WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 514,755: 71,005 128,755 130,006 275,482 192,518 476,492 451,279: 38,263 63,477
Old : 384,652: 60,665 102,068 91,075 201,964 145,797 353,703 338,940: 30,949 45,712
Other: 130,103: 27,648 43,995 21,623 73,518 46,720 122,789 112,339: 7,314 17,764
: : :
: : Changes in Commitments from: November 15, 2011 :
: -7,740: -2,520 9,470 327 99 -12,135 -2,094 -2,337: -5,647 -5,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 25.0 25.3 53.5 37.4 92.6 87.7: 7.4 12.3
Old : 100.0: 15.8 26.5 23.7 52.5 37.9 92.0 88.1: 8.0 11.9
Other: 100.0: 21.3 33.8 16.6 56.5 35.9 94.4 86.3: 5.6 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 103 171 174 107 121 317 370:
Old : 403: 112 152 146 100 114 290 342:
Other: 244: 47 87 67 49 91 144 205:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 9.4 31.4 15.8 18.2 7.2 28.0 11.4
Old : 19.9 10.9 30.0 18.4 18.5 8.9 27.0 14.6
Other: 31.9 13.2 47.5 22.1 28.8 10.0 43.5 17.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,897,477: 296,079 123,460 584,959 843,365 920,178 1,724,403 1,628,597: 173,073 268,879
Old : 1,634,008: 277,258 115,964 507,098 696,764 784,160 1,481,120 1,407,222: 152,888 226,786
Other: 263,469: 59,483 48,158 37,199 146,601 136,018 243,283 221,375: 20,186 42,094
: : :
: : Changes in Commitments from: November 15, 2011 :
: -13,469: -28,284 19,704 -1,180 17,726 -56,038 -11,738 -37,514: -1,731 24,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 6.5 30.8 44.4 48.5 90.9 85.8: 9.1 14.2
Old : 100.0: 17.0 7.1 31.0 42.6 48.0 90.6 86.1: 9.4 13.9
Other: 100.0: 22.6 18.3 14.1 55.6 51.6 92.3 84.0: 7.7 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 802: 201 198 302 302 348 660 708:
Old : 792: 224 178 284 297 342 640 691:
Other: 482: 67 106 70 96 260 201 405:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 10.1 20.4 15.5 8.6 5.4 13.2 8.4
Old : 11.6 9.5 19.7 14.8 8.9 5.4 13.9 8.5
Other: 29.1 20.8 42.1 28.4 20.7 12.7 30.0 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 19,885: 2,174 2,751 3,198 12,031 11,661 17,403 17,610: 2,483 2,275
Old : 19,518: 2,261 2,717 3,062 11,785 11,523 17,108 17,302: 2,410 2,215
Other: 368: 4 125 46 245 138 295 308: 73 60
: : :
: : Changes in Commitments from: November 15, 2011 :
: -359: 5 348 695 -750 -1,375 -49 -332: -309 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 13.8 16.1 60.5 58.6 87.5 88.6: 12.5 11.4
Old : 100.0: 11.6 13.9 15.7 60.4 59.0 87.7 88.6: 12.3 11.4
Other: 100.0: 1.2 34.0 12.4 66.7 37.4 80.2 83.8: 19.8 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 13 15 8 17 10 34 29:
Old : 45: 14 14 8 17 10 34 29:
Other: 15: 3 4 4 6 4 11 10:
:----------------------------------------------------------------------------------------------------
: 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 : 43.9 61.6 60.8 73.5 36.6 49.2 47.3 55.1
Old : 44.4 62.2 60.8 74.1 37.5 51.0 48.3 57.0
Other: 65.0 65.8 77.4 82.0 58.7 60.6 62.9 66.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 721,811: 96,016 88,083 231,194 346,684 314,098 673,894 633,376: 47,916 88,435
Old : 646,600: 86,330 95,785 204,900 312,219 269,334 603,449 570,018: 43,151 76,582
Other: 75,211: 26,601 9,213 9,380 34,465 44,765 70,446 63,357: 4,765 11,853
: : :
: : Changes in Commitments from: November 15, 2011 :
: 19,636: -13,417 4,463 24,270 17,112 -5,887 27,966 22,847: -8,330 -3,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.2 32.0 48.0 43.5 93.4 87.7: 6.6 12.3
Old : 100.0: 13.4 14.8 31.7 48.3 41.7 93.3 88.2: 6.7 11.8
Other: 100.0: 35.4 12.2 12.5 45.8 59.5 93.7 84.2: 6.3 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 492: 126 164 198 132 158 385 417:
Old : 488: 131 164 183 130 154 370 408:
Other: 240: 55 54 39 45 108 126 180:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 15.4 21.8 22.6 10.0 10.0 16.1 14.2
Old : 14.0 15.9 23.7 23.2 11.5 11.6 18.4 16.0
Other: 36.7 24.9 49.8 41.8 26.7 22.4 37.5 35.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 385,822: 50,233 70,745 84,446 222,225 194,977 356,904 350,168: 28,918 35,653
Old : 365,759: 49,736 72,223 79,126 210,228 179,967 339,090 331,316: 26,670 34,443
Other: 20,062: 3,263 1,289 2,553 11,998 15,010 17,814 18,852: 2,248 1,210
: : :
: : Changes in Commitments from: November 15, 2011 :
: 19,885: -7,016 5,809 7,083 22,233 4,072 22,299 16,964: -2,415 2,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.3 21.9 57.6 50.5 92.5 90.8: 7.5 9.2
Old : 100.0: 13.6 19.7 21.6 57.5 49.2 92.7 90.6: 7.3 9.4
Other: 100.0: 16.3 6.4 12.7 59.8 74.8 88.8 94.0: 11.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 66 92 97 76 76 203 227:
Old : 268: 65 101 95 74 75 198 226:
Other: 67: 21 8 17 27 23 54 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 20.0 25.8 33.6 9.8 15.2 17.2 22.1
Old : 16.0 19.3 26.2 32.4 10.1 14.7 17.9 21.6
Other: 34.2 49.5 51.0 66.2 22.3 38.7 36.2 51.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 810,808: 57,977 89,823 93,218 488,694 477,132 639,890 660,173: 170,918 150,635
Old : 810,808: 57,977 89,823 93,218 488,694 477,132 639,890 660,173: 170,918 150,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 42,033: -2,238 -8,368 27,368 1,481 9,838 26,612 28,839: 15,421 13,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 11.1 11.5 60.3 58.8 78.9 81.4: 21.1 18.6
Old : 100.0: 7.2 11.1 11.5 60.3 58.8 78.9 81.4: 21.1 18.6
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 : 156: 27 30 37 83 82 131 128:
Old : 156: 27 30 37 83 82 131 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 20.3 28.4 30.7 18.0 18.6 24.7 26.5
Old : 19.4 20.3 28.4 30.7 18.0 18.6 24.7 26.5
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 22, 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 : 411,352: 58,186 31,835 5,164 279,027 327,967 342,377 364,966: 68,975 46,386
Old : 411,352: 58,186 31,835 5,164 279,027 327,967 342,377 364,966: 68,975 46,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 15,750: 2,120 2,754 2,328 13,124 6,361 17,571 11,443: -1,822 4,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 7.7 1.3 67.8 79.7 83.2 88.7: 16.8 11.3
Old : 100.0: 14.1 7.7 1.3 67.8 79.7 83.2 88.7: 16.8 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 : 73: 9 5 3 43 40 54 46:
Old : 73: 9 5 3 43 40 54 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 : 24.3 47.5 40.1 61.1 20.7 45.6 35.2 58.3
Old : 24.3 47.5 40.1 61.1 20.7 45.6 35.2 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 10,308: 1,057 1,155 972 7,514 7,474 9,543 9,601: 765 707
Old : 10,308: 1,057 1,155 972 7,514 7,474 9,543 9,601: 765 707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -840: -123 315 -369 -25 -480 -517 -534: -323 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.2 9.4 72.9 72.5 92.6 93.1: 7.4 6.9
Old : 100.0: 10.3 11.2 9.4 72.9 72.5 92.6 93.1: 7.4 6.9
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 : 34: 7 3 5 19 23 29 28:
Old : 34: 7 3 5 19 23 29 28:
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 : 45.7 46.0 65.6 69.7 27.0 27.3 36.1 37.7
Old : 45.7 46.0 65.6 69.7 27.0 27.3 36.1 37.7
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, November 22, 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 : 245,592: 28,015 60,867 47,643 134,340 100,760 209,998 209,270: 35,594 36,321
Old : 222,485: 28,587 60,234 39,151 122,214 89,274 189,953 188,659: 32,533 33,827
Other: 23,106: 2,301 3,506 5,619 12,126 11,486 20,046 20,612: 3,061 2,495
: : :
: : Changes in Commitments from: November 15, 2011 :
: 2,262: -4,045 1,499 -980 8,605 1,871 3,580 2,390: -1,318 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 24.8 19.4 54.7 41.0 85.5 85.2: 14.5 14.8
Old : 100.0: 12.8 27.1 17.6 54.9 40.1 85.4 84.8: 14.6 15.2
Other: 100.0: 10.0 15.2 24.3 52.5 49.7 86.8 89.2: 13.2 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 38 71 55 78 70 149 171:
Old : 204: 42 74 50 77 69 148 165:
Other: 71: 6 21 17 32 23 50 50:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 20.7 30.9 30.0 15.1 14.8 21.1 20.6
Old : 21.2 20.4 31.5 29.2 16.3 15.0 22.0 21.3
Other: 41.5 41.1 60.4 55.5 36.4 33.3 45.8 41.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 19,429: 2,805 4,359 3,198 9,727 9,495 15,730 17,052: 3,699 2,376
Old : 19,249: 2,798 4,356 3,196 9,652 9,331 15,646 16,883: 3,603 2,365
Other: 180: 7 3 2 75 164 84 169: 96 11
: : :
: : Changes in Commitments from: November 15, 2011 :
: 639: -188 455 519 437 -903 768 71: -129 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 22.4 16.5 50.1 48.9 81.0 87.8: 19.0 12.2
Old : 100.0: 14.5 22.6 16.6 50.1 48.5 81.3 87.7: 18.7 12.3
Other: 100.0: 3.9 1.7 1.1 41.7 91.1 46.7 93.9: 53.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 20 29 19 27 19 61 57:
Old : 86: 20 29 19 27 19 61 57:
Other: 11: 1 1 1 1 7 3 9:
:----------------------------------------------------------------------------------------------------
: 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 34.4 37.1 44.4 24.4 27.5 36.3 36.5
Old : 24.7 34.1 37.5 44.1 24.7 27.1 36.6 36.6
Other: 46.7 86.1 46.7 92.8 45.6 86.1 45.6 92.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 808,804: 186,035 161,967 43,984 470,214 488,679 700,233 694,631: 108,571 114,174
Old : 808,804: 186,035 161,967 43,984 470,214 488,679 700,233 694,631: 108,571 114,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -2,026: -35,646 25,649 -3,019 32,585 -32,461 -6,081 -9,831: 4,055 7,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 20.0 5.4 58.1 60.4 86.6 85.9: 13.4 14.1
Old : 100.0: 23.0 20.0 5.4 58.1 60.4 86.6 85.9: 13.4 14.1
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 : 218: 36 47 26 86 110 142 164:
Old : 218: 36 47 26 86 110 142 164:
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 : 26.8 16.1 37.6 25.4 25.4 12.9 33.2 20.5
Old : 26.8 16.1 37.6 25.4 25.4 12.9 33.2 20.5
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 22, 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 : 1,891,403: 210,385 217,749 222,725 1,138,496 1,121,214 1,571,607 1,561,688: 319,796 329,715
Old : 1,891,403: 210,385 217,749 222,725 1,138,496 1,121,214 1,571,607 1,561,688: 319,796 329,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 81,947: 24,891 -65,281 28,795 12,782 87,491 66,468 51,004: 15,479 30,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.5 11.8 60.2 59.3 83.1 82.6: 16.9 17.4
Old : 100.0: 11.1 11.5 11.8 60.2 59.3 83.1 82.6: 16.9 17.4
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 : 257: 49 48 62 131 147 207 230:
Old : 257: 49 48 62 131 147 207 230:
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 : 18.7 13.8 28.2 19.7 16.4 9.9 23.7 15.2
Old : 18.7 13.8 28.2 19.7 16.4 9.9 23.7 15.2
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 22, 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 : 1,438,760: 410,856 131,915 98,080 709,249 972,402 1,218,186 1,202,397: 220,574 236,362
Old : 1,438,760: 410,856 131,915 98,080 709,249 972,402 1,218,186 1,202,397: 220,574 236,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 26,144: -19,736 4,440 -4,270 39,416 25,278 15,410 25,447: 10,734 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 9.2 6.8 49.3 67.6 84.7 83.6: 15.3 16.4
Old : 100.0: 28.6 9.2 6.8 49.3 67.6 84.7 83.6: 15.3 16.4
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 : 190: 36 26 38 90 111 143 159:
Old : 190: 36 26 38 90 111 143 159:
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 : 28.1 16.5 37.9 25.6 25.4 15.4 33.1 22.9
Old : 28.1 16.5 37.9 25.6 25.4 15.4 33.1 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 22, 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 : 768,845: 76,152 62,205 235,161 418,733 424,243 730,046 721,609: 38,799 47,236
Old : 768,845: 76,152 62,205 235,161 418,733 424,243 730,046 721,609: 38,799 47,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -99: 8,117 836 -1,156 2,205 2,497 9,166 2,177: -9,264 -2,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.1 30.6 54.5 55.2 95.0 93.9: 5.0 6.1
Old : 100.0: 9.9 8.1 30.6 54.5 55.2 95.0 93.9: 5.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 23 25 36 57 64 96 110:
Old : 119: 23 25 36 57 64 96 110:
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 : 37.0 28.7 52.6 44.9 26.7 21.1 31.6 29.2
Old : 37.0 28.7 52.6 44.9 26.7 21.1 31.6 29.2
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 22, 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 : 63,642: 8,227 4,099 5,196 42,275 47,619 55,698 56,914: 7,943 6,727
Old : 63,642: 8,227 4,099 5,196 42,275 47,619 55,698 56,914: 7,943 6,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 16,061: -1,679 28 4,159 13,061 10,724 15,540 14,910: 521 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.4 8.2 66.4 74.8 87.5 89.4: 12.5 10.6
Old : 100.0: 12.9 6.4 8.2 66.4 74.8 87.5 89.4: 12.5 10.6
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 : 97: 24 15 11 40 34 71 53:
Old : 97: 24 15 11 40 34 71 53:
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 : 25.5 43.7 37.9 59.2 20.6 36.4 31.8 48.2
Old : 25.5 43.7 37.9 59.2 20.6 36.4 31.8 48.2
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, November 22, 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 : 17,687: 3,019 1,218 425 12,642 13,392 16,086 15,036: 1,602 2,652
Old : 17,687: 3,019 1,218 425 12,642 13,392 16,086 15,036: 1,602 2,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.9 2.4 71.5 75.7 90.9 85.0: 9.1 15.0
Old : 100.0: 17.1 6.9 2.4 71.5 75.7 90.9 85.0: 9.1 15.0
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 : 20: 4 2 3 8 8 12 13:
Old : 20: 4 2 3 8 8 12 13:
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 : 60.9 66.9 82.6 82.0 59.0 66.9 78.8 81.1
Old : 60.9 66.9 82.6 82.0 59.0 66.9 78.8 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 91,908: 17,504 12,849 2,455 59,266 68,453 79,225 83,757: 12,683 8,151
Old : 91,908: 17,504 12,849 2,455 59,266 68,453 79,225 83,757: 12,683 8,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -3,253: -2,309 4,706 380 838 -5,336 -1,091 -250: -2,162 -3,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.0 2.7 64.5 74.5 86.2 91.1: 13.8 8.9
Old : 100.0: 19.0 14.0 2.7 64.5 74.5 86.2 91.1: 13.8 8.9
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 : 95: 25 13 9 37 30 67 47:
Old : 95: 25 13 9 37 30 67 47:
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 : 22.5 45.9 36.2 60.1 22.5 45.5 36.2 56.9
Old : 22.5 45.9 36.2 60.1 22.5 45.5 36.2 56.9
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 22, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 16,040: 6,531 15,516 516 8,797 0 15,844 16,032: 196 8
Old : 16,040: 6,531 15,516 516 8,797 0 15,844 16,032: 196 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 1,017: 133 1,157 2 1,030 0 1,165 1,159: -148 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 96.7 3.2 54.8 0.0 98.8 100.0: 1.2 0.0
Old : 100.0: 40.7 96.7 3.2 54.8 0.0 98.8 100.0: 1.2 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 : 74.1 83.1 93.0 95.9 74.1 79.9 91.6 92.7
Old : 74.1 83.1 93.0 95.9 74.1 79.9 91.6 92.7
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 22, 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 : 10,782: 2,148 709 0 8,367 9,935 10,515 10,644: 267 138
Old : 10,782: 2,148 709 0 8,367 9,935 10,515 10,644: 267 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 753: 942 159 0 -224 574 718 733: 35 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 6.6 0.0 77.6 92.1 97.5 98.7: 2.5 1.3
Old : 100.0: 19.9 6.6 0.0 77.6 92.1 97.5 98.7: 2.5 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 : 27: 8 4 0 5 11 13 15:
Old : 27: 8 4 0 5 11 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 : 81.5 77.7 95.4 93.4 81.5 77.7 95.4 93.3
Old : 81.5 77.7 95.4 93.4 81.5 77.7 95.4 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 15,028: 721 1,542 0 13,994 13,341 14,715 14,883: 313 145
Old : 15,028: 721 1,542 0 13,994 13,341 14,715 14,883: 313 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -34: -183 233 0 167 -268 -16 -35: -18 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.3 0.0 93.1 88.8 97.9 99.0: 2.1 1.0
Old : 100.0: 4.8 10.3 0.0 93.1 88.8 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 : 29: 5 6 0 5 13 10 19:
Old : 29: 5 6 0 5 13 10 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.6 68.6 97.4 87.1 94.6 68.6 97.4 87.1
Old : 94.6 68.6 97.4 87.1 94.6 68.6 97.4 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011