WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,734 COMMITMENTS 79,135 93,575 60,434 235,074 197,493 374,643 351,502 35,091 58,232 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -21,864) -3,046 -18,039 -3,011 -13,503 75 -19,560 -20,975 -2,304 -889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 22.8 14.7 57.4 48.2 91.4 85.8 8.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 100 140 125 75 110 268 308 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,237,201 COMMITMENTS 491,717 107,548 102,399 497,222 787,716 1091338 997,663 145,863 239,538 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -28,023) 20,096 4,957 -15,581 -25,937 -16,237 -21,422 -26,861 -6,601 -1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 8.7 8.3 40.2 63.7 88.2 80.6 11.8 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 892) 262 162 176 186 380 547 658 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,929 COMMITMENTS 3,298 463 541 7,304 11,890 11,143 12,894 2,786 1,035 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1) -76 -534 -232 136 1,283 -172 517 173 -516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 3.3 3.9 52.4 85.4 80.0 92.6 20.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 20 4 5 14 10 35 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 579,933 COMMITMENTS 246,507 48,823 66,950 202,032 393,756 515,489 509,529 64,444 70,404 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 49,115) 48,751 -2,165 15,926 -21,839 35,689 42,838 49,450 6,277 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 8.4 11.5 34.8 67.9 88.9 87.9 11.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600) 243 110 164 102 193 426 422 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 25,820 COMMITMENTS 22,140 3,005 60 8 6,414 22,208 9,479 3,612 16,341 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,008) 1,639 406 -63 0 515 1,576 858 432 1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.7 11.6 0.2 0.0 24.8 86.0 36.7 14.0 63.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 21 12 5 1 16 22 33 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 281,529 COMMITMENTS 73,434 35,286 38,486 136,267 183,659 248,187 257,431 33,342 24,098 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 4,665) 11,072 -15,795 4,852 -17,443 18,789 -1,519 7,846 6,184 -3,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 12.5 13.7 48.4 65.2 88.2 91.4 11.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 84 56 69 62 64 195 162 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 689,017 COMMITMENTS 61,361 92,401 9,996 459,211 445,053 530,568 547,450 158,449 141,567 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 32,967) -4,934 -19,693 -3,968 29,739 43,202 20,837 19,541 12,130 13,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 13.4 1.5 66.6 64.6 77.0 79.5 23.0 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 27 22 14 69 63 102 93 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 427,295 COMMITMENTS 50,302 46,133 16,771 287,419 324,866 354,492 387,770 72,803 39,525 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 19,805) -1,864 -11,549 14,041 6,617 17,272 18,794 19,764 1,011 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 10.8 3.9 67.3 76.0 83.0 90.7 17.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 7 8 3 43 39 51 49 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,324 COMMITMENTS 943 844 801 7,954 8,283 9,698 9,928 626 396 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 231) -93 -154 191 150 195 248 232 -17 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 8.2 7.8 77.0 80.2 93.9 96.2 6.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 3 4 23 25 32 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 200,624 COMMITMENTS 69,878 21,865 25,105 65,792 132,873 160,775 179,843 39,849 20,781 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 16,988) 11,924 -939 6,872 -1,948 14,123 16,848 20,056 140 -3,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 10.9 12.5 32.8 66.2 80.1 89.6 19.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 74 34 57 58 65 169 144 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,164 COMMITMENTS 4,708 2,163 2,855 6,936 13,189 14,499 18,207 4,665 957 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 514) 635 -167 199 -255 641 579 673 -65 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 11.3 14.9 36.2 68.8 75.7 95.0 24.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 37 17 25 22 16 77 49 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 887,138 COMMITMENTS 183,434 167,416 39,404 537,364 545,356 760,202 752,176 126,936 134,962 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -69,658) -26,131 -16,152 20,857 -78,775 -83,560 -84,049 -78,855 14,391 9,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 18.9 4.4 60.6 61.5 85.7 84.8 14.3 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 37 51 20 92 118 143 176 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,011,822 COMMITMENTS 231,773 231,636 61,378 1428479 1401190 1721630 1694204 290,192 317,618 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 66,350) -20,795 -34,530 16,059 62,810 95,881 58,074 77,410 8,276 -11,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 11.5 3.1 71.0 69.6 85.6 84.2 14.4 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 44 41 28 111 126 169 181 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,431,167 COMMITMENTS 370,595 90,719 43,947 780,801 1017137 1195343 1151803 235,824 279,364 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 15,730) -37,635 -53,750 17,932 32,559 33,424 12,856 -2,394 2,874 18,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 6.3 3.1 54.6 71.1 83.5 80.5 16.5 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 39 19 19 76 103 122 134 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 799,502 COMMITMENTS 89,618 69,916 104,849 567,349 579,713 761,816 754,478 37,686 45,024 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -9,693) 2,559 2,292 -4,067 -6,751 -7,523 -8,259 -9,298 -1,434 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 8.7 13.1 71.0 72.5 95.3 94.4 4.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 19 30 33 63 72 103 120 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 52,814 COMMITMENTS 7,037 3,844 3,177 36,657 38,333 46,871 45,353 5,943 7,461 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 598) -375 2,561 -59 1,504 -2,751 1,070 -249 -472 847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 7.3 6.0 69.4 72.6 88.7 85.9 11.3 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 15 10 8 38 35 58 50 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 13,834 COMMITMENTS 2,529 2,450 43 9,002 9,711 11,574 12,204 2,260 1,630 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 60) 55 -10 9 0 0 64 -1 -4 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 17.7 0.3 65.1 70.2 83.7 88.2 16.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 2 8 7 15 10 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 77,959 COMMITMENTS 15,156 8,927 127 55,310 57,244 70,593 66,298 7,366 11,661 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,076) -750 5,251 -245 3,007 -5,501 2,012 -495 -936 1,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 11.5 0.2 70.9 73.4 90.6 85.0 9.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 14 10 4 36 33 51 46 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 12,337 COMMITMENTS 5,364 7,012 1,512 4,907 3,813 11,783 12,337 554 0 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 82) 118 41 56 -69 0 105 97 -23 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 56.8 12.3 39.8 30.9 95.5 100.0 4.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 11 11 2 3 1 16 12 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,444 COMMITMENTS 2,349 414 4 8,761 10,947 11,114 11,365 330 79 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -1,103) 237 2 4 -1,337 -1,125 -1,096 -1,119 -7 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 3.6 0.0 76.6 95.7 97.1 99.3 2.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 3 1 7 14 16 18 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 21,226 COMMITMENTS 3,313 1,253 4 17,633 19,892 20,950 21,149 276 77 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 510) 455 -63 0 104 561 559 498 -49 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 5.9 0.0 83.1 93.7 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 12 3 1 6 13 18 17
Updated September 2, 2011