WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 526,548: 70,297 112,710 136,746 281,634 217,002 488,676 466,458: 37,872 60,090
Old : 430,927: 65,691 105,969 98,855 235,723 181,696 400,268 386,520: 30,659 44,407
Other: 95,621: 24,860 26,994 17,637 45,911 35,306 88,408 79,937: 7,213 15,683
: : :
: : Changes in Commitments from: September 27, 2011 :
: 12,803: 397 -7,247 9,666 2,548 9,050 12,610 11,468: 193 1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.4 26.0 53.5 41.2 92.8 88.6: 7.2 11.4
Old : 100.0: 15.2 24.6 22.9 54.7 42.2 92.9 89.7: 7.1 10.3
Other: 100.0: 26.0 28.2 18.4 48.0 36.9 92.5 83.6: 7.5 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 117 167 175 106 120 330 367:
Old : 417: 122 163 151 98 114 307 345:
Other: 224: 50 66 53 48 91 129 185:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 11.8 32.3 17.3 18.3 9.8 29.4 14.1
Old : 21.4 14.2 34.0 20.0 20.2 12.2 31.6 17.8
Other: 29.7 17.0 43.8 26.4 24.2 9.4 35.7 17.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 1,912,911: 295,094 96,265 639,610 794,863 893,803 1,729,566 1,629,678: 183,345 283,233
Old : 1,730,243: 271,876 95,078 592,384 698,377 790,506 1,562,638 1,477,969: 167,606 252,275
Other: 182,668: 48,746 26,716 21,697 96,486 103,297 166,929 151,710: 15,739 30,958
: : :
: : Changes in Commitments from: September 27, 2011 :
: 68,572: -34,918 9,170 63,224 37,600 -3,441 65,906 68,953: 2,666 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.0 33.4 41.6 46.7 90.4 85.2: 9.6 14.8
Old : 100.0: 15.7 5.5 34.2 40.4 45.7 90.3 85.4: 9.7 14.6
Other: 100.0: 26.7 14.6 11.9 52.8 56.5 91.4 83.1: 8.6 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 834: 240 167 299 290 372 661 719:
Old : 830: 235 174 288 288 369 648 712:
Other: 449: 72 74 54 85 261 182 365:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 10.7 19.6 15.6 8.9 6.4 13.6 9.2
Old : 11.2 10.3 19.2 15.4 9.2 6.7 14.2 9.2
Other: 31.7 22.1 42.2 30.8 22.3 15.8 31.9 22.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 17,637: 2,207 2,284 1,784 10,824 11,424 14,815 15,491: 2,822 2,145
Old : 17,469: 2,213 2,250 1,739 10,699 11,390 14,651 15,379: 2,818 2,090
Other: 167: 0 40 38 126 34 163 112: 4 55
: : :
: : Changes in Commitments from: September 27, 2011 :
: 914: -297 205 159 974 248 836 613: 78 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.9 10.1 61.4 64.8 84.0 87.8: 16.0 12.2
Old : 100.0: 12.7 12.9 10.0 61.2 65.2 83.9 88.0: 16.1 12.0
Other: 100.0: 0.0 24.2 22.6 75.0 20.2 97.6 67.0: 2.4 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 13 7 15 9 32 27:
Old : 44: 15 12 7 14 9 31 27:
Other: 7: 0 3 2 4 1 6 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 : 40.4 64.1 57.7 75.7 38.1 55.6 51.2 61.7
Old : 40.2 64.2 57.4 75.8 38.4 56.5 51.5 62.7
Other: 93.2 67.0 97.6 67.0 54.8 24.2 54.8 24.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 889,103: 110,107 51,819 328,356 395,932 413,389 834,394 793,563: 54,709 95,540
Old : 832,116: 102,870 57,438 308,656 369,136 378,165 780,661 744,259: 51,455 87,857
Other: 56,987: 20,029 7,172 6,908 26,796 35,224 53,733 49,304: 3,254 7,683
: : :
: : Changes in Commitments from: September 27, 2011 :
: 65,190: -12,729 4,074 59,277 21,239 -2,211 67,787 61,139: -2,597 4,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.8 36.9 44.5 46.5 93.8 89.3: 6.2 10.7
Old : 100.0: 12.4 6.9 37.1 44.4 45.4 93.8 89.4: 6.2 10.6
Other: 100.0: 35.1 12.6 12.1 47.0 61.8 94.3 86.5: 5.7 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 568: 156 174 259 134 186 448 495:
Old : 567: 158 184 248 134 185 439 491:
Other: 242: 56 53 32 40 121 113 189:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 14.5 22.2 22.7 9.3 7.7 13.6 10.6
Old : 14.2 15.0 23.4 22.8 9.9 8.6 14.7 11.4
Other: 32.5 34.3 45.4 47.9 31.8 30.9 43.5 43.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 19,968: 16,352 3,071 186 9 4,198 16,547 7,455: 3,421 12,513
Old : 17,201: 14,079 3,005 180 9 3,458 14,268 6,643: 2,933 10,558
Other: 2,767: 2,273 66 6 0 740 2,279 812: 488 1,955
: : :
: : Changes in Commitments from: September 27, 2011 :
: -215: -645 80 86 1 177 -558 343: 343 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 15.4 0.9 0.0 21.0 82.9 37.3: 17.1 62.7
Old : 100.0: 81.8 17.5 1.0 0.1 20.1 82.9 38.6: 17.1 61.4
Other: 100.0: 82.1 2.4 0.2 0.0 26.7 82.4 29.3: 17.6 70.7
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 11 5 2 11 19 26:
Old : 38: 16 11 4 2 11 19 25:
Other: 20: 6 4 2 0 10 6 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 : 48.6 16.5 67.0 23.7 48.5 16.5 66.9 23.7
Old : 44.9 15.6 64.5 23.4 44.8 15.6 64.4 23.4
Other: 77.0 23.6 82.4 26.8 76.8 23.6 82.1 26.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 374,395: 57,326 64,727 81,933 206,562 192,687 345,821 339,347: 28,574 35,048
Old : 361,201: 56,862 64,992 79,876 197,487 182,082 334,226 326,951: 26,974 34,250
Other: 13,195: 1,261 533 1,259 9,075 10,605 11,595 12,396: 1,600 798
: : :
: : Changes in Commitments from: September 27, 2011 :
: 31,241: -2,800 6,135 20,687 12,747 3,423 30,633 30,245: 607 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 17.3 21.9 55.2 51.5 92.4 90.6: 7.6 9.4
Old : 100.0: 15.7 18.0 22.1 54.7 50.4 92.5 90.5: 7.5 9.5
Other: 100.0: 9.6 4.0 9.5 68.8 80.4 87.9 94.0: 12.1 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 66 82 79 72 73 189 199:
Old : 253: 68 86 78 72 73 188 199:
Other: 48: 13 6 12 19 19 37 32:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 18.3 26.5 30.9 9.3 12.2 15.8 18.4
Old : 16.9 17.9 26.6 30.0 9.8 12.0 16.7 18.3
Other: 49.7 47.2 63.5 68.3 27.7 33.8 37.9 48.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 809,615: 64,178 87,230 99,357 497,711 472,031 661,245 658,617: 148,369 150,997
Old : 809,615: 64,178 87,230 99,357 497,711 472,031 661,245 658,617: 148,369 150,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 32,370: -1,373 -3,105 21,292 15,175 5,441 35,094 23,629: -2,724 8,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 10.8 12.3 61.5 58.3 81.7 81.3: 18.3 18.7
Old : 100.0: 7.9 10.8 12.3 61.5 58.3 81.7 81.3: 18.3 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 40 26 44 81 80 139 132:
Old : 166: 40 26 44 81 80 139 132:
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 : 20.3 16.8 30.9 26.4 19.5 14.4 26.9 22.5
Old : 20.3 16.8 30.9 26.4 19.5 14.4 26.9 22.5
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, October 4, 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 : 383,106: 55,693 35,908 3,257 255,549 294,753 314,499 333,919: 68,608 49,188
Old : 383,106: 55,693 35,908 3,257 255,549 294,753 314,499 333,919: 68,608 49,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 1,938: 1,753 -5,659 668 -789 3,948 1,632 -1,043: 305 2,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.4 0.9 66.7 76.9 82.1 87.2: 17.9 12.8
Old : 100.0: 14.5 9.4 0.9 66.7 76.9 82.1 87.2: 17.9 12.8
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 : 77: 7 6 3 43 42 52 49:
Old : 77: 7 6 3 43 42 52 49:
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 : 24.6 44.0 41.9 57.1 21.3 43.9 36.7 56.1
Old : 24.6 44.0 41.9 57.1 21.3 43.9 36.7 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 8,872: 1,114 275 586 6,690 7,538 8,390 8,399: 482 473
Old : 8,872: 1,114 275 586 6,690 7,538 8,390 8,399: 482 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -293: 308 -136 -334 -292 214 -318 -256: 25 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 3.1 6.6 75.4 85.0 94.6 94.7: 5.4 5.3
Old : 100.0: 12.6 3.1 6.6 75.4 85.0 94.6 94.7: 5.4 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 : 31: 5 3 4 18 22 26 26:
Old : 31: 5 3 4 18 22 26 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 : 45.2 45.0 68.2 70.8 25.3 31.3 38.5 41.7
Old : 45.2 45.0 68.2 70.8 25.3 31.3 38.5 41.7
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 with Delta-adjusted Options and Futures Combined, October 4, 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 : 215,479: 35,040 41,827 41,970 104,621 100,048 181,631 183,844: 33,848 31,635
Old : 205,152: 34,711 41,338 39,050 98,909 94,260 172,670 174,648: 32,482 30,504
Other: 10,327: 1,187 1,346 2,062 5,712 5,788 8,961 9,197: 1,366 1,131
: : :
: : Changes in Commitments from: September 27, 2011 :
: 11,084: -3,287 7,252 8,632 4,685 -6,992 10,031 8,892: 1,054 2,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 19.4 19.5 48.6 46.4 84.3 85.3: 15.7 14.7
Old : 100.0: 16.9 20.1 19.0 48.2 45.9 84.2 85.1: 15.8 14.9
Other: 100.0: 11.5 13.0 20.0 55.3 56.0 86.8 89.1: 13.2 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 46 52 54 79 66 156 154:
Old : 200: 48 56 53 79 66 156 153:
Other: 46: 6 8 8 25 14 36 25:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 24.6 26.2 34.0 13.6 17.2 20.0 23.4
Old : 18.0 24.6 26.8 33.6 14.0 17.6 20.2 23.6
Other: 37.0 43.9 60.1 64.7 35.2 37.3 50.9 53.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 19,102: 3,794 3,737 2,116 9,787 12,003 15,696 17,856: 3,406 1,246
Old : 19,072: 3,794 3,737 2,115 9,761 11,975 15,669 17,827: 3,403 1,245
Other: 30: 1 1 0 26 28 27 29: 3 1
: : :
: : Changes in Commitments from: September 27, 2011 :
: 608: -362 77 620 803 -308 1,061 388: -453 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 19.6 11.1 51.2 62.8 82.2 93.5: 17.8 6.5
Old : 100.0: 19.9 19.6 11.1 51.2 62.8 82.2 93.5: 17.8 6.5
Other: 100.0: 3.3 3.3 0.0 86.7 93.3 90.0 96.7: 10.0 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 27 25 18 28 19 69 49:
Old : 86: 27 25 18 28 19 69 49:
Other: 5: 1 1 0 1 2 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 46.8 39.7 58.3 27.8 42.1 38.8 52.6
Old : 27.8 46.9 39.8 58.3 27.8 42.3 38.9 52.8
Other: 90.0 96.7 90.0 96.7 90.0 96.7 90.0 96.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 788,966: 198,328 181,386 45,448 439,204 430,375 682,980 657,209: 105,985 131,757
Old : 788,966: 198,328 181,386 45,448 439,204 430,375 682,980 657,209: 105,985 131,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -23,139: -15,230 -961 -2,919 -229 -30,441 -18,379 -34,321: -4,760 11,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.0 5.8 55.7 54.5 86.6 83.3: 13.4 16.7
Old : 100.0: 25.1 23.0 5.8 55.7 54.5 86.6 83.3: 13.4 16.7
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 : 220: 36 53 27 87 105 142 167:
Old : 220: 36 53 27 87 105 142 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 15.7 37.7 24.7 25.4 11.5 34.0 18.6
Old : 25.7 15.7 37.7 24.7 25.4 11.5 34.0 18.6
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, October 4, 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 : 1,785,252: 147,143 258,549 160,235 1,165,397 1,046,725 1,472,775 1,465,509: 312,477 319,742
Old : 1,785,252: 147,143 258,549 160,235 1,165,397 1,046,725 1,472,775 1,465,509: 312,477 319,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -31,077: -7,145 5,912 12,219 -25,805 -30,008 -20,730 -11,877: -10,347 -19,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 14.5 9.0 65.3 58.6 82.5 82.1: 17.5 17.9
Old : 100.0: 8.2 14.5 9.0 65.3 58.6 82.5 82.1: 17.5 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 40 38 47 122 139 178 208:
Old : 232: 40 38 47 122 139 178 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 13.4 35.2 20.1 25.1 9.1 32.4 15.1
Old : 26.1 13.4 35.2 20.1 25.1 9.1 32.4 15.1
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 with Delta-adjusted Options and Futures Combined, October 4, 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 : 1,356,358: 373,907 115,216 77,442 710,336 926,580 1,161,684 1,119,238: 194,674 237,120
Old : 1,356,358: 373,907 115,216 77,442 710,336 926,580 1,161,684 1,119,238: 194,674 237,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -50,363: -28,174 13,310 11,598 -32,269 -52,547 -48,846 -27,640: -1,518 -22,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 8.5 5.7 52.4 68.3 85.6 82.5: 14.4 17.5
Old : 100.0: 27.6 8.5 5.7 52.4 68.3 85.6 82.5: 14.4 17.5
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 : 191: 40 27 34 79 107 132 155:
Old : 191: 40 27 34 79 107 132 155:
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 : 30.0 17.2 42.6 26.4 29.6 15.2 41.0 23.2
Old : 30.0 17.2 42.6 26.4 29.6 15.2 41.0 23.2
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, October 4, 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 : 817,949: 59,903 46,481 249,373 474,018 476,561 783,295 772,415: 34,655 45,534
Old : 817,949: 59,903 46,481 249,373 474,018 476,561 783,295 772,415: 34,655 45,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -110,940: 1,346 -14,647 -59,306 -50,694 -41,911 -108,654 -115,864: -2,286 4,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 5.7 30.5 58.0 58.3 95.8 94.4: 4.2 5.6
Old : 100.0: 7.3 5.7 30.5 58.0 58.3 95.8 94.4: 4.2 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 : 133: 30 24 40 66 71 113 121:
Old : 133: 30 24 40 66 71 113 121:
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 : 35.1 27.6 50.5 44.1 25.9 19.7 30.5 28.0
Old : 35.1 27.6 50.5 44.1 25.9 19.7 30.5 28.0
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, October 4, 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 : 52,699: 8,619 1,885 4,904 33,267 40,053 46,790 46,842: 5,909 5,857
Old : 52,699: 8,619 1,885 4,904 33,267 40,053 46,790 46,842: 5,909 5,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 2,864: 2,842 -1,483 -40 -1,081 4,492 1,721 2,969: 1,143 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 3.6 9.3 63.1 76.0 88.8 88.9: 11.2 11.1
Old : 100.0: 16.4 3.6 9.3 63.1 76.0 88.8 88.9: 11.2 11.1
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 : 87: 21 9 11 38 32 63 49:
Old : 87: 21 9 11 38 32 63 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 40.4 39.5 53.9 23.7 40.4 33.7 52.0
Old : 26.0 40.4 39.5 53.9 23.7 40.4 33.7 52.0
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, October 4, 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 : 12,424: 2,964 1,359 5 7,733 10,174 10,702 11,538: 1,722 886
Old : 12,424: 2,964 1,359 5 7,733 10,174 10,702 11,538: 1,722 886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -1,272: 6 10 1 -1,543 -1,399 -1,536 -1,388: 264 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.9 0.0 62.2 81.9 86.1 92.9: 13.9 7.1
Old : 100.0: 23.9 10.9 0.0 62.2 81.9 86.1 92.9: 13.9 7.1
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 : 20: 4 2 2 7 7 11 11:
Old : 20: 4 2 2 7 7 11 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 : 57.4 67.9 77.8 90.5 57.4 67.9 77.8 90.5
Old : 57.4 67.9 77.8 90.5 57.4 67.9 77.8 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 80,551: 18,012 7,753 3,098 51,067 59,759 72,177 70,609: 8,374 9,942
Old : 80,551: 18,012 7,753 3,098 51,067 59,759 72,177 70,609: 8,374 9,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 8,272: 6,635 -2,022 -1,046 924 11,781 6,514 8,713: 1,758 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 9.6 3.8 63.4 74.2 89.6 87.7: 10.4 12.3
Old : 100.0: 22.4 9.6 3.8 63.4 74.2 89.6 87.7: 10.4 12.3
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 : 83: 19 10 10 36 28 60 43:
Old : 83: 19 10 10 36 28 60 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 : 26.2 38.6 41.2 53.6 25.3 38.6 38.7 51.6
Old : 26.2 38.6 41.2 53.6 25.3 38.6 38.7 51.6
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 with Delta-adjusted Options and Futures Combined, October 4, 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 : 11,432: 5,454 10,803 546 5,008 0 11,008 11,349: 424 83
Old : 11,432: 5,454 10,803 546 5,008 0 11,008 11,349: 424 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 2,119: 1,230 2,186 -148 1,026 0 2,108 2,038: 11 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 94.5 4.8 43.8 0.0 96.3 99.3: 3.7 0.7
Old : 100.0: 47.7 94.5 4.8 43.8 0.0 96.3 99.3: 3.7 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 : 24: 10 11 2 3 0 15 11:
Old : 24: 10 11 2 3 0 15 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 : 69.5 80.9 87.9 95.6 69.5 76.1 87.2 90.9
Old : 69.5 80.9 87.9 95.6 69.5 76.1 87.2 90.9
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, October 4, 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 : 10,970: 1,802 1,765 40 8,815 9,105 10,657 10,910: 313 60
Old : 10,970: 1,802 1,765 40 8,815 9,105 10,657 10,910: 313 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -414: -48 -453 31 -379 7 -396 -415: -18 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 16.1 0.4 80.4 83.0 97.1 99.5: 2.9 0.5
Old : 100.0: 16.4 16.1 0.4 80.4 83.0 97.1 99.5: 2.9 0.5
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 : 31: 8 6 2 5 13 14 20:
Old : 31: 8 6 2 5 13 14 20:
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 : 87.5 75.5 95.5 88.9 87.1 75.5 95.1 88.8
Old : 87.5 75.5 95.5 88.9 87.1 75.5 95.1 88.8
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,434: 859 770 0 13,244 13,539 14,103 14,309: 331 125
Old : 14,434: 859 770 0 13,244 13,539 14,103 14,309: 331 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -389: 345 -355 0 -802 -101 -457 -456: 68 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 5.3 0.0 91.8 93.8 97.7 99.1: 2.3 0.9
Old : 100.0: 6.0 5.3 0.0 91.8 93.8 97.7 99.1: 2.3 0.9
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 : 27: 6 3 0 7 12 13 15:
Old : 27: 6 3 0 7 12 13 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 : 90.1 75.1 96.5 89.8 90.1 75.1 96.1 89.8
Old : 90.1 75.1 96.5 89.8 90.1 75.1 96.1 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011