WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 541,878: 70,567 121,025 145,662 286,137 215,862 502,366 482,549: 39,512 59,329
Old : 433,912: 61,607 110,116 105,008 235,974 176,570 402,589 391,693: 31,323 42,219
Other: 107,966: 29,543 31,492 20,072 50,163 39,292 99,777 90,856: 8,189 17,110
: : :
: : Changes in Commitments from: October 11, 2011 :
: 17,360: 2,758 7,997 8,442 998 -948 12,198 15,491: 5,162 1,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 22.3 26.9 52.8 39.8 92.7 89.1: 7.3 10.9
Old : 100.0: 14.2 25.4 24.2 54.4 40.7 92.8 90.3: 7.2 9.7
Other: 100.0: 27.4 29.2 18.6 46.5 36.4 92.4 84.2: 7.6 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 117 169 184 111 125 344 374:
Old : 424: 123 162 166 102 121 320 358:
Other: 237: 55 70 60 47 94 139 195:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 11.1 31.5 16.6 17.8 9.0 28.7 13.4
Old : 21.3 13.5 33.6 19.6 19.7 11.8 31.3 17.5
Other: 26.6 16.1 39.3 25.1 21.5 9.8 32.9 16.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 1,921,134: 295,711 111,180 638,172 796,974 893,741 1,730,857 1,643,092: 190,277 278,042
Old : 1,726,204: 282,021 114,467 576,434 695,156 791,492 1,553,611 1,482,394: 172,593 243,810
Other: 194,930: 52,701 35,722 22,728 101,818 102,248 177,246 160,698: 17,684 34,232
: : :
: : Changes in Commitments from: October 11, 2011 :
: -4,014: -755 -4,592 -8,220 -7,488 2,460 -16,464 -10,352: 12,450 6,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.8 33.2 41.5 46.5 90.1 85.5: 9.9 14.5
Old : 100.0: 16.3 6.6 33.4 40.3 45.9 90.0 85.9: 10.0 14.1
Other: 100.0: 27.0 18.3 11.7 52.2 52.5 90.9 82.4: 9.1 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 815: 221 183 301 290 360 655 711:
Old : 811: 217 191 287 288 356 641 702:
Other: 455: 77 80 57 82 259 186 372:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 9.8 20.0 14.8 9.5 6.4 14.2 9.4
Old : 11.8 9.7 19.6 14.7 9.4 6.7 14.3 9.9
Other: 30.1 18.2 40.0 27.7 23.8 15.3 32.9 22.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 17,825: 2,648 2,050 1,541 10,754 12,336 14,942 15,927: 2,883 1,898
Old : 17,593: 2,674 2,050 1,471 10,578 12,203 14,723 15,724: 2,870 1,869
Other: 232: 0 26 43 176 133 219 202: 13 29
: : :
: : Changes in Commitments from: October 11, 2011 :
: 285: 139 -43 -43 144 403 240 317: 45 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 11.5 8.6 60.3 69.2 83.8 89.3: 16.2 10.7
Old : 100.0: 15.2 11.7 8.4 60.1 69.4 83.7 89.4: 16.3 10.6
Other: 100.0: 0.0 11.3 18.6 75.8 57.4 94.4 87.3: 5.6 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 10 6 17 10 33 25:
Old : 43: 15 10 6 16 10 32 25:
Other: 11: 1 2 2 5 4 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 : 37.8 66.2 55.2 78.7 35.8 59.6 48.3 65.1
Old : 37.5 66.8 54.9 79.1 36.3 60.8 49.0 66.4
Other: 84.8 81.1 94.4 87.3 56.8 50.6 58.6 51.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 877,888: 123,625 58,552 293,432 404,512 436,492 821,569 788,476: 56,319 89,412
Old : 809,978: 111,025 62,805 273,392 372,676 393,133 757,093 729,330: 52,884 80,648
Other: 67,910: 24,675 7,822 7,964 31,836 43,359 64,476 59,146: 3,435 8,764
: : :
: : Changes in Commitments from: October 11, 2011 :
: 7,418: 11,723 1,851 -16,332 8,303 23,370 3,695 8,889: 3,724 -1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 6.7 33.4 46.1 49.7 93.6 89.8: 6.4 10.2
Old : 100.0: 13.7 7.8 33.8 46.0 48.5 93.5 90.0: 6.5 10.0
Other: 100.0: 36.3 11.5 11.7 46.9 63.8 94.9 87.1: 5.1 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 179 157 250 149 189 450 490:
Old : 554: 166 172 241 148 187 441 485:
Other: 242: 52 53 28 43 122 107 191:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 16.6 21.6 24.7 8.9 9.3 14.0 12.5
Old : 14.3 16.8 23.1 24.6 9.6 9.1 15.4 12.2
Other: 40.6 32.4 52.9 47.1 24.2 23.2 34.7 32.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 371,213: 57,290 63,637 77,644 209,804 195,485 344,738 336,767: 26,475 34,446
Old : 355,884: 57,786 64,836 74,284 199,240 183,453 331,309 322,573: 24,574 33,310
Other: 15,329: 1,355 653 1,509 10,564 12,032 13,428 14,193: 1,901 1,136
: : :
: : Changes in Commitments from: October 11, 2011 :
: -1,998: -3,453 -6,983 -1,877 1,058 4,251 -4,271 -4,609: 2,273 2,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.1 20.9 56.5 52.7 92.9 90.7: 7.1 9.3
Old : 100.0: 16.2 18.2 20.9 56.0 51.5 93.1 90.6: 6.9 9.4
Other: 100.0: 8.8 4.3 9.8 68.9 78.5 87.6 92.6: 12.4 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 70 80 78 71 75 185 206:
Old : 258: 70 88 77 71 75 184 206:
Other: 58: 17 7 13 25 19 47 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 20.8 27.6 32.7 10.0 14.2 16.8 20.6
Old : 17.5 20.8 27.6 31.5 10.6 14.3 17.5 20.1
Other: 42.5 52.2 59.7 72.4 26.3 39.6 39.2 54.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 747,192: 68,157 81,989 76,127 451,870 446,392 596,154 604,507: 151,039 142,685
Old : 747,192: 68,157 81,989 76,127 451,870 446,392 596,154 604,507: 151,039 142,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -10,726: -2,913 -13,599 -5,472 -10,871 2,101 -19,256 -16,971: 8,530 6,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 11.0 10.2 60.5 59.7 79.8 80.9: 20.2 19.1
Old : 100.0: 9.1 11.0 10.2 60.5 59.7 79.8 80.9: 20.2 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 : 164: 36 28 40 84 83 140 131:
Old : 164: 36 28 40 84 83 140 131:
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 : 18.9 18.0 29.0 28.9 17.7 17.6 26.0 25.8
Old : 18.9 18.0 29.0 28.9 17.7 17.6 26.0 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 382,677: 58,296 30,851 2,626 254,363 301,440 315,285 334,916: 67,392 47,761
Old : 382,677: 58,296 30,851 2,626 254,363 301,440 315,285 334,916: 67,392 47,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,713: -17 -2,399 77 2,261 6,427 2,321 4,105: 1,392 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.1 0.7 66.5 78.8 82.4 87.5: 17.6 12.5
Old : 100.0: 15.2 8.1 0.7 66.5 78.8 82.4 87.5: 17.6 12.5
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 : 74: 8 5 3 38 42 48 48:
Old : 74: 8 5 3 38 42 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 46.7 42.7 60.1 21.6 46.4 37.5 59.1
Old : 25.6 46.7 42.7 60.1 21.6 46.4 37.5 59.1
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 18, 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 : 10,414: 893 789 844 8,085 8,182 9,822 9,815: 592 599
Old : 10,414: 893 789 844 8,085 8,182 9,822 9,815: 592 599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 865: -132 547 -34 908 301 742 814: 123 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 7.6 8.1 77.6 78.6 94.3 94.2: 5.7 5.8
Old : 100.0: 8.6 7.6 8.1 77.6 78.6 94.3 94.2: 5.7 5.8
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 : 31: 4 6 5 18 21 27 27:
Old : 31: 4 6 5 18 21 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 46.0 67.9 71.1 22.9 23.6 34.8 32.7
Old : 47.3 46.0 67.9 71.1 22.9 23.6 34.8 32.7
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 18, 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 : 215,558: 28,860 47,151 38,585 112,455 97,062 179,900 182,798: 35,658 32,760
Old : 202,689: 29,298 47,117 34,003 105,625 90,542 168,926 171,662: 33,764 31,028
Other: 12,868: 1,484 1,955 2,660 6,830 6,520 10,974 11,136: 1,894 1,733
: : :
: : Changes in Commitments from: October 11, 2011 :
: -202: -2,301 1,456 -1,148 3,871 -1,781 422 -1,474: -624 1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.9 17.9 52.2 45.0 83.5 84.8: 16.5 15.2
Old : 100.0: 14.5 23.2 16.8 52.1 44.7 83.3 84.7: 16.7 15.3
Other: 100.0: 11.5 15.2 20.7 53.1 50.7 85.3 86.5: 14.7 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 42 58 46 80 66 147 153:
Old : 200: 45 60 44 80 66 147 151:
Other: 51: 6 8 8 27 18 37 31:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 23.4 27.8 33.0 11.7 16.3 18.5 21.5
Old : 17.8 23.2 28.6 33.0 12.1 16.4 18.9 21.7
Other: 38.4 39.2 58.4 59.6 34.8 33.2 47.6 47.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 19,867: 3,521 3,673 3,328 9,237 11,452 16,087 18,453: 3,780 1,414
Old : 19,795: 3,525 3,672 3,323 9,189 11,387 16,037 18,382: 3,758 1,413
Other: 72: 2 6 0 48 65 50 71: 22 1
: : :
: : Changes in Commitments from: October 11, 2011 :
: 477: 279 85 435 -490 -26 224 494: 253 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 18.5 16.8 46.5 57.6 81.0 92.9: 19.0 7.1
Old : 100.0: 17.8 18.6 16.8 46.4 57.5 81.0 92.9: 19.0 7.1
Other: 100.0: 2.8 8.3 0.0 66.7 90.3 69.4 98.6: 30.6 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 29 22 23 27 21 73 54:
Old : 89: 30 21 23 27 21 73 54:
Other: 8: 1 1 0 1 5 2 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 42.1 37.3 54.2 25.5 38.2 35.2 48.2
Old : 25.6 42.1 37.4 54.2 25.6 38.3 35.3 48.4
Other: 69.4 91.7 69.4 98.6 69.4 91.7 69.4 98.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 764,749: 211,697 170,431 45,914 404,019 437,562 661,629 653,907: 103,120 110,842
Old : 764,749: 211,697 170,431 45,914 404,019 437,562 661,629 653,907: 103,120 110,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -961: 5,639 -13,373 -5,796 -6,115 22,513 -6,272 3,344: 5,311 -4,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 22.3 6.0 52.8 57.2 86.5 85.5: 13.5 14.5
Old : 100.0: 27.7 22.3 6.0 52.8 57.2 86.5 85.5: 13.5 14.5
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 : 216: 34 49 25 83 109 135 166:
Old : 216: 34 49 25 83 109 135 166:
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 : 25.4 15.5 36.8 25.0 24.1 12.3 33.2 19.2
Old : 25.4 15.5 36.8 25.0 24.1 12.3 33.2 19.2
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, October 18, 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 : 1,846,060: 133,558 295,633 184,211 1,244,029 1,056,505 1,561,798 1,536,349: 284,262 309,711
Old : 1,846,060: 133,558 295,633 184,211 1,244,029 1,056,505 1,561,798 1,536,349: 284,262 309,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -31,755: 9,409 -12,087 3,694 -24,570 10,916 -11,468 2,523: -20,287 -34,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 16.0 10.0 67.4 57.2 84.6 83.2: 15.4 16.8
Old : 100.0: 7.2 16.0 10.0 67.4 57.2 84.6 83.2: 15.4 16.8
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 : 252: 36 51 57 138 147 203 226:
Old : 252: 36 51 57 138 147 203 226:
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 : 21.0 13.3 29.3 19.8 19.9 8.7 27.2 15.0
Old : 21.0 13.3 29.3 19.8 19.9 8.7 27.2 15.0
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 18, 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 : 1,343,555: 330,075 87,085 99,831 711,541 918,738 1,141,446 1,105,654: 202,109 237,901
Old : 1,343,555: 330,075 87,085 99,831 711,541 918,738 1,141,446 1,105,654: 202,109 237,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 12,795: 2,369 -11,336 18,905 -22,476 8,933 -1,201 16,502: 13,996 -3,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.5 7.4 53.0 68.4 85.0 82.3: 15.0 17.7
Old : 100.0: 24.6 6.5 7.4 53.0 68.4 85.0 82.3: 15.0 17.7
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 : 183: 31 29 37 83 109 130 159:
Old : 183: 31 29 37 83 109 130 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 17.4 38.2 26.6 25.2 14.9 36.4 21.8
Old : 25.6 17.4 38.2 26.6 25.2 14.9 36.4 21.8
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 with Delta-adjusted Options and Futures Combined, October 18, 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 : 816,121: 59,287 59,811 263,324 459,357 451,093 781,968 774,227: 34,152 41,893
Old : 816,121: 59,287 59,811 263,324 459,357 451,093 781,968 774,227: 34,152 41,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,022: -1,684 14,481 17,623 -14,877 -25,263 1,061 6,841: 1,961 -3,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 7.3 32.3 56.3 55.3 95.8 94.9: 4.2 5.1
Old : 100.0: 7.3 7.3 32.3 56.3 55.3 95.8 94.9: 4.2 5.1
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 : 129: 26 26 40 67 70 111 120:
Old : 129: 26 26 40 67 70 111 120:
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 27.9 50.8 44.5 25.0 20.2 30.0 27.7
Old : 35.3 27.9 50.8 44.5 25.0 20.2 30.0 27.7
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, October 18, 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 : 52,506: 7,179 913 4,238 35,074 40,846 46,491 45,997: 6,014 6,509
Old : 52,506: 7,179 913 4,238 35,074 40,846 46,491 45,997: 6,014 6,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 11,106: -3,232 -3,390 3,527 8,948 10,780 9,243 10,916: 1,863 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 1.7 8.1 66.8 77.8 88.5 87.6: 11.5 12.4
Old : 100.0: 13.7 1.7 8.1 66.8 77.8 88.5 87.6: 11.5 12.4
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 : 86: 22 6 10 39 34 66 46:
Old : 86: 22 6 10 39 34 66 46:
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 : 25.1 43.8 37.9 57.8 24.7 43.8 35.1 55.2
Old : 25.1 43.8 37.9 57.8 24.7 43.8 35.1 55.2
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 18, 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 : 12,466: 3,146 1,249 3 7,733 10,164 10,882 11,416: 1,584 1,050
Old : 12,466: 3,146 1,249 3 7,733 10,164 10,882 11,416: 1,584 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 42: 182 -110 -2 0 -10 180 -122: -138 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 10.0 0.0 62.0 81.5 87.3 91.6: 12.7 8.4
Old : 100.0: 25.2 10.0 0.0 62.0 81.5 87.3 91.6: 12.7 8.4
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 : 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 : 57.2 67.7 78.8 89.5 57.2 67.7 78.8 89.5
Old : 57.2 67.7 78.8 89.5 57.2 67.7 78.8 89.5
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 18, 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 : 80,078: 14,604 5,865 1,932 54,682 61,364 71,219 69,161: 8,859 10,917
Old : 80,078: 14,604 5,865 1,932 54,682 61,364 71,219 69,161: 8,859 10,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -2,721: -6,217 -2,741 509 2,430 1,231 -3,277 -1,000: 557 -1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.3 2.4 68.3 76.6 88.9 86.4: 11.1 13.6
Old : 100.0: 18.2 7.3 2.4 68.3 76.6 88.9 86.4: 11.1 13.6
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 : 83: 20 7 8 37 30 62 40:
Old : 83: 20 7 8 37 30 62 40:
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 : 24.4 43.0 38.1 58.3 24.4 43.0 37.9 54.8
Old : 24.4 43.0 38.1 58.3 24.4 43.0 37.9 54.8
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 18, 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 : 13,306: 6,245 12,835 460 6,266 0 12,971 13,295: 335 11
Old : 13,306: 6,245 12,835 460 6,266 0 12,971 13,295: 335 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 187: 179 179 0 -3 0 176 179: 11 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 96.5 3.5 47.1 0.0 97.5 99.9: 2.5 0.1
Old : 100.0: 46.9 96.5 3.5 47.1 0.0 97.5 99.9: 2.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 11 2 3 0 17 11:
Old : 26: 12 11 2 3 0 17 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 : 71.0 83.2 88.9 96.5 71.0 79.8 88.8 93.1
Old : 71.0 83.2 88.9 96.5 71.0 79.8 88.8 93.1
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, October 18, 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 : 9,791: 2,055 566 366 7,095 8,732 9,516 9,664: 275 127
Old : 9,791: 2,055 566 366 7,095 8,732 9,516 9,664: 275 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -266: 163 -135 103 -533 -294 -267 -326: 1 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.8 3.7 72.5 89.2 97.2 98.7: 2.8 1.3
Old : 100.0: 21.0 5.8 3.7 72.5 89.2 97.2 98.7: 2.8 1.3
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 : 28: 9 4 1 5 11 14 16:
Old : 28: 9 4 1 5 11 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.5 77.9 94.4 90.7 77.5 77.8 90.7 88.8
Old : 79.5 77.9 94.4 90.7 77.5 77.8 90.7 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 18, 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 : 14,276: 1,790 450 0 12,218 13,684 14,008 14,134: 268 142
Old : 14,276: 1,790 450 0 12,218 13,684 14,008 14,134: 268 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 738: 823 -454 0 -21 1,200 802 746: -64 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 3.2 0.0 85.6 95.9 98.1 99.0: 1.9 1.0
Old : 100.0: 12.5 3.2 0.0 85.6 95.9 98.1 99.0: 1.9 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 : 29: 8 3 0 6 13 14 16:
Old : 29: 8 3 0 6 13 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.7 77.1 95.4 91.1 86.7 77.1 95.1 91.1
Old : 86.7 77.1 95.4 91.1 86.7 77.1 95.1 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011