WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 535,772: 75,392 111,683 140,076 276,755 217,828 492,223 469,587: 43,548 66,185
Old : 409,159: 66,971 94,631 97,177 210,869 170,760 375,017 362,569: 34,142 46,590
Other: 126,613: 30,129 38,760 21,191 65,886 47,068 117,206 107,018: 9,407 19,595
: : :
: : Changes in Commitments from: November 1, 2011 :
: -8,062: 2,120 -10,166 -3,935 -10,800 424 -12,615 -13,677: 4,553 5,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 20.8 26.1 51.7 40.7 91.9 87.6: 8.1 12.4
Old : 100.0: 16.4 23.1 23.8 51.5 41.7 91.7 88.6: 8.3 11.4
Other: 100.0: 23.8 30.6 16.7 52.0 37.2 92.6 84.5: 7.4 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 106 159 181 112 124 336 363:
Old : 408: 116 148 151 105 118 310 335:
Other: 238: 60 70 70 47 89 142 200:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 11.3 31.3 17.2 17.7 9.6 28.1 13.9
Old : 20.7 13.3 31.6 20.1 19.0 12.4 28.5 17.7
Other: 29.7 14.1 42.6 23.8 27.0 9.5 38.6 16.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 1,890,003: 330,581 91,592 585,275 794,011 963,007 1,709,867 1,639,874: 180,136 250,129
Old : 1,648,729: 311,632 80,958 514,682 659,748 841,362 1,486,062 1,437,002: 162,666 211,727
Other: 241,274: 62,919 54,604 26,623 134,262 121,645 223,804 202,872: 17,470 38,403
: : :
: : Changes in Commitments from: November 1, 2011 :
: 27,411: 11,790 -3,113 5,445 13,962 43,248 31,196 45,580: -3,785 -18,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 4.8 31.0 42.0 51.0 90.5 86.8: 9.5 13.2
Old : 100.0: 18.9 4.9 31.2 40.0 51.0 90.1 87.2: 9.9 12.8
Other: 100.0: 26.1 22.6 11.0 55.6 50.4 92.8 84.1: 7.2 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 811: 229 169 303 292 364 656 716:
Old : 803: 237 163 286 288 358 641 698:
Other: 477: 74 95 61 83 270 183 402:
:----------------------------------------------------------------------------------------------------
: 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 10.5 19.9 16.1 9.3 7.2 14.2 10.7
Old : 11.9 10.9 19.9 15.9 9.2 8.0 14.5 11.5
Other: 30.9 17.5 44.2 26.5 22.1 13.8 34.5 20.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 19,602: 2,397 2,349 2,492 11,701 12,561 16,590 17,402: 3,012 2,199
Old : 19,332: 2,446 2,345 2,404 11,493 12,470 16,343 17,219: 2,989 2,113
Other: 270: 2 55 37 208 91 247 183: 23 87
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,518: -345 237 732 1,143 564 1,530 1,532: -12 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.0 12.7 59.7 64.1 84.6 88.8: 15.4 11.2
Old : 100.0: 12.7 12.1 12.4 59.4 64.5 84.5 89.1: 15.5 10.9
Other: 100.0: 0.6 20.4 13.6 77.3 33.9 91.5 67.8: 8.5 32.2
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 10 8 16 10 34 27:
Old : 44: 18 9 8 16 10 34 27:
Other: 14: 2 5 3 5 3 10 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 63.9 55.5 78.1 34.7 53.0 46.6 59.3
Old : 39.7 64.3 55.4 78.7 35.4 54.3 47.4 60.7
Other: 82.2 60.1 90.9 67.8 64.9 40.8 67.0 43.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 681,033: 109,024 62,108 201,837 319,177 333,431 630,037 597,376: 50,995 83,657
Old : 608,200: 95,468 69,707 179,399 287,364 286,444 562,231 535,550: 45,969 72,650
Other: 72,833: 27,897 6,742 8,097 31,813 46,987 67,806 61,826: 5,026 11,007
: : :
: : Changes in Commitments from: November 1, 2011 :
: 457: -3,323 2,901 6,267 169 -7,650 3,113 1,517: -2,656 -1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.1 29.6 46.9 49.0 92.5 87.7: 7.5 12.3
Old : 100.0: 15.7 11.5 29.5 47.2 47.1 92.4 88.1: 7.6 11.9
Other: 100.0: 38.3 9.3 11.1 43.7 64.5 93.1 84.9: 6.9 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 490: 141 129 199 140 187 385 433:
Old : 485: 140 133 185 137 184 370 424:
Other: 248: 58 48 35 44 123 118 193:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 16.7 21.5 24.7 10.9 11.7 17.3 16.5
Old : 13.8 17.4 23.4 25.5 12.8 13.6 20.3 18.9
Other: 38.9 26.7 51.8 45.7 27.8 24.6 39.2 38.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 372,493: 55,693 66,051 79,423 206,171 192,035 341,287 337,509: 31,206 34,984
Old : 354,304: 55,358 66,816 74,941 194,663 178,616 324,962 320,373: 29,342 33,930
Other: 18,189: 2,873 1,773 1,943 11,508 13,419 16,325 17,136: 1,864 1,053
: : :
: : Changes in Commitments from: November 1, 2011 :
: -13,954: 2,582 -3,676 -3,440 -15,125 -8,646 -15,983 -15,762: 2,029 1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 17.7 21.3 55.3 51.6 91.6 90.6: 8.4 9.4
Old : 100.0: 15.6 18.9 21.2 54.9 50.4 91.7 90.4: 8.3 9.6
Other: 100.0: 15.8 9.7 10.7 63.3 73.8 89.8 94.2: 10.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 66 87 93 73 73 202 215:
Old : 266: 67 95 92 71 72 198 214:
Other: 67: 18 9 15 28 21 53 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 19.9 24.7 32.6 9.8 14.1 16.5 21.0
Old : 14.2 19.1 24.6 31.5 10.0 13.4 17.1 20.3
Other: 36.0 52.6 53.4 69.8 22.4 42.7 38.1 56.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 755,785: 60,561 97,414 67,055 482,906 460,348 610,521 624,816: 145,264 130,969
Old : 755,785: 60,561 97,414 67,055 482,906 460,348 610,521 624,816: 145,264 130,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -41: 1,668 3,536 -209 3,960 3,647 5,419 6,973: -5,460 -7,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 12.9 8.9 63.9 60.9 80.8 82.7: 19.2 17.3
Old : 100.0: 8.0 12.9 8.9 63.9 60.9 80.8 82.7: 19.2 17.3
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 : 158: 32 28 42 79 83 132 132:
Old : 158: 32 28 42 79 83 132 132:
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 : 19.6 19.0 29.9 30.6 18.0 18.5 26.7 27.5
Old : 19.6 19.0 29.9 30.6 18.0 18.5 26.7 27.5
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, November 8, 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 : 384,940: 53,818 28,656 3,251 260,149 307,922 317,217 339,829: 67,723 45,111
Old : 384,940: 53,818 28,656 3,251 260,149 307,922 317,217 339,829: 67,723 45,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,778: -1,674 -2,364 322 -1,857 1,775 -3,209 -267: 4,987 2,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.4 0.8 67.6 80.0 82.4 88.3: 17.6 11.7
Old : 100.0: 14.0 7.4 0.8 67.6 80.0 82.4 88.3: 17.6 11.7
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 : 70: 8 4 4 40 42 50 48:
Old : 70: 8 4 4 40 42 50 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 : 26.2 45.8 42.8 59.5 22.1 45.7 37.9 58.8
Old : 26.2 45.8 42.8 59.5 22.1 45.7 37.9 58.8
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, November 8, 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 : 10,894: 1,054 838 1,192 7,615 8,070 9,861 10,100: 1,033 794
Old : 10,894: 1,054 838 1,192 7,615 8,070 9,861 10,100: 1,033 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 205: 107 -79 60 -158 131 9 112: 196 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.7 10.9 69.9 74.1 90.5 92.7: 9.5 7.3
Old : 100.0: 9.7 7.7 10.9 69.9 74.1 90.5 92.7: 9.5 7.3
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 : 34: 6 5 6 18 22 29 29:
Old : 34: 6 5 6 18 22 29 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 : 42.9 48.0 63.1 72.0 19.2 22.4 29.8 33.2
Old : 42.9 48.0 63.1 72.0 19.2 22.4 29.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 230,751: 30,953 49,972 44,525 115,942 97,585 191,420 192,082: 39,330 38,668
Old : 213,704: 31,327 49,554 38,060 107,026 89,061 176,414 176,675: 37,290 37,029
Other: 17,047: 2,182 2,975 3,909 8,916 8,524 15,007 15,407: 2,040 1,640
: : :
: : Changes in Commitments from: November 1, 2011 :
: 12,570: 2,509 2,352 6,656 -2,132 -4,628 7,033 4,380: 5,537 8,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.7 19.3 50.2 42.3 83.0 83.2: 17.0 16.8
Old : 100.0: 14.7 23.2 17.8 50.1 41.7 82.6 82.7: 17.4 17.3
Other: 100.0: 12.8 17.4 22.9 52.3 50.0 88.0 90.4: 12.0 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 35 66 57 71 65 145 160:
Old : 195: 39 69 54 71 64 145 156:
Other: 57: 8 10 10 29 20 41 36:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 21.1 27.5 30.3 10.9 15.4 18.5 21.3
Old : 19.0 20.4 28.8 29.8 11.8 15.1 19.4 21.4
Other: 44.0 39.3 62.0 57.0 40.2 33.4 48.9 43.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,705: 3,169 3,317 2,647 9,042 11,425 14,859 17,389: 2,846 316
Old : 17,548: 3,172 3,314 2,644 8,967 11,275 14,784 17,234: 2,764 314
Other: 157: 0 5 0 75 150 75 155: 82 2
: : :
: : Changes in Commitments from: November 1, 2011 :
: -617: -719 -48 271 690 -154 243 69: -860 -687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.7 15.0 51.1 64.5 83.9 98.2: 16.1 1.8
Old : 100.0: 18.1 18.9 15.1 51.1 64.3 84.2 98.2: 15.8 1.8
Other: 100.0: 0.0 3.2 0.0 47.8 95.5 47.8 98.7: 52.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 23 24 20 28 20 67 53:
Old : 86: 24 23 20 28 20 67 53:
Other: 9: 0 2 0 1 6 1 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 47.8 39.1 58.9 26.8 40.8 37.1 51.8
Old : 27.2 47.5 39.4 58.8 27.0 40.8 37.4 52.0
Other: 47.8 92.4 47.8 98.7 47.8 92.4 47.8 98.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 819,448: 232,937 127,272 44,113 431,358 538,387 708,408 709,771: 111,040 109,677
Old : 819,448: 232,937 127,272 44,113 431,358 538,387 708,408 709,771: 111,040 109,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 57,393: 38,129 -11,403 1,571 16,695 64,339 56,396 54,508: 997 2,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 15.5 5.4 52.6 65.7 86.4 86.6: 13.6 13.4
Old : 100.0: 28.4 15.5 5.4 52.6 65.7 86.4 86.6: 13.6 13.4
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 : 229: 49 42 25 88 109 153 161:
Old : 229: 49 42 25 88 109 153 161:
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 : 24.0 17.2 34.9 28.5 23.0 14.9 29.3 23.7
Old : 24.0 17.2 34.9 28.5 23.0 14.9 29.3 23.7
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, November 8, 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 : 1,797,189: 173,421 266,427 174,815 1,133,120 1,012,093 1,481,356 1,453,336: 315,832 343,853
Old : 1,797,189: 173,421 266,427 174,815 1,133,120 1,012,093 1,481,356 1,453,336: 315,832 343,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 13,436: -242 -26,371 -3,960 9,579 19,348 5,377 -10,983: 8,059 24,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.8 9.7 63.0 56.3 82.4 80.9: 17.6 19.1
Old : 100.0: 9.6 14.8 9.7 63.0 56.3 82.4 80.9: 17.6 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 : 247: 40 53 61 128 141 200 223:
Old : 247: 40 53 61 128 141 200 223:
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 : 19.3 13.8 27.5 20.3 17.9 10.3 25.1 16.2
Old : 19.3 13.8 27.5 20.3 17.9 10.3 25.1 16.2
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, November 8, 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 : 1,419,675: 418,173 121,152 97,921 692,979 958,296 1,209,073 1,177,370: 210,602 242,305
Old : 1,419,675: 418,173 121,152 97,921 692,979 958,296 1,209,073 1,177,370: 210,602 242,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 29,511: 48,753 13,014 -7,025 -13,520 27,453 28,208 33,442: 1,303 -3,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 8.5 6.9 48.8 67.5 85.2 82.9: 14.8 17.1
Old : 100.0: 29.5 8.5 6.9 48.8 67.5 85.2 82.9: 14.8 17.1
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 : 189: 34 27 34 90 112 140 157:
Old : 189: 34 27 34 90 112 140 157:
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 16.8 35.8 25.8 21.2 15.5 30.2 22.9
Old : 23.9 16.8 35.8 25.8 21.2 15.5 30.2 22.9
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, November 8, 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 : 757,885: 64,523 60,277 239,378 419,465 421,988 723,366 721,644: 34,519 36,241
Old : 757,885: 64,523 60,277 239,378 419,465 421,988 723,366 721,644: 34,519 36,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -7,863: 4,776 -320 153 -7,293 -6,489 -2,365 -6,656: -5,498 -1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.0 31.6 55.3 55.7 95.4 95.2: 4.6 4.8
Old : 100.0: 8.5 8.0 31.6 55.3 55.7 95.4 95.2: 4.6 4.8
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 : 122: 19 29 38 60 66 101 113:
Old : 122: 19 29 38 60 66 101 113:
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 : 35.5 28.5 51.3 44.9 25.0 21.2 29.4 27.9
Old : 35.5 28.5 51.3 44.9 25.0 21.2 29.4 27.9
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, November 8, 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 : 44,713: 7,216 4,359 926 30,036 34,389 38,178 39,674: 6,535 5,039
Old : 44,713: 7,216 4,359 926 30,036 34,389 38,178 39,674: 6,535 5,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -14,252: -829 2,046 -4,062 -7,313 -8,838 -12,205 -10,855: -2,048 -3,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 9.7 2.1 67.2 76.9 85.4 88.7: 14.6 11.3
Old : 100.0: 16.1 9.7 2.1 67.2 76.9 85.4 88.7: 14.6 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 17 12 7 37 30 60 43:
Old : 88: 17 12 7 37 30 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 : 22.6 43.9 36.9 58.2 22.6 43.8 36.9 55.9
Old : 22.6 43.9 36.9 58.2 22.6 43.8 36.9 55.9
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, November 8, 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 : 89,426: 14,431 8,719 1,853 60,072 68,777 76,355 79,348: 13,071 10,078
Old : 89,426: 14,431 8,719 1,853 60,072 68,777 76,355 79,348: 13,071 10,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,243: -2,276 -580 -594 4,459 1,880 1,589 705: -346 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 9.7 2.1 67.2 76.9 85.4 88.7: 14.6 11.3
Old : 100.0: 16.1 9.7 2.1 67.2 76.9 85.4 88.7: 14.6 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 17 12 7 37 30 60 43:
Old : 88: 17 12 7 37 30 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 : 22.6 43.9 36.9 58.2 22.6 43.8 36.9 55.9
Old : 22.6 43.9 36.9 58.2 22.6 43.8 36.9 55.9
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, November 8, 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 : 13,772: 6,032 13,254 514 6,740 0 13,286 13,768: 486 4
Old : 13,772: 6,032 13,254 514 6,740 0 13,286 13,768: 486 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 136: -101 143 0 84 0 -17 143: 153 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 96.2 3.7 48.9 0.0 96.5 100.0: 3.5 0.0
Old : 100.0: 43.8 96.2 3.7 48.9 0.0 96.5 100.0: 3.5 0.0
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 : 26: 11 12 2 3 0 16 12:
Old : 26: 11 12 2 3 0 16 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 : 73.3 81.7 90.0 95.8 73.3 77.9 88.4 92.1
Old : 73.3 81.7 90.0 95.8 73.3 77.9 88.4 92.1
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, November 8, 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 : 10,707: 1,139 1,363 0 9,341 9,234 10,480 10,597: 227 110
Old : 10,707: 1,139 1,363 0 9,341 9,234 10,480 10,597: 227 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 561: 115 591 -1 453 -29 567 561: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.7 0.0 87.2 86.2 97.9 99.0: 2.1 1.0
Old : 100.0: 10.6 12.7 0.0 87.2 86.2 97.9 99.0: 2.1 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 : 27: 7 5 0 5 11 12 16:
Old : 27: 7 5 0 5 11 12 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 : 87.2 78.1 96.6 91.5 87.2 78.1 96.6 91.5
Old : 87.2 78.1 96.6 91.5 87.2 78.1 96.6 91.5
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, November 8, 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 : 15,638: 1,301 2,042 0 14,055 13,413 15,356 15,455: 282 183
Old : 15,638: 1,301 2,042 0 14,055 13,413 15,356 15,455: 282 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 786: 805 390 0 -53 348 752 738: 34 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 13.1 0.0 89.9 85.8 98.2 98.8: 1.8 1.2
Old : 100.0: 8.3 13.1 0.0 89.9 85.8 98.2 98.8: 1.8 1.2
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 : 28: 8 3 0 5 12 13 15:
Old : 28: 8 3 0 5 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 : 90.9 69.6 96.6 90.3 90.9 69.6 96.6 90.3
Old : 90.9 69.6 96.6 90.3 90.9 69.6 96.6 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011