WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 433,994 COMMITMENTS 82,421 118,125 61,883 248,041 192,312 392,345 372,320 41,649 61,674 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 3,712) 43 7,957 -926 6,528 -3,086 5,645 3,945 -1,933 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 27.2 14.3 57.2 44.3 90.4 85.8 9.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405) 99 165 126 78 114 268 331 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,200,848 COMMITMENTS 390,487 98,322 99,684 565,396 780,521 1055567 978,527 145,281 222,321 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -51,008) -19,999 9,251 -14,963 1,748 -42,525 -33,214 -48,237 -17,794 -2,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 8.2 8.3 47.1 65.0 87.9 81.5 12.1 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768) 200 138 173 219 352 511 595 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,361 COMMITMENTS 3,605 769 416 6,059 9,769 10,080 10,954 2,281 1,407 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 507) 89 172 138 499 -45 726 265 -219 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 6.2 3.4 49.0 79.0 81.5 88.6 18.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 18 4 4 14 9 32 17 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 525,466 COMMITMENTS 147,622 67,153 53,981 277,747 325,260 479,350 446,394 46,116 79,072 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -5,319) 1,307 2,782 -5,987 866 -101 -3,814 -3,306 -1,505 -2,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 12.8 10.3 52.9 61.9 91.2 85.0 8.8 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492) 145 120 136 112 188 329 392 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,681 COMMITMENTS 18,855 1,623 171 6 4,958 19,032 6,752 2,649 14,929 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -198) -485 348 25 0 -302 -460 71 262 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.0 7.5 0.8 0.0 22.9 87.8 31.1 12.2 68.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 15 5 7 2 13 17 25 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 285,915 COMMITMENTS 67,520 55,109 33,525 155,504 169,174 256,549 257,808 29,366 28,107 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -4,544) -5,004 6,747 2,303 -2,934 -10,863 -5,635 -1,813 1,091 -2,731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 19.3 11.7 54.4 59.2 89.7 90.2 10.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 61 78 78 61 62 179 185 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 598,632 COMMITMENTS 58,780 140,686 5,705 391,905 313,970 456,390 460,361 142,242 138,271 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -43,122) -16,174 1,310 -1,000 -18,368 -46,758 -35,542 -46,448 -7,580 3,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 23.5 1.0 65.5 52.4 76.2 76.9 23.8 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 22 30 9 67 67 95 100 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 380,405 COMMITMENTS 58,428 61,970 358 261,926 274,252 320,712 336,580 59,693 43,825 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -6,814) 5,920 644 -250 -8,571 -8,037 -2,901 -7,643 -3,913 829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 16.3 0.1 68.9 72.1 84.3 88.5 15.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 8 11 1 36 36 44 48 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,896 COMMITMENTS 651 516 308 7,575 7,868 8,534 8,692 362 204 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -119) 141 51 -131 -31 82 -21 2 -98 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 5.8 3.5 85.2 88.4 95.9 97.7 4.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 4 4 22 28 30 34 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 191,542 COMMITMENTS 43,841 34,029 25,000 92,350 105,022 161,191 164,051 30,351 27,491 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -11,813) 326 1,937 -2,553 -4,285 -8,008 -6,512 -8,624 -5,301 -3,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 17.8 13.1 48.2 54.8 84.2 85.6 15.8 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 45 42 41 62 62 134 129 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,240 COMMITMENTS 4,086 2,861 1,798 7,576 10,895 13,460 15,554 3,780 1,686 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -300) 92 212 -87 -121 -206 -116 -81 -184 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 16.6 10.4 43.9 63.2 78.1 90.2 21.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 28 17 17 21 16 60 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 987,654 COMMITMENTS 237,343 183,621 12,799 632,699 642,453 882,841 838,873 104,813 148,781 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -38,544) -14,102 -5,348 -1,993 -20,978 -31,452 -37,073 -38,793 -1,471 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 18.6 1.3 64.1 65.0 89.4 84.9 10.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 45 59 20 87 120 144 187 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,764,483 COMMITMENTS 222,040 314,763 29,087 1224104 1087187 1475231 1431037 289,252 333,446 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -41,190) -13,756 12,004 3,162 -20,389 -36,634 -30,983 -21,468 -10,207 -19,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 17.8 1.6 69.4 61.6 83.6 81.1 16.4 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 40 61 25 112 139 164 213 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,454,271 COMMITMENTS 383,191 179,378 10,910 842,404 974,610 1236505 1164898 217,766 289,373 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -110,325) -65,700 1,749 -3,973 -25,690 -110,660 -95,363 -112,884 -14,962 2,559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 12.3 0.8 57.9 67.0 85.0 80.1 15.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 29 41 13 76 105 114 151 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 718,588 COMMITMENTS 64,104 62,899 114,562 509,027 492,883 687,693 670,344 30,895 48,244 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -56,662) -19,348 -5,979 -13,178 -17,465 -29,079 -49,991 -48,236 -6,671 -8,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 8.8 15.9 70.8 68.6 95.7 93.3 4.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 24 33 35 62 73 105 126 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,758 COMMITMENTS 18,169 4,688 258 24,978 40,882 43,404 45,827 6,354 3,931 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 10,162) 7,328 2,322 -15 2,460 7,960 9,773 10,267 389 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 9.4 0.5 50.2 82.2 87.2 92.1 12.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 23 13 2 33 27 57 41 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 99,515 COMMITMENTS 36,337 9,375 515 49,956 81,763 86,808 91,653 12,707 7,862 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 20,324) 14,655 4,643 -29 4,920 15,920 19,546 20,534 778 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 9.4 0.5 50.2 82.2 87.2 92.1 12.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 23 13 2 33 27 57 41 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 6,219 COMMITMENTS 2,998 1,783 486 1,814 3,813 5,298 6,082 921 137 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 58) 60 30 0 -4 0 56 30 2 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.2 28.7 7.8 29.2 61.3 85.2 97.8 14.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 6 1 3 1 14 7 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,911 COMMITMENTS 1,402 733 16 12,211 13,112 13,629 13,861 282 50 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 507) -1,916 -26 4 2,496 533 584 511 -77 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 5.3 0.1 87.8 94.3 98.0 99.6 2.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 6 1 8 12 13 19 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 25,408 COMMITMENTS 4,542 1,488 0 20,608 23,850 25,150 25,338 258 70 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -158) -646 655 0 546 -803 -100 -148 -58 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 5.9 0.0 81.1 93.9 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 7 0 8 13 13 20
Updated July 8, 2011