WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 482,921: 78,216 80,552 116,045 254,352 227,569 448,613 424,165: 34,308 58,756
Old : 395,698: 72,351 70,404 84,838 210,451 197,257 367,639 352,499: 28,059 43,199
Other: 87,223: 20,983 25,266 16,089 43,902 30,312 80,974 71,666: 6,249 15,557
: : :
: : Changes in Commitments from: August 30, 2011 :
: -8,476: -2,077 -3,703 385 -2,799 -2,119 -4,492 -5,438: -3,984 -3,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.7 24.0 52.7 47.1 92.9 87.8: 7.1 12.2
Old : 100.0: 18.3 17.8 21.4 53.2 49.9 92.9 89.1: 7.1 10.9
Other: 100.0: 24.1 29.0 18.4 50.3 34.8 92.8 82.2: 7.2 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 113 142 168 97 119 313 343:
Old : 390: 120 136 146 89 114 288 324:
Other: 216: 40 71 49 42 91 118 182:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 14.6 35.7 20.7 20.5 13.2 33.1 17.6
Old : 24.2 17.6 37.8 23.3 23.0 16.6 35.7 21.8
Other: 30.6 17.4 46.7 28.3 24.9 10.9 36.8 17.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 1,961,734: 444,806 91,098 620,627 704,068 958,606 1,769,501 1,670,331: 192,233 291,403
Old : 1,808,822: 424,102 103,739 573,762 633,826 865,757 1,631,690 1,543,257: 177,132 265,565
Other: 152,912: 53,248 19,904 14,320 70,242 92,849 137,811 127,073: 15,101 25,838
: : :
: : Changes in Commitments from: August 30, 2011 :
: -3,866: 1,232 847 -8,152 5,867 7,812 -1,053 506: -2,813 -4,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.6 31.6 35.9 48.9 90.2 85.1: 9.8 14.9
Old : 100.0: 23.4 5.7 31.7 35.0 47.9 90.2 85.3: 9.8 14.7
Other: 100.0: 34.8 13.0 9.4 45.9 60.7 90.1 83.1: 9.9 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 914: 268 195 296 261 404 668 769:
Old : 912: 263 199 281 260 404 657 762:
Other: 453: 74 68 53 72 275 163 383:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 10.5 19.6 16.0 9.3 6.6 13.6 9.8
Old : 11.9 9.9 19.4 15.3 9.5 6.9 14.4 10.1
Other: 29.9 25.8 42.4 34.1 22.3 15.0 33.3 22.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 15,354: 3,438 650 1,462 7,670 12,251 12,570 14,363: 2,784 991
Old : 15,220: 3,438 656 1,407 7,595 12,169 12,440 14,232: 2,780 988
Other: 134: 6 0 49 75 82 130 131: 4 3
: : :
: : Changes in Commitments from: August 30, 2011 :
: -187: 288 144 35 -406 -214 -83 -35: -104 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 4.2 9.5 50.0 79.8 81.9 93.5: 18.1 6.5
Old : 100.0: 22.6 4.3 9.2 49.9 80.0 81.7 93.5: 18.3 6.5
Other: 100.0: 4.4 0.2 36.5 56.1 61.1 97.0 97.8: 3.0 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 6 6 14 12 34 22:
Old : 43: 18 6 6 14 12 34 22:
Other: 6: 1 1 2 3 2 5 4:
:----------------------------------------------------------------------------------------------------
: 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 : 36.0 69.0 53.5 82.8 34.1 64.2 48.0 73.6
Old : 35.8 69.2 53.2 82.7 34.2 64.7 48.2 74.1
Other: 96.3 97.8 97.0 97.8 26.1 26.8 26.1 26.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 832,778: 219,716 39,506 255,808 283,199 457,159 758,722 752,474: 74,055 80,304
Old : 794,452: 212,402 42,182 244,203 266,142 433,219 722,747 719,605: 71,705 74,847
Other: 38,325: 14,770 4,780 4,148 17,057 23,940 35,975 32,868: 2,350 5,457
: : :
: : Changes in Commitments from: August 30, 2011 :
: 13,560: -4,033 -273 1,735 15,281 12,501 12,984 13,964: 576 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.7 30.7 34.0 54.9 91.1 90.4: 8.9 9.6
Old : 100.0: 26.7 5.3 30.7 33.5 54.5 91.0 90.6: 9.0 9.4
Other: 100.0: 38.5 12.5 10.8 44.5 62.5 93.9 85.8: 6.1 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 629: 240 140 246 125 210 485 505:
Old : 629: 239 147 238 125 210 481 501:
Other: 254: 38 63 30 38 135 98 210:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 18.9 19.3 27.3 10.2 13.3 14.8 18.9
Old : 11.9 18.8 19.8 27.3 10.6 13.7 15.9 19.2
Other: 33.0 39.0 47.2 50.6 27.0 36.1 39.6 40.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 25,807: 22,260 2,801 154 8 6,247 22,422 9,202: 3,385 16,605
Old : 23,281: 20,099 2,669 134 8 5,388 20,241 8,191: 3,040 15,090
Other: 2,526: 2,181 152 0 0 859 2,181 1,011: 345 1,515
: : :
: : Changes in Commitments from: August 30, 2011 :
: -13: 120 -204 94 0 -167 214 -277: -227 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 10.9 0.6 0.0 24.2 86.9 35.7: 13.1 64.3
Old : 100.0: 86.3 11.5 0.6 0.0 23.1 86.9 35.2: 13.1 64.8
Other: 100.0: 86.3 6.0 0.0 0.0 34.0 86.3 40.0: 13.7 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 22 11 7 1 15 23 33:
Old : 48: 22 11 7 1 15 23 33:
Other: 31: 8 8 0 0 15 8 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 13.5 69.3 20.9 51.8 13.5 69.1 20.9
Old : 49.6 12.6 67.8 19.9 49.4 12.6 67.6 19.9
Other: 77.7 26.4 86.3 32.9 77.7 26.4 86.3 32.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 324,762: 76,595 32,710 60,395 152,825 206,964 289,815 300,070: 34,947 24,692
Old : 320,565: 76,833 33,396 58,943 150,640 203,807 286,415 296,146: 34,150 24,419
Other: 4,197: 859 411 356 2,185 3,157 3,400 3,924: 797 273
: : :
: : Changes in Commitments from: August 30, 2011 :
: 1,384: 3,511 2,563 -4,919 1,840 3,657 433 1,301: 951 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 10.1 18.6 47.1 63.7 89.2 92.4: 10.8 7.6
Old : 100.0: 24.0 10.4 18.4 47.0 63.6 89.3 92.4: 10.7 7.6
Other: 100.0: 20.5 9.8 8.5 52.1 75.2 81.0 93.5: 19.0 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 94 59 76 70 75 210 176:
Old : 255: 94 63 75 70 75 209 176:
Other: 34: 11 2 3 13 12 25 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 24.5 20.3 37.0 10.3 18.0 17.1 28.9
Old : 12.6 24.8 20.5 36.9 10.6 18.5 17.4 29.1
Other: 47.0 60.8 64.8 84.3 47.0 60.3 62.0 79.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 823,216: 49,870 91,583 112,446 490,303 467,102 652,619 671,132: 170,597 152,085
Old : 823,216: 49,870 91,583 112,446 490,303 467,102 652,619 671,132: 170,597 152,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 25,936: -8,292 -254 51,626 -17,667 -25,079 25,667 26,293: 269 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 11.1 13.7 59.6 56.7 79.3 81.5: 20.7 18.5
Old : 100.0: 6.1 11.1 13.7 59.6 56.7 79.3 81.5: 20.7 18.5
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 : 155: 36 23 40 78 76 127 126:
Old : 155: 36 23 40 78 76 127 126:
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 : 19.4 18.8 27.7 28.3 16.4 15.1 22.5 23.5
Old : 19.4 18.8 27.7 28.3 16.4 15.1 22.5 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 417,501: 50,568 39,340 17,341 282,751 320,626 350,661 377,308: 66,840 40,192
Old : 417,501: 50,568 39,340 17,341 282,751 320,626 350,661 377,308: 66,840 40,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -13,590: 266 -6,112 -472 -4,668 -5,225 -4,873 -11,808: -8,717 -1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.4 4.2 67.7 76.8 84.0 90.4: 16.0 9.6
Old : 100.0: 12.1 9.4 4.2 67.7 76.8 84.0 90.4: 16.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 7 7 4 45 42 54 51:
Old : 76: 7 7 4 45 42 54 51:
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 48.5 42.6 62.4 22.5 48.0 39.0 59.4
Old : 25.3 48.5 42.6 62.4 22.5 48.0 39.0 59.4
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 with Delta-adjusted Options and Futures Combined, September 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 : 10,514: 1,052 865 797 8,153 8,549 10,002 10,211: 512 303
Old : 10,514: 1,052 865 797 8,153 8,549 10,002 10,211: 512 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 190: 109 21 -4 199 266 304 283: -114 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.2 7.6 77.5 81.3 95.1 97.1: 4.9 2.9
Old : 100.0: 10.0 8.2 7.6 77.5 81.3 95.1 97.1: 4.9 2.9
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 : 36: 6 3 4 23 24 32 29:
Old : 36: 6 3 4 23 24 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 49.1 70.8 68.4 30.3 25.0 36.8 38.8
Old : 54.8 49.1 70.8 68.4 30.3 25.0 36.8 38.8
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 with Delta-adjusted Options and Futures Combined, September 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 : 233,972: 77,069 19,505 39,149 77,750 153,285 193,968 211,940: 40,004 22,033
Old : 229,508: 76,455 19,308 38,076 75,728 150,547 190,259 207,931: 39,249 21,577
Other: 4,465: 925 508 763 2,021 2,738 3,709 4,009: 755 456
: : :
: : Changes in Commitments from: August 30, 2011 :
: 3,200: 9,637 -187 -5,829 1,678 9,635 5,487 3,620: -2,286 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 8.3 16.7 33.2 65.5 82.9 90.6: 17.1 9.4
Old : 100.0: 33.3 8.4 16.6 33.0 65.6 82.9 90.6: 17.1 9.4
Other: 100.0: 20.7 11.4 17.1 45.3 61.3 83.1 89.8: 16.9 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 89 26 54 66 66 183 133:
Old : 212: 92 26 54 66 66 183 133:
Other: 32: 4 6 7 15 10 24 19:
:----------------------------------------------------------------------------------------------------
: 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 32.4 22.5 46.5 7.8 23.0 13.5 31.6
Old : 14.8 32.6 22.4 46.2 7.9 23.5 13.8 32.2
Other: 43.9 54.1 67.1 74.3 41.5 47.3 52.3 58.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 19,086: 5,783 3,141 1,391 6,920 13,396 14,093 17,928: 4,993 1,158
Old : 19,086: 5,783 3,141 1,391 6,920 13,396 14,093 17,928: 4,993 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,399: 1,008 894 -2,157 -348 -280 -1,497 -1,543: 97 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 16.5 7.3 36.3 70.2 73.8 93.9: 26.2 6.1
Old : 100.0: 30.3 16.5 7.3 36.3 70.2 73.8 93.9: 26.2 6.1
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 : 96: 43 21 18 25 16 80 45:
Old : 96: 43 21 18 25 16 80 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 : 20.8 55.0 33.4 66.1 20.8 53.3 33.4 64.0
Old : 20.8 55.0 33.4 66.1 20.8 53.3 33.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 808,161: 154,976 181,116 41,666 489,980 464,930 686,622 687,712: 121,538 120,448
Old : 808,161: 154,976 181,116 41,666 489,980 464,930 686,622 687,712: 121,538 120,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -104,197: -29,989 16,806 -16,742 -50,706 -88,823 -97,437 -88,759: -6,760 -15,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 22.4 5.2 60.6 57.5 85.0 85.1: 15.0 14.9
Old : 100.0: 19.2 22.4 5.2 60.6 57.5 85.0 85.1: 15.0 14.9
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 : 227: 39 51 26 86 115 140 177:
Old : 227: 39 51 26 86 115 140 177:
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 : 23.4 15.1 35.0 23.0 22.2 10.2 29.7 17.2
Old : 23.4 15.1 35.0 23.0 22.2 10.2 29.7 17.2
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 with Delta-adjusted Options and Futures Combined, September 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 : 2,063,663: 188,934 231,827 176,077 1,375,254 1,314,305 1,740,264 1,722,209: 323,399 341,455
Old : 2,063,663: 188,934 231,827 176,077 1,375,254 1,314,305 1,740,264 1,722,209: 323,399 341,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -194,700: -29,559 3,039 -12,812 -167,479 -191,719 -209,851 -201,492: 15,150 6,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.2 8.5 66.6 63.7 84.3 83.5: 15.7 16.5
Old : 100.0: 9.2 11.2 8.5 66.6 63.7 84.3 83.5: 15.7 16.5
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 : 233: 49 35 52 120 132 185 203:
Old : 233: 49 35 52 120 132 185 203:
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 : 30.7 16.8 38.2 26.8 29.2 15.0 35.6 22.9
Old : 30.7 16.8 38.2 26.8 29.2 15.0 35.6 22.9
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 with Delta-adjusted Options and Futures Combined, September 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 : 1,450,168: 392,392 112,996 74,366 757,730 997,848 1,224,488 1,185,209: 225,681 264,959
Old : 1,450,168: 392,392 112,996 74,366 757,730 997,848 1,224,488 1,185,209: 225,681 264,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -77,511: 17,929 22,206 -19,669 -58,731 -52,968 -60,471 -50,431: -17,040 -27,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 7.8 5.1 52.3 68.8 84.4 81.7: 15.6 18.3
Old : 100.0: 27.1 7.8 5.1 52.3 68.8 84.4 81.7: 15.6 18.3
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 : 185: 34 25 33 81 114 129 158:
Old : 185: 34 25 33 81 114 129 158:
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 : 28.6 18.8 40.7 27.3 28.3 14.4 40.0 21.4
Old : 28.6 18.8 40.7 27.3 28.3 14.4 40.0 21.4
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 with Delta-adjusted Options and Futures Combined, September 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 : 946,169: 79,185 66,080 301,312 526,161 532,540 906,658 899,931: 39,511 46,238
Old : 946,169: 79,185 66,080 301,312 526,161 532,540 906,658 899,931: 39,511 46,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -127,947: 8,341 5,797 -55,305 -78,451 -76,449 -125,415 -125,956: -2,532 -1,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 7.0 31.8 55.6 56.3 95.8 95.1: 4.2 4.9
Old : 100.0: 8.4 7.0 31.8 55.6 56.3 95.8 95.1: 4.2 4.9
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 : 145: 31 28 42 69 75 120 129:
Old : 145: 31 28 42 69 75 120 129:
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 : 35.9 26.4 51.1 42.1 25.4 17.8 29.7 25.7
Old : 35.9 26.4 51.1 42.1 25.4 17.8 29.7 25.7
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 with Delta-adjusted Options and Futures Combined, September 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 : 53,941: 8,159 2,361 4,150 34,596 39,657 46,904 46,167: 7,037 7,774
Old : 53,941: 8,159 2,361 4,150 34,596 39,657 46,904 46,167: 7,037 7,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -949: 1,098 -1,537 317 -3,221 176 -1,806 -1,044: 857 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 4.4 7.7 64.1 73.5 87.0 85.6: 13.0 14.4
Old : 100.0: 15.1 4.4 7.7 64.1 73.5 87.0 85.6: 13.0 14.4
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 : 92: 20 14 12 38 32 64 54:
Old : 92: 20 14 12 38 32 64 54:
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 : 23.9 32.0 38.1 50.9 20.5 27.9 32.4 43.5
Old : 23.9 32.0 38.1 50.9 20.5 27.9 32.4 43.5
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 with Delta-adjusted Options and Futures Combined, September 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 : 14,269: 2,464 2,460 38 9,002 9,721 11,504 12,219: 2,765 2,050
Old : 14,269: 2,464 2,460 38 9,002 9,721 11,504 12,219: 2,765 2,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 381: -62 10 -8 0 10 -70 12: 451 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 17.2 0.3 63.1 68.1 80.6 85.6: 19.4 14.4
Old : 100.0: 17.3 17.2 0.3 63.1 68.1 80.6 85.6: 19.4 14.4
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 : 22: 5 3 2 8 7 14 11:
Old : 22: 5 3 2 8 7 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 71.3 64.6 83.8 42.7 71.3 64.2 83.6
Old : 42.8 71.3 64.6 83.8 42.7 71.3 64.2 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 79,344: 17,325 5,737 2,288 51,187 59,871 70,800 67,896: 8,544 11,448
Old : 79,344: 17,325 5,737 2,288 51,187 59,871 70,800 67,896: 8,544 11,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -2,658: 2,121 -3,292 848 -6,441 332 -3,472 -2,112: 814 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.2 2.9 64.5 75.5 89.2 85.6: 10.8 14.4
Old : 100.0: 21.8 7.2 2.9 64.5 75.5 89.2 85.6: 10.8 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 20 13 11 36 31 59 52:
Old : 88: 20 13 11 36 31 59 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 37.6 46.1 52.1 29.2 37.6 45.1 51.9
Old : 29.4 37.6 46.1 52.1 29.2 37.6 45.1 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 11,981: 5,230 6,380 1,666 4,531 3,813 11,427 11,859: 554 122
Old : 11,981: 5,230 6,380 1,666 4,531 3,813 11,427 11,859: 554 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -356: -134 -632 154 -376 0 -356 -478: 0 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 53.3 13.9 37.8 31.8 95.4 99.0: 4.6 1.0
Old : 100.0: 43.7 53.3 13.9 37.8 31.8 95.4 99.0: 4.6 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 : 24: 9 11 2 3 1 14 12:
Old : 24: 9 11 2 3 1 14 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 : 71.2 76.2 91.8 91.5 70.0 64.8 79.7 78.1
Old : 71.2 76.2 91.8 91.5 70.0 64.8 79.7 78.1
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 with Delta-adjusted Options and Futures Combined, September 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 : 11,743: 2,359 404 490 8,570 10,769 11,419 11,663: 324 80
Old : 11,743: 2,359 404 490 8,570 10,769 11,419 11,663: 324 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 299: 10 -10 486 -191 -178 305 298: -6 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 3.4 4.2 73.0 91.7 97.2 99.3: 2.8 0.7
Old : 100.0: 20.1 3.4 4.2 73.0 91.7 97.2 99.3: 2.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 3 2 7 14 17 19:
Old : 33: 10 3 2 7 14 17 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 : 71.3 78.4 89.7 92.9 69.5 78.4 85.5 89.6
Old : 71.3 78.4 89.7 92.9 69.5 78.4 85.5 89.6
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 with Delta-adjusted Options and Futures Combined, September 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 : 22,469: 3,616 1,283 207 18,383 20,928 22,206 22,418: 263 51
Old : 22,469: 3,616 1,283 207 18,383 20,928 22,206 22,418: 263 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 1,243: 303 30 203 750 1,036 1,256 1,269: -13 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.7 0.9 81.8 93.1 98.8 99.8: 1.2 0.2
Old : 100.0: 16.1 5.7 0.9 81.8 93.1 98.8 99.8: 1.2 0.2
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 : 37: 12 4 2 7 15 19 21:
Old : 37: 12 4 2 7 15 19 21:
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 : 92.2 77.0 96.2 89.4 91.3 77.0 95.3 89.4
Old : 92.2 77.0 96.2 89.4 91.3 77.0 95.3 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011