WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,598 COMMITMENTS 82,181 111,614 63,445 248,577 197,418 394,203 372,477 37,395 59,121 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -3,112) 1,063 -1,997 -85 -2,542 705 -1,564 -1,377 -1,548 -1,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 25.9 14.7 57.6 45.7 91.3 86.3 8.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 100 147 134 87 122 282 327 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,265,224 COMMITMENTS 471,621 102,591 117,980 523,159 803,953 1112760 1024524 152,464 240,700 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 20,036) -365 3,972 3,477 10,645 4,472 13,757 11,921 6,279 8,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 8.1 9.3 41.3 63.5 87.9 81.0 12.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 857) 242 156 199 227 381 575 660 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,928 COMMITMENTS 3,374 997 773 7,168 10,607 11,315 12,377 2,613 1,551 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 850) 286 -108 122 684 815 1,092 829 -242 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 7.2 5.5 51.5 76.2 81.2 88.9 18.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 18 5 3 16 10 34 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 530,818 COMMITMENTS 197,756 50,988 51,024 223,871 358,067 472,651 460,079 58,167 70,739 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 23,933) 32,355 -6,240 2,159 -19,702 28,489 14,812 24,408 9,121 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 9.6 9.6 42.2 67.5 89.0 86.7 11.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551) 211 109 146 101 188 382 394 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,812 COMMITMENTS 20,501 2,599 123 8 5,899 20,632 8,621 3,180 15,191 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 550) 254 397 -6 0 173 248 564 302 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.1 10.9 0.5 0.0 24.8 86.6 36.2 13.4 63.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 20 10 6 1 15 21 31 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 276,864 COMMITMENTS 62,362 51,081 33,634 153,710 164,870 249,706 249,585 27,158 27,279 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -1,032) 2,270 -7,407 4,102 -7,890 3,100 -1,518 -205 486 -827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 18.4 12.1 55.5 59.5 90.2 90.1 9.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 69 67 73 67 66 183 172 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 656,050 COMMITMENTS 66,295 112,094 13,964 429,472 401,851 509,731 527,909 146,319 128,141 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 13,949) 442 3,040 2,305 12,855 -606 15,602 4,739 -1,653 9,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 17.1 2.1 65.5 61.3 77.7 80.5 22.3 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 28 36 23 74 75 113 123 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 407,490 COMMITMENTS 52,166 57,682 2,730 280,802 307,594 335,698 368,006 71,792 39,484 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -2,118) -3,365 -3,539 2,137 -4,109 -2,831 -5,337 -4,233 3,219 2,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 14.2 0.7 68.9 75.5 82.4 90.3 17.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 6 11 2 40 38 47 50 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,093 COMMITMENTS 1,036 998 610 7,804 8,088 9,450 9,696 643 397 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 457) 19 160 164 264 77 447 401 10 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 9.9 6.0 77.3 80.1 93.6 96.1 6.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 3 5 20 26 31 32 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 183,636 COMMITMENTS 57,954 22,804 18,233 67,740 118,750 143,927 159,787 39,709 23,849 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 18,292) 11,864 -1,138 3,198 -6,157 14,210 8,905 16,270 9,387 2,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 12.4 9.9 36.9 64.7 78.4 87.0 21.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 69 38 44 62 64 158 132 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,650 COMMITMENTS 4,073 2,330 2,656 7,191 12,548 13,920 17,534 4,730 1,116 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 347) -200 27 429 167 19 396 475 -49 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 12.5 14.2 38.6 67.3 74.6 94.0 25.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 31 17 24 24 15 72 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 956,796 COMMITMENTS 209,565 183,568 18,547 616,139 628,916 844,251 831,031 112,545 125,765 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -17,913) 3,513 -262 3,197 -27,900 -28,531 -21,190 -25,596 3,277 7,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 19.2 1.9 64.4 65.7 88.2 86.9 11.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 42 57 23 88 127 146 191 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,945,472 COMMITMENTS 252,568 266,166 45,319 1365669 1305309 1663556 1616794 281,916 328,678 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -25,805) 283 4,194 8,187 -20,715 -38,765 -12,245 -26,384 -13,560 579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 13.7 2.3 70.2 67.1 85.5 83.1 14.5 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 32 55 40 123 143 184 210 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,415,437 COMMITMENTS 408,230 144,469 26,015 748,242 983,713 1182487 1154197 232,950 261,240 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -7,033) 82,742 -6,278 5,500 -106,151 -6,769 -17,909 -7,547 10,876 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 10.2 1.8 52.9 69.5 83.5 81.5 16.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 29 39 26 80 110 126 158 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 809,195 COMMITMENTS 87,059 67,624 108,916 574,100 587,236 770,075 763,776 39,120 45,419 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -20,861) 1,849 5,962 -17,075 -2,840 -6,972 -18,066 -18,085 -2,795 -2,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 8.4 13.5 70.9 72.6 95.2 94.4 4.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 21 28 32 65 73 104 121 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 52,216 COMMITMENTS 7,412 1,283 3,235 35,154 41,084 45,801 45,602 6,415 6,614 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -1,644) -1,383 -4,803 211 -798 3,370 -1,969 -1,223 325 -422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 2.5 6.2 67.3 78.7 87.7 87.3 12.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 21 5 8 37 30 62 42 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 13,774 COMMITMENTS 2,474 2,460 34 9,002 9,711 11,510 12,205 2,264 1,569 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 162) 64 202 1 253 253 318 456 -156 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 17.9 0.2 65.4 70.5 83.6 88.6 16.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 1 8 7 14 10 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 76,883 COMMITMENTS 15,906 3,676 372 52,303 62,745 68,581 66,793 8,302 10,090 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -3,612) -2,783 -9,900 310 -2,101 6,233 -4,574 -3,357 962 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 4.8 0.5 68.0 81.6 89.2 86.9 10.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 20 6 5 34 28 55 38 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 12,255 COMMITMENTS 5,246 6,971 1,456 4,976 3,813 11,678 12,240 577 15 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,416) -542 796 606 1,329 0 1,393 1,402 23 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 56.9 11.9 40.6 31.1 95.3 99.9 4.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 11 2 3 1 14 12 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,547 COMMITMENTS 2,112 412 0 10,098 12,072 12,210 12,484 337 63 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -796) -1,068 1 -6 293 -793 -781 -798 -15 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 3.3 0.0 80.5 96.2 97.3 99.5 2.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 3 0 7 13 16 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 20,716 COMMITMENTS 2,858 1,316 4 17,529 19,331 20,391 20,651 325 65 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -512) -163 -253 4 -437 -283 -596 -532 84 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 6.4 0.0 84.6 93.3 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 4 1 6 13 17 18
Updated August 26, 2011