17,765 99,044 77,670 155,931 155,429: 32,037 32,539
Other: 19,042: 2,739 2,239 4,278 9,408 10,423 16,425 16,940: 2,617 2,102
: : :
: : Changes in Commitments from: November 8, 2011 :
: 10,145: 2,709 9,403 1,936 7,539 923 12,184 12,262: -2,039 -2,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 28.9 11.8 52.4 42.6 83.3 83.3: 16.7 16.7
Old : 100.0: 20.8 31.9 9.5 52.7 41.3 83.0 82.7: 17.0 17.3
Other: 100.0: 14.4 11.8 22.5 49.4 54.7 86.3 89.0: 13.7 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 46 62 46 73 61 144 152:
Old : 201: 47 67 41 73 59 144 145:
Other: 65: 14 11 10 29 20 46 39:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 20.5 28.0 30.3 13.6 15.6 21.8 23.0
Old : 18.7 20.2 29.5 30.0 15.3 15.5 22.6 23.5
Other: 43.5 38.8 61.4 56.1 38.5 29.0 47.0 39.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 15, 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 : 17,506: 3,529 3,873 1,720 8,547 10,195 13,796 15,788: 3,710 1,718
Old : 17,337: 3,532 3,873 1,715 8,472 10,040 13,719 15,628: 3,618 1,709
Other: 169: 0 3 2 75 155 77 160: 92 9
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,019: 16 592 -133 165 -908 48 -449: 971 1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 22.1 9.8 48.8 58.2 78.8 90.2: 21.2 9.8
Old : 100.0: 20.4 22.3 9.9 48.9 57.9 79.1 90.1: 20.9 9.9
Other: 100.0: 0.0 1.8 1.2 44.4 91.7 45.6 94.7: 54.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 25 25 17 23 18 57 55:
Old : 85: 25 25 17 22 18 56 55:
Other: 9: 0 1 1 1 6 2 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 : 26.6 42.5 38.7 53.6 26.6 36.8 37.0 47.9
Old : 26.8 42.2 39.1 53.4 26.8 36.9 37.4 48.1
Other: 45.6 88.8 45.6 94.7 44.4 88.8 44.4 93.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 15, 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 : 758,953: 226,329 138,692 21,426 409,427 493,266 657,182 653,384: 101,771 105,569
Old : 758,953: 226,329 138,692 21,426 409,427 493,266 657,182 653,384: 101,771 105,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -10,869: -10,753 9,068 732 4,971 -18,146 -5,050 -8,346: -5,819 -2,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 18.3 2.8 53.9 65.0 86.6 86.1: 13.4 13.9
Old : 100.0: 29.8 18.3 2.8 53.9 65.0 86.6 86.1: 13.4 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 45 41 16 82 108 137 156:
Old : 223: 45 41 16 82 108 137 156:
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 18.1 38.3 28.4 27.1 16.4 35.7 24.9
Old : 27.8 18.1 38.3 28.4 27.1 16.4 35.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 15, 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 : 1,480,368: 190,194 289,736 25,167 984,924 889,289 1,200,285 1,204,192: 280,083 276,176
Old : 1,480,368: 190,194 289,736 25,167 984,924 889,289 1,200,285 1,204,192: 280,083 276,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -4,319: 5,784 9,151 8,949 -7,344 19,376 7,389 37,476: -11,708 -41,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 19.6 1.7 66.5 60.1 81.1 81.3: 18.9 18.7
Old : 100.0: 12.8 19.6 1.7 66.5 60.1 81.1 81.3: 18.9 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 : 242: 32 54 36 106 121 166 184:
Old : 242: 32 54 36 106 121 166 184:
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 : 22.2 15.4 32.9 23.1 20.6 10.0 29.5 16.9
Old : 22.2 15.4 32.9 23.1 20.6 10.0 29.5 16.9
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, November 15, 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 : 1,264,166: 436,520 139,937 19,732 606,500 878,768 1,062,752 1,038,437: 201,414 225,729
Old : 1,264,166: 436,520 139,937 19,732 606,500 878,768 1,062,752 1,038,437: 201,414 225,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 522: 13,032 6,399 7,065 -17,620 -5,170 2,477 8,294: -1,955 -7,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 11.1 1.6 48.0 69.5 84.1 82.1: 15.9 17.9
Old : 100.0: 34.5 11.1 1.6 48.0 69.5 84.1 82.1: 15.9 17.9
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 : 188: 37 25 26 72 101 120 142:
Old : 188: 37 25 26 72 101 120 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 18.7 39.6 28.0 26.2 17.3 34.9 25.4
Old : 29.0 18.7 39.6 28.0 26.2 17.3 34.9 25.4
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, November 15, 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 : 598,935: 72,069 61,778 87,532 395,106 403,661 554,707 552,971: 44,228 45,964
Old : 598,935: 72,069 61,778 87,532 395,106 403,661 554,707 552,971: 44,228 45,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 11,991: 3,709 737 -2,049 -3,171 -41 -1,511 -1,353: 13,502 13,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.3 14.6 66.0 67.4 92.6 92.3: 7.4 7.7
Old : 100.0: 12.0 10.3 14.6 66.0 67.4 92.6 92.3: 7.4 7.7
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 : 110: 21 23 25 50 60 81 99:
Old : 110: 21 23 25 50 60 81 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 35.9 53.6 49.0 33.6 27.1 37.8 35.5
Old : 41.3 35.9 53.6 49.0 33.6 27.1 37.8 35.5
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, November 15, 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 : 45,518: 9,858 4,268 156 28,168 35,613 38,181 40,036: 7,338 5,482
Old : 45,518: 9,858 4,268 156 28,168 35,613 38,181 40,036: 7,338 5,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 2,843: 2,687 -302 136 -875 2,457 1,948 2,291: 896 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 9.4 0.3 61.9 78.2 83.9 88.0: 16.1 12.0
Old : 100.0: 21.7 9.4 0.3 61.9 78.2 83.9 88.0: 16.1 12.0
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 : 91: 23 9 4 35 31 60 42:
Old : 91: 23 9 4 35 31 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 50.2 36.6 61.6 23.1 50.2 36.6 61.5
Old : 23.1 50.2 36.6 61.6 23.1 50.2 36.6 61.5
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, November 15, 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 : 91,036: 19,715 8,535 311 56,335 71,226 76,361 80,072: 14,675 10,964
Old : 91,036: 19,715 8,535 311 56,335 71,226 76,361 80,072: 14,675 10,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 5,686: 5,373 -603 271 -1,749 4,914 3,895 4,582: 1,791 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 9.4 0.3 61.9 78.2 83.9 88.0: 16.1 12.0
Old : 100.0: 21.7 9.4 0.3 61.9 78.2 83.9 88.0: 16.1 12.0
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 : 91: 23 9 4 35 31 60 42:
Old : 91: 23 9 4 35 31 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 50.2 36.6 61.6 23.1 50.2 36.6 61.5
Old : 23.1 50.2 36.6 61.6 23.1 50.2 36.6 61.5
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, November 15, 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 : 15,023: 6,398 14,359 514 7,767 0 14,679 14,873: 344 150
Old : 15,023: 6,398 14,359 514 7,767 0 14,679 14,873: 344 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,251: 366 1,105 0 1,027 0 1,393 1,105: -142 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 95.6 3.4 51.7 0.0 97.7 99.0: 2.3 1.0
Old : 100.0: 42.6 95.6 3.4 51.7 0.0 97.7 99.0: 2.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 12 2 3 0 16 12:
Old : 26: 11 12 2 3 0 16 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 : 72.7 81.9 91.5 94.8 72.7 78.5 90.1 91.4
Old : 72.7 81.9 91.5 94.8 72.7 78.5 90.1 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 15, 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 : 10,029: 1,206 550 0 8,591 9,361 9,797 9,911: 232 118
Old : 10,029: 1,206 550 0 8,591 9,361 9,797 9,911: 232 118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -678: 67 -813 0 -750 127 -683 -686: 5 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.5 0.0 85.7 93.3 97.7 98.8: 2.3 1.2
Old : 100.0: 12.0 5.5 0.0 85.7 93.3 97.7 98.8: 2.3 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 0 5 11 13 16:
Old : 28: 8 5 0 5 11 13 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 : 86.8 80.0 95.7 92.3 86.8 80.0 95.7 92.2
Old : 86.8 80.0 95.7 92.3 86.8 80.0 95.7 92.2
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, November 15, 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 : 15,062: 904 1,309 0 13,827 13,609 14,731 14,918: 331 144
Old : 15,062: 904 1,309 0 13,827 13,609 14,731 14,918: 331 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -576: -397 -733 0 -228 196 -625 -537: 49 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.7 0.0 91.8 90.4 97.8 99.0: 2.2 1.0
Old : 100.0: 6.0 8.7 0.0 91.8 90.4 97.8 99.0: 2.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 4 0 5 12 12 16:
Old : 28: 7 4 0 5 12 12 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 : 94.0 71.3 96.9 89.9 94.0 71.3 96.9 89.9
Old : 94.0 71.3 96.9 89.9 94.0 71.3 96.9 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011