WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 6, 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 : 374,207: 80,045 127,723 49,346 215,071 144,074 344,462 321,143: 29,745 53,064
Old : 245,392: 72,252 93,851 15,292 136,110 102,086 223,654 211,229: 21,738 34,163
Other: 128,815: 25,814 51,893 16,033 78,961 41,988 120,808 109,914: 8,007 18,901
: : :
: : Changes in Commitments from: November 29, 2011 :
: 5,032: 7,008 2,575 6,628 -6,305 -887 7,331 8,316: -2,299 -3,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 34.1 13.2 57.5 38.5 92.1 85.8: 7.9 14.2
Old : 100.0: 29.4 38.2 6.2 55.5 41.6 91.1 86.1: 8.9 13.9
Other: 100.0: 20.0 40.3 12.4 61.3 32.6 93.8 85.3: 6.2 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 101 144 111 73 108 244 305:
Old : 354: 112 121 61 60 86 201 243:
Other: 236: 44 83 42 49 91 124 191:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 11.6 39.9 18.3 25.1 11.0 39.1 16.7
Old : 27.6 15.7 40.7 24.7 27.6 15.4 40.7 24.4
Other: 33.2 14.0 50.2 22.8 30.9 9.0 47.8 16.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 6, 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 : 1,146,906: 294,147 148,089 133,634 586,959 644,300 1,014,740 926,023: 132,166 220,883
Old : 909,821: 279,418 146,138 68,247 446,480 513,337 794,145 727,722: 115,676 182,099
Other: 237,085: 68,115 55,337 12,001 140,479 130,963 220,595 198,301: 16,490 38,784
: : :
: : Changes in Commitments from: November 29, 2011 :
: -10,036: 2,438 20,688 9,140 -25,171 -46,677 -13,593 -16,849: 3,557 6,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 12.9 11.7 51.2 56.2 88.5 80.7: 11.5 19.3
Old : 100.0: 30.7 16.1 7.5 49.1 56.4 87.3 80.0: 12.7 20.0
Other: 100.0: 28.7 23.3 5.1 59.3 55.2 93.0 83.6: 7.0 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 680: 161 143 166 196 304 444 554:
Old : 668: 161 144 126 190 292 416 513:
Other: 441: 69 88 25 78 232 158 339:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 11.4 26.3 17.3 14.5 9.4 22.2 14.5
Old : 16.7 11.2 26.5 17.2 16.3 11.2 25.7 16.8
Other: 31.1 24.5 45.3 33.5 22.9 14.4 34.1 22.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 6, 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 : 12,946: 2,995 2,494 17 8,138 8,701 11,150 11,212: 1,796 1,734
Old : 12,687: 2,973 2,500 0 8,026 8,494 10,999 10,994: 1,688 1,693
Other: 259: 28 0 11 112 207 151 218: 108 41
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,108: -29 -101 -78 -778 -568 -885 -747: -223 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 19.3 0.1 62.9 67.2 86.1 86.6: 13.9 13.4
Old : 100.0: 23.4 19.7 0.0 63.3 67.0 86.7 86.7: 13.3 13.3
Other: 100.0: 10.8 0.0 4.2 43.2 79.9 58.3 84.2: 41.7 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 13 3 15 7 29 21:
Old : 41: 12 13 0 14 5 26 18:
Other: 11: 3 0 1 5 5 8 6:
:----------------------------------------------------------------------------------------------------
: 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 72.5 60.8 80.1 40.7 70.8 60.2 78.4
Old : 41.7 73.5 61.5 81.2 41.7 72.3 61.5 80.0
Other: 49.8 78.4 58.3 84.2 40.5 70.7 44.8 70.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 6, 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 : 541,370: 109,928 101,342 76,627 305,966 278,127 492,521 456,096: 48,849 85,274
Old : 473,006: 101,159 109,907 56,902 271,582 233,970 429,643 400,779: 43,363 72,227
Other: 68,364: 26,493 9,159 2,001 34,384 44,157 62,878 55,317: 5,486 13,047
: : :
: : Changes in Commitments from: November 29, 2011 :
: 18,629: 18 2,495 5,590 13,595 10,170 19,203 18,255: -574 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 18.7 14.2 56.5 51.4 91.0 84.2: 9.0 15.8
Old : 100.0: 21.4 23.2 12.0 57.4 49.5 90.8 84.7: 9.2 15.3
Other: 100.0: 38.8 13.4 2.9 50.3 64.6 92.0 80.9: 8.0 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 119 144 159 107 136 328 373:
Old : 456: 127 150 137 106 126 311 354:
Other: 231: 50 60 22 40 92 105 162:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 18.1 26.0 25.8 13.4 13.6 21.1 20.0
Old : 16.4 19.1 28.6 26.6 16.3 16.1 25.6 22.6
Other: 42.3 30.0 59.0 48.4 32.7 27.0 46.7 41.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 6, 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 : 315,566: 62,436 79,761 34,795 193,112 166,830 290,343 281,386: 25,223 34,180
Old : 293,963: 61,724 81,777 28,777 181,231 150,669 271,732 261,223: 22,231 32,740
Other: 21,603: 4,653 1,925 2,077 11,881 16,161 18,611 20,163: 2,992 1,440
: : :
: : Changes in Commitments from: November 29, 2011 :
: -4,825: 2,214 -1,862 -5,228 2,192 5,655 -822 -1,435: -4,003 -3,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.3 11.0 61.2 52.9 92.0 89.2: 8.0 10.8
Old : 100.0: 21.0 27.8 9.8 61.7 51.3 92.4 88.9: 7.6 11.1
Other: 100.0: 21.5 8.9 9.6 55.0 74.8 86.2 93.3: 13.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 62 78 72 65 63 176 182:
Old : 242: 65 82 68 63 61 169 179:
Other: 68: 18 11 8 31 20 53 35:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 23.1 26.7 34.4 14.6 18.9 23.7 27.5
Old : 16.8 22.5 27.1 33.3 16.0 18.5 25.4 27.0
Other: 31.3 47.8 47.6 67.3 22.2 40.9 37.0 54.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 6, 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 : 591,861: 60,828 90,939 3,370 393,785 369,241 457,983 463,550: 133,878 128,311
Old : 591,861: 60,828 90,939 3,370 393,785 369,241 457,983 463,550: 133,878 128,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -66,280: -1,831 -3,844 -7,974 -47,019 -55,833 -56,824 -67,651: -9,456 1,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.4 0.6 66.5 62.4 77.4 78.3: 22.6 21.7
Old : 100.0: 10.3 15.4 0.6 66.5 62.4 77.4 78.3: 22.6 21.7
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 : 141: 24 24 10 77 64 106 93:
Old : 141: 24 24 10 77 64 106 93:
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 : 25.5 23.1 35.3 36.4 24.3 22.3 30.0 32.8
Old : 25.5 23.1 35.3 36.4 24.3 22.3 30.0 32.8
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, December 6, 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 : 405,421: 51,700 36,639 6,814 284,045 321,882 342,559 365,335: 62,862 40,086
Old : 405,421: 51,700 36,639 6,814 284,045 321,882 342,559 365,335: 62,862 40,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -144: -2,728 4,620 -482 8,423 615 5,213 4,753: -5,357 -4,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 9.0 1.7 70.1 79.4 84.5 90.1: 15.5 9.9
Old : 100.0: 12.8 9.0 1.7 70.1 79.4 84.5 90.1: 15.5 9.9
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 : 72: 6 8 4 45 41 54 50:
Old : 72: 6 8 4 45 41 54 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 : 24.2 47.9 41.6 59.9 20.4 45.3 35.8 56.0
Old : 24.2 47.9 41.6 59.9 20.4 45.3 35.8 56.0
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, December 6, 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 : 10,072: 1,167 1,340 786 7,475 7,385 9,428 9,511: 644 561
Old : 10,072: 1,167 1,340 786 7,475 7,385 9,428 9,511: 644 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -72: 106 -169 128 -294 8 -60 -33: -12 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.3 7.8 74.2 73.3 93.6 94.4: 6.4 5.6
Old : 100.0: 11.6 13.3 7.8 74.2 73.3 93.6 94.4: 6.4 5.6
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 : 36: 8 3 5 19 22 30 27:
Old : 36: 8 3 5 19 22 30 27:
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 : 45.7 44.9 62.3 69.9 27.0 27.7 36.0 38.7
Old : 45.7 44.9 62.3 69.9 27.0 27.7 36.0 38.7
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, December 6, 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 : 207,046: 30,020 61,039 26,511 118,381 86,635 174,912 174,185: 32,134 32,861
Old : 183,011: 29,450 61,248 17,858 106,708 73,661 154,016 152,767: 28,995 30,244
Other: 24,035: 3,678 2,899 5,545 11,673 12,974 20,896 21,418: 3,139 2,617
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,315: -1,912 2,640 -711 2,069 -948 -554 981: -1,761 -3,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 29.5 12.8 57.2 41.8 84.5 84.1: 15.5 15.9
Old : 100.0: 16.1 33.5 9.8 58.3 40.2 84.2 83.5: 15.8 16.5
Other: 100.0: 15.3 12.1 23.1 48.6 54.0 86.9 89.1: 13.1 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 37 60 47 69 63 138 151:
Old : 193: 40 64 42 68 62 137 145:
Other: 71: 15 12 13 34 19 54 41:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 19.1 31.9 28.8 18.2 16.2 24.2 23.5
Old : 23.8 19.0 32.8 28.5 19.6 16.6 26.0 24.8
Other: 42.6 40.8 58.7 54.8 37.7 32.9 46.9 43.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 6, 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 : 18,114: 3,779 4,993 2,365 8,562 8,437 14,706 15,795: 3,408 2,319
Old : 17,927: 3,777 4,995 2,350 8,483 8,273 14,610 15,618: 3,317 2,309
Other: 187: 14 10 3 79 164 96 177: 91 10
: : :
: : Changes in Commitments from: November 29, 2011 :
: -115: 214 -49 30 -101 -269 143 -288: -258 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 27.6 13.1 47.3 46.6 81.2 87.2: 18.8 12.8
Old : 100.0: 21.1 27.9 13.1 47.3 46.1 81.5 87.1: 18.5 12.9
Other: 100.0: 7.5 5.3 1.6 42.2 87.7 51.3 94.7: 48.7 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 27 23 19 23 16 61 53:
Old : 86: 26 24 19 22 16 60 53:
Other: 11: 2 1 2 2 5 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 32.0 38.8 44.6 26.4 27.4 38.2 39.6
Old : 26.7 31.7 39.2 44.4 26.7 27.5 38.6 39.7
Other: 50.3 84.0 51.3 94.7 49.7 84.0 49.7 93.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 6, 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 : 669,366: 162,022 113,871 4,869 402,092 448,889 568,983 567,629: 100,383 101,737
Old : 669,366: 162,022 113,871 4,869 402,092 448,889 568,983 567,629: 100,383 101,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -71,431: -21,803 -31,246 -15,821 -24,413 -26,600 -62,037 -73,667: -9,394 2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 17.0 0.7 60.1 67.1 85.0 84.8: 15.0 15.2
Old : 100.0: 24.2 17.0 0.7 60.1 67.1 85.0 84.8: 15.0 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 34 34 14 80 102 124 140:
Old : 193: 34 34 14 80 102 124 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 18.3 38.4 27.5 27.8 13.8 35.8 21.3
Old : 28.5 18.3 38.4 27.5 27.8 13.8 35.8 21.3
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, December 6, 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 : 1,406,900: 198,523 188,744 22,373 913,045 914,904 1,133,941 1,126,021: 272,959 280,879
Old : 1,406,900: 198,523 188,744 22,373 913,045 914,904 1,133,941 1,126,021: 272,959 280,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -149,543: -11,210 -3,688 -14,862 -106,521 -113,155 -132,593 -131,705: -16,950 -17,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 13.4 1.6 64.9 65.0 80.6 80.0: 19.4 20.0
Old : 100.0: 14.1 13.4 1.6 64.9 65.0 80.6 80.0: 19.4 20.0
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 : 217: 45 37 26 101 112 158 163:
Old : 217: 45 37 26 101 112 158 163:
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 : 23.7 21.2 33.3 29.8 22.0 14.9 30.0 22.1
Old : 23.7 21.2 33.3 29.8 22.0 14.9 30.0 22.1
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, December 6, 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 : 1,244,361: 349,423 116,671 10,389 676,969 900,682 1,036,781 1,027,742: 207,580 216,619
Old : 1,244,361: 349,423 116,671 10,389 676,969 900,682 1,036,781 1,027,742: 207,580 216,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -92,808: -52,149 -6,648 1,702 -36,748 -64,663 -87,195 -69,609: -5,613 -23,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 9.4 0.8 54.4 72.4 83.3 82.6: 16.7 17.4
Old : 100.0: 28.1 9.4 0.8 54.4 72.4 83.3 82.6: 16.7 17.4
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 : 167: 24 24 13 72 100 101 132:
Old : 167: 24 24 13 72 100 101 132:
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 : 31.4 21.0 44.2 32.9 28.4 18.9 37.4 27.1
Old : 31.4 21.0 44.2 32.9 28.4 18.9 37.4 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 6, 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 : 559,953: 80,608 60,202 72,409 379,543 385,703 532,560 518,314: 27,393 41,639
Old : 559,953: 80,608 60,202 72,409 379,543 385,703 532,560 518,314: 27,393 41,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -56,440: -13,846 -7,352 -12,500 -27,542 -37,896 -53,888 -57,748: -2,552 1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.8 12.9 67.8 68.9 95.1 92.6: 4.9 7.4
Old : 100.0: 14.4 10.8 12.9 67.8 68.9 95.1 92.6: 4.9 7.4
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 : 105: 25 18 24 47 54 77 93:
Old : 105: 25 18 24 47 54 77 93:
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 : 42.8 36.1 54.5 53.5 34.0 28.0 40.3 39.4
Old : 42.8 36.1 54.5 53.5 34.0 28.0 40.3 39.4
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, December 6, 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 : 66,743: 11,207 2,785 3,989 43,777 52,209 58,972 58,982: 7,771 7,761
Old : 66,743: 11,207 2,785 3,989 43,777 52,209 58,972 58,982: 7,771 7,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 7,124: 3,021 -2,057 -107 3,398 8,725 6,312 6,561: 812 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 4.2 6.0 65.6 78.2 88.4 88.4: 11.6 11.6
Old : 100.0: 16.8 4.2 6.0 65.6 78.2 88.4 88.4: 11.6 11.6
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 : 93: 21 10 7 39 35 65 48:
Old : 93: 21 10 7 39 35 65 48:
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 : 27.0 49.2 40.7 63.0 22.3 40.5 34.9 51.9
Old : 27.0 49.2 40.7 63.0 22.3 40.5 34.9 51.9
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, December 6, 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 : 18,720: 3,008 1,256 438 13,642 14,368 17,088 16,062: 1,632 2,658
Old : 18,720: 3,008 1,256 438 13,642 14,368 17,088 16,062: 1,632 2,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 1,038: -24 21 16 1,000 981 992 1,018: 46 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 6.7 2.3 72.9 76.8 91.3 85.8: 8.7 14.2
Old : 100.0: 16.1 6.7 2.3 72.9 76.8 91.3 85.8: 8.7 14.2
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 : 20: 4 2 3 8 8 12 13:
Old : 20: 4 2 3 8 8 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 68.6 83.2 82.8 61.1 68.6 79.6 82.0
Old : 62.9 68.6 83.2 82.8 61.1 68.6 79.6 82.0
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, December 6, 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 : 96,046: 23,427 10,087 72 60,269 75,681 83,768 85,840: 12,278 10,206
Old : 96,046: 23,427 10,087 72 60,269 75,681 83,768 85,840: 12,278 10,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 12,171: 5,842 -4,404 2 4,796 15,487 10,640 11,085: 1,531 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 10.5 0.1 62.8 78.8 87.2 89.4: 12.8 10.6
Old : 100.0: 24.4 10.5 0.1 62.8 78.8 87.2 89.4: 12.8 10.6
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 : 91: 21 10 3 36 31 58 43:
Old : 91: 21 10 3 36 31 58 43:
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 : 25.3 48.0 42.1 63.0 25.3 47.6 42.1 62.6
Old : 25.3 48.0 42.1 63.0 25.3 47.6 42.1 62.6
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, December 6, 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 : 16,882: 7,406 15,808 1,065 8,223 0 16,694 16,873: 188 9
Old : 16,882: 7,406 15,808 1,065 8,223 0 16,694 16,873: 188 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 940: 1,057 491 449 -558 0 948 940: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 93.6 6.3 48.7 0.0 98.9 99.9: 1.1 0.1
Old : 100.0: 43.9 93.6 6.3 48.7 0.0 98.9 99.9: 1.1 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: 10 13 3 3 0 16 13:
Old : 26: 10 13 3 3 0 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 79.6 93.7 93.8 70.8 74.7 89.7 87.5
Old : 70.8 79.6 93.7 93.8 70.8 74.7 89.7 87.5
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, December 6, 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 : 11,027: 1,166 1,227 756 8,836 8,936 10,758 10,919: 269 108
Old : 11,027: 1,166 1,227 756 8,836 8,936 10,758 10,919: 269 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -610: -1,601 122 469 525 -1,173 -607 -582: -3 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.1 6.9 80.1 81.0 97.6 99.0: 2.4 1.0
Old : 100.0: 10.6 11.1 6.9 80.1 81.0 97.6 99.0: 2.4 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: 6 6 1 5 12 12 18:
Old : 28: 6 6 1 5 12 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.1 68.2 95.8 90.1 83.2 68.2 89.7 84.6
Old : 84.1 68.2 95.8 90.1 83.2 68.2 89.7 84.6
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, December 6, 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 : 13,769: 846 1,326 0 12,515 12,246 13,361 13,572: 408 197
Old : 13,769: 846 1,326 0 12,515 12,246 13,361 13,572: 408 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,803: 94 -242 -595 -1,315 -963 -1,816 -1,800: 13 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.6 0.0 90.9 88.9 97.0 98.6: 3.0 1.4
Old : 100.0: 6.1 9.6 0.0 90.9 88.9 97.0 98.6: 3.0 1.4
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 : 29: 6 6 0 5 13 11 19:
Old : 29: 6 6 0 5 13 11 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.4 67.6 96.3 85.3 92.4 66.2 95.2 83.9
Old : 92.4 67.6 96.3 85.3 92.4 66.2 95.2 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011