WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 379,635: 76,324 130,025 52,355 218,205 141,941 346,884 324,321: 32,751 55,314
Old : 245,700: 68,153 97,353 18,724 135,059 95,719 221,936 211,796: 23,764 33,904
Other: 133,935: 25,267 49,768 16,535 83,146 46,222 124,948 112,525: 8,987 21,410
: : :
: : Changes in Commitments from: December 13, 2011 :
: 4,119: -2,256 -646 2,713 1,969 987 2,426 3,054: 1,693 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 34.3 13.8 57.5 37.4 91.4 85.4: 8.6 14.6
Old : 100.0: 27.7 39.6 7.6 55.0 39.0 90.3 86.2: 9.7 13.8
Other: 100.0: 18.9 37.2 12.3 62.1 34.5 93.3 84.0: 6.7 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 101 152 120 77 101 259 307:
Old : 364: 116 132 67 60 80 216 242:
Other: 237: 43 90 45 50 85 126 193:
:----------------------------------------------------------------------------------------------------
: 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 11.5 40.0 18.4 25.0 10.2 38.3 15.8
Old : 28.3 15.6 39.8 24.0 28.3 14.1 39.3 22.3
Other: 33.9 12.8 51.2 21.5 30.6 8.9 47.9 16.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,165,319: 290,323 156,046 153,762 588,654 625,141 1,032,739 934,949: 132,580 230,370
Old : 916,965: 279,194 157,827 78,407 445,860 494,583 803,461 730,817: 113,504 186,148
Other: 248,354: 75,005 62,095 11,479 142,794 130,558 229,278 204,132: 19,076 44,222
: : :
: : Changes in Commitments from: December 13, 2011 :
: -836: -9,643 -1,962 13,847 -7,861 -15,019 -3,657 -3,134: 2,821 2,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 13.4 13.2 50.5 53.6 88.6 80.2: 11.4 19.8
Old : 100.0: 30.4 17.2 8.6 48.6 53.9 87.6 79.7: 12.4 20.3
Other: 100.0: 30.2 25.0 4.6 57.5 52.6 92.3 82.2: 7.7 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 681: 159 156 172 195 295 444 556:
Old : 667: 159 154 132 185 282 413 511:
Other: 445: 67 97 30 83 230 164 349:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 10.5 24.9 16.4 14.3 9.1 21.5 14.2
Old : 16.4 11.4 25.6 17.4 16.2 11.4 24.9 17.2
Other: 29.5 22.1 42.8 31.7 22.0 13.8 32.5 22.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,808: 2,645 2,113 55 8,212 8,828 10,912 10,996: 1,896 1,812
Old : 12,533: 2,623 2,116 39 8,097 8,606 10,759 10,761: 1,774 1,772
Other: 275: 27 2 11 115 222 153 235: 122 40
: : :
: : Changes in Commitments from: December 13, 2011 :
: 7: -186 -80 7 194 83 15 10: -8 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 16.5 0.4 64.1 68.9 85.2 85.9: 14.8 14.1
Old : 100.0: 20.9 16.9 0.3 64.6 68.7 85.8 85.9: 14.2 14.1
Other: 100.0: 9.8 0.7 4.0 41.8 80.7 55.6 85.5: 44.4 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 11 4 16 7 29 19:
Old : 38: 10 11 2 15 4 27 15:
Other: 13: 3 1 1 5 6 8 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 : 41.8 75.1 59.3 81.5 41.4 73.6 58.8 80.0
Old : 42.5 76.3 60.1 82.8 42.5 75.2 60.1 81.7
Other: 48.0 77.5 55.6 85.5 38.2 69.1 41.8 71.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 532,238: 111,979 88,074 88,810 285,913 279,709 486,702 456,593: 45,536 75,645
Old : 459,429: 102,264 96,382 66,883 250,685 234,471 419,832 397,736: 39,597 61,693
Other: 72,809: 28,407 10,384 3,235 35,228 45,238 66,870 58,857: 5,939 13,952
: : :
: : Changes in Commitments from: December 13, 2011 :
: -26,040: -3,654 -7,650 -3,874 -18,847 -10,366 -26,375 -21,890: 335 -4,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 16.5 16.7 53.7 52.6 91.4 85.8: 8.6 14.2
Old : 100.0: 22.3 21.0 14.6 54.6 51.0 91.4 86.6: 8.6 13.4
Other: 100.0: 39.0 14.3 4.4 48.4 62.1 91.8 80.8: 8.2 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 136 119 173 109 144 347 377:
Old : 456: 142 119 153 106 132 333 353:
Other: 239: 50 60 29 43 102 111 178:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 16.6 24.5 24.9 13.4 13.5 21.3 19.4
Old : 16.6 17.7 26.9 25.7 15.6 15.3 25.1 22.7
Other: 41.2 30.3 56.9 47.5 33.1 28.2 46.1 38.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 303,836: 63,954 81,654 37,913 175,212 152,100 277,079 271,667: 26,757 32,169
Old : 278,840: 63,729 84,080 30,905 161,894 133,788 256,528 248,773: 22,312 30,067
Other: 24,996: 4,755 2,104 2,478 13,318 18,312 20,551 22,894: 4,445 2,102
: : :
: : Changes in Commitments from: December 13, 2011 :
: -11,032: -1,261 1,824 1,743 -12,790 -11,461 -12,308 -7,894: 1,276 -3,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 26.9 12.5 57.7 50.1 91.2 89.4: 8.8 10.6
Old : 100.0: 22.9 30.2 11.1 58.1 48.0 92.0 89.2: 8.0 10.8
Other: 100.0: 19.0 8.4 9.9 53.3 73.3 82.2 91.6: 17.8 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 64 76 75 63 64 175 188:
Old : 248: 65 84 71 63 64 171 187:
Other: 74: 19 13 10 33 21 58 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 : 15.1 18.5 25.7 29.1 12.7 14.4 20.7 22.5
Old : 16.1 17.2 26.5 27.4 14.2 14.2 22.9 22.2
Other: 30.8 44.5 46.1 67.1 23.6 40.6 37.0 55.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 599,053: 59,143 92,418 2,576 401,372 385,669 463,091 480,663: 135,962 118,390
Old : 599,053: 59,143 92,418 2,576 401,372 385,669 463,091 480,663: 135,962 118,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -2,657: -125 6,180 -697 -1,618 876 -2,440 6,359: -217 -9,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 15.4 0.4 67.0 64.4 77.3 80.2: 22.7 19.8
Old : 100.0: 9.9 15.4 0.4 67.0 64.4 77.3 80.2: 22.7 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 26 25 8 68 67 98 96:
Old : 148: 26 25 8 68 67 98 96:
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 : 25.9 23.9 36.9 36.9 24.8 23.9 31.4 33.9
Old : 25.9 23.9 36.9 36.9 24.8 23.9 31.4 33.9
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, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 367,285: 59,028 34,824 1,103 244,798 289,742 304,929 325,669: 62,356 41,616
Old : 367,285: 59,028 34,824 1,103 244,798 289,742 304,929 325,669: 62,356 41,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -13,943: 4,170 1,858 -17 -17,928 -14,197 -13,775 -12,356: -168 -1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 9.5 0.3 66.7 78.9 83.0 88.7: 17.0 11.3
Old : 100.0: 16.1 9.5 0.3 66.7 78.9 83.0 88.7: 17.0 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 7 7 4 43 37 53 45:
Old : 68: 7 7 4 43 37 53 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 : 25.3 50.2 43.9 62.9 20.8 49.6 38.3 61.3
Old : 25.3 50.2 43.9 62.9 20.8 49.6 38.3 61.3
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,872: 1,134 1,219 934 7,164 7,200 9,232 9,353: 640 519
Old : 9,872: 1,134 1,219 934 7,164 7,200 9,232 9,353: 640 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -266: -83 27 -30 -141 -214 -254 -217: -12 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.3 9.5 72.6 72.9 93.5 94.7: 6.5 5.3
Old : 100.0: 11.5 12.3 9.5 72.6 72.9 93.5 94.7: 6.5 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 3 5 20 20 29 26:
Old : 33: 7 3 5 20 20 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 52.0 65.5 74.3 24.9 23.7 34.8 36.2
Old : 48.7 52.0 65.5 74.3 24.9 23.7 34.8 36.2
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 204,488: 29,497 54,945 28,345 116,571 90,211 174,413 173,501: 30,075 30,987
Old : 177,582: 27,972 55,433 18,871 104,220 76,048 151,063 150,352: 26,519 27,230
Other: 26,906: 4,121 2,108 6,878 12,351 14,163 23,350 23,149: 3,556 3,757
: : :
: : Changes in Commitments from: December 13, 2011 :
: -8,654: -1,542 -7,412 -270 -4,858 863 -6,670 -6,819: -1,984 -1,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 26.9 13.9 57.0 44.1 85.3 84.8: 14.7 15.2
Old : 100.0: 15.8 31.2 10.6 58.7 42.8 85.1 84.7: 14.9 15.3
Other: 100.0: 15.3 7.8 25.6 45.9 52.6 86.8 86.0: 13.2 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 33 55 47 71 62 137 144:
Old : 186: 37 60 41 71 61 136 138:
Other: 72: 18 11 13 33 18 57 38:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 21.7 31.6 31.5 16.8 15.1 22.9 21.6
Old : 23.0 21.9 32.3 31.0 18.4 15.6 24.7 22.8
Other: 38.3 38.1 55.5 52.3 34.7 29.9 43.0 38.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,300: 3,800 5,438 2,037 8,393 7,363 14,230 14,838: 3,070 2,462
Old : 17,117: 3,786 5,440 2,030 8,314 7,199 14,130 14,669: 2,987 2,448
Other: 183: 18 2 3 79 164 100 169: 83 14
: : :
: : Changes in Commitments from: December 13, 2011 :
: -485: -43 291 -128 -133 -448 -304 -285: -181 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 31.4 11.8 48.5 42.6 82.3 85.8: 17.7 14.2
Old : 100.0: 22.1 31.8 11.9 48.6 42.1 82.5 85.7: 17.5 14.3
Other: 100.0: 9.8 1.1 1.6 43.2 89.6 54.6 92.3: 45.4 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 26 24 16 20 17 55 54:
Old : 84: 25 25 16 19 17 54 54:
Other: 12: 3 1 2 2 5 7 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 : 27.8 29.7 40.0 42.9 27.8 25.2 39.9 37.9
Old : 28.1 29.4 40.4 42.7 28.1 25.2 40.3 38.1
Other: 52.5 85.8 54.6 92.3 52.5 85.8 53.0 90.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 717,198: 196,548 120,280 14,453 397,874 487,770 608,875 622,503: 108,323 94,695
Old : 717,198: 196,548 120,280 14,453 397,874 487,770 608,875 622,503: 108,323 94,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -3,773: -17,007 1,218 -111 8,038 675 -9,080 1,782: 5,307 -5,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 16.8 2.0 55.5 68.0 84.9 86.8: 15.1 13.2
Old : 100.0: 27.4 16.8 2.0 55.5 68.0 84.9 86.8: 15.1 13.2
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 : 198: 30 41 13 79 100 120 144:
Old : 198: 30 41 13 79 100 120 144:
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 : 28.9 23.8 41.1 31.9 27.8 20.0 38.0 27.3
Old : 28.9 23.8 41.1 31.9 27.8 20.0 38.0 27.3
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,464,761: 177,468 200,009 21,255 997,779 964,094 1,196,502 1,185,358: 268,259 279,403
Old : 1,464,761: 177,468 200,009 21,255 997,779 964,094 1,196,502 1,185,358: 268,259 279,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 11,771: -27,949 6,384 6,488 54,992 341 33,531 13,213: -21,760 -1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 13.7 1.5 68.1 65.8 81.7 80.9: 18.3 19.1
Old : 100.0: 12.1 13.7 1.5 68.1 65.8 81.7 80.9: 18.3 19.1
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 : 232: 34 46 19 99 117 143 172:
Old : 232: 34 46 19 99 117 143 172:
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 : 29.3 21.0 38.8 30.7 28.7 16.7 36.8 24.9
Old : 29.3 21.0 38.8 30.7 28.7 16.7 36.8 24.9
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, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,228,328: 382,743 142,568 9,482 624,610 860,119 1,016,835 1,012,169: 211,493 216,159
Old : 1,228,328: 382,743 142,568 9,482 624,610 860,119 1,016,835 1,012,169: 211,493 216,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -86,178: 9,975 5,100 -2,494 -77,187 -98,926 -69,706 -96,320: -16,472 10,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 11.6 0.8 50.9 70.0 82.8 82.4: 17.2 17.6
Old : 100.0: 31.2 11.6 0.8 50.9 70.0 82.8 82.4: 17.2 17.6
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 : 176: 24 30 11 72 100 100 137:
Old : 176: 24 30 11 72 100 100 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 18.5 46.8 27.8 32.0 17.0 41.8 24.8
Old : 35.3 18.5 46.8 27.8 32.0 17.0 41.8 24.8
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 565,916: 90,756 71,250 70,239 376,865 387,515 537,860 529,004: 28,056 36,912
Old : 565,916: 90,756 71,250 70,239 376,865 387,515 537,860 529,004: 28,056 36,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -7,502: 5,865 7,845 -5,708 -7,255 -8,968 -7,098 -6,831: -404 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.6 12.4 66.6 68.5 95.0 93.5: 5.0 6.5
Old : 100.0: 16.0 12.6 12.4 66.6 68.5 95.0 93.5: 5.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 26 18 24 48 53 79 92:
Old : 106: 26 18 24 48 53 79 92:
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 : 42.6 36.7 52.2 53.3 34.0 27.9 40.0 39.8
Old : 42.6 36.7 52.2 53.3 34.0 27.9 40.0 39.8
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 45,509: 14,449 3,798 161 25,595 37,341 40,204 41,300: 5,305 4,210
Old : 45,509: 14,449 3,798 161 25,595 37,341 40,204 41,300: 5,305 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -60,658: 1,771 376 -10,265 -48,489 -46,485 -56,983 -56,375: -3,676 -4,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.3 0.4 56.2 82.1 88.3 90.8: 11.7 9.2
Old : 100.0: 31.7 8.3 0.4 56.2 82.1 88.3 90.8: 11.7 9.2
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 : 87: 27 8 3 31 25 59 35:
Old : 87: 27 8 3 31 25 59 35:
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 61.2 45.7 73.1 31.4 61.2 45.7 73.1
Old : 31.4 61.2 45.7 73.1 31.4 61.2 45.7 73.1
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 91,018: 28,898 7,596 321 51,189 74,682 80,408 82,599: 10,610 8,419
Old : 91,018: 28,898 7,596 321 51,189 74,682 80,408 82,599: 10,610 8,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -67,684: 3,347 -4,378 -5,961 -61,181 -54,668 -63,795 -65,007: -3,889 -2,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.3 0.4 56.2 82.1 88.3 90.8: 11.7 9.2
Old : 100.0: 31.7 8.3 0.4 56.2 82.1 88.3 90.8: 11.7 9.2
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 : 87: 27 8 3 31 25 59 35:
Old : 87: 27 8 3 31 25 59 35:
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 61.2 45.7 73.1 31.4 61.2 45.7 73.1
Old : 31.4 61.2 45.7 73.1 31.4 61.2 45.7 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,214: 7,114 15,621 512 8,368 58 15,994 16,191: 220 23
Old : 16,214: 7,114 15,621 512 8,368 58 15,994 16,191: 220 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -730: -345 32 -833 364 58 -814 -743: 84 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 96.3 3.2 51.6 0.4 98.6 99.9: 1.4 0.1
Old : 100.0: 43.9 96.3 3.2 51.6 0.4 98.6 99.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 13 4 3 2 15 15:
Old : 24: 8 13 4 3 2 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 80.6 93.9 94.1 73.7 78.4 93.5 91.4
Old : 74.1 80.6 93.9 94.1 73.7 78.4 93.5 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, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,464: 1,195 1,917 25 9,002 8,443 10,222 10,385: 242 79
Old : 10,464: 1,195 1,917 25 9,002 8,443 10,222 10,385: 242 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,320: -13 -385 -311 -158 175 -482 -521: -838 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 18.3 0.2 86.0 80.7 97.7 99.2: 2.3 0.8
Old : 100.0: 11.4 18.3 0.2 86.0 80.7 97.7 99.2: 2.3 0.8
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 : 29: 6 6 1 6 12 13 18:
Old : 29: 6 6 1 6 12 13 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 : 83.3 77.3 95.3 91.6 83.3 77.3 95.3 91.3
Old : 83.3 77.3 95.3 91.6 83.3 77.3 95.3 91.3
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,415: 1,022 839 0 10,983 11,350 12,005 12,189: 410 226
Old : 12,415: 1,022 839 0 10,983 11,350 12,005 12,189: 410 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,885: 180 -70 -969 -1,122 -863 -1,911 -1,902: 26 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 6.8 0.0 88.5 91.4 96.7 98.2: 3.3 1.8
Old : 100.0: 8.2 6.8 0.0 88.5 91.4 96.7 98.2: 3.3 1.8
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 : 32: 8 5 0 7 12 15 17:
Old : 32: 8 5 0 7 12 15 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 : 88.3 73.4 93.7 86.6 88.3 73.4 93.7 86.6
Old : 88.3 73.4 93.7 86.6 88.3 73.4 93.7 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011