WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 420,266 COMMITMENTS 74,525 118,042 65,545 247,216 179,368 387,286 362,955 32,980 57,311 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 160) -506 -7,066 1,830 -683 4,090 641 -1,146 -481 1,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 28.1 15.6 58.8 42.7 92.2 86.4 7.8 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 113 157 132 88 110 285 328 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,202,658 COMMITMENTS 379,544 107,874 100,579 582,314 758,392 1062437 966,845 140,221 235,813 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 8,507) -29,891 7,231 4,534 31,727 300 6,370 12,065 2,137 -3,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 9.0 8.4 48.4 63.1 88.3 80.4 11.7 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 783) 201 163 166 215 339 504 597 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,420 COMMITMENTS 3,271 2,233 196 9,207 11,127 12,674 13,556 2,746 1,864 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 664) -78 176 -44 698 281 576 413 88 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 14.5 1.3 59.7 72.2 82.2 87.9 17.8 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 11 5 15 5 32 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 573,569 COMMITMENTS 162,308 51,737 85,606 279,658 352,492 527,572 489,835 45,997 83,734 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,187) -4,729 4,857 5,849 1,310 -13,880 2,430 -3,174 -3,617 1,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 9.0 14.9 48.8 61.5 92.0 85.4 8.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525) 159 132 175 115 170 376 413 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 19,968 COMMITMENTS 16,352 3,071 186 9 4,198 16,547 7,455 3,421 12,513 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -215) -645 80 86 1 177 -558 343 343 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.9 15.4 0.9 0.0 21.0 82.9 37.3 17.1 62.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 16 11 5 2 11 19 26 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 287,854 COMMITMENTS 64,321 67,446 27,839 168,300 158,924 260,460 254,209 27,394 33,645 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 6,826) 1,573 8,311 2,180 2,873 -4,370 6,626 6,121 200 705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 23.4 9.7 58.5 55.2 90.5 88.3 9.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 65 78 68 67 64 179 179 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,846 COMMITMENTS 65,916 91,883 5,933 421,612 393,991 493,461 491,807 133,385 135,039 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -11,444) -3,708 -1,098 -2,485 -1,913 -11,982 -8,106 -15,565 -3,338 4,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 14.7 0.9 67.3 62.9 78.7 78.5 21.3 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 28 36 12 67 69 104 108 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 376,982 COMMITMENTS 55,693 36,976 1,520 253,613 290,990 310,826 329,486 66,156 47,496 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -266) 1,753 -5,827 416 -2,457 1,913 -288 -3,498 22 3,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 9.8 0.4 67.3 77.2 82.5 87.4 17.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 7 6 3 42 40 51 47 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,872 COMMITMENTS 1,114 275 586 6,690 7,538 8,390 8,399 482 473 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -293) 308 -136 -334 -292 214 -318 -256 25 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 3.1 6.6 75.4 85.0 94.6 94.7 5.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 3 4 18 22 26 26 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 184,653 COMMITMENTS 39,564 40,239 22,618 90,619 91,823 152,801 154,680 31,852 29,973 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 7,075) -2,934 5,761 6,896 1,980 -7,490 5,942 5,167 1,133 1,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 21.8 12.2 49.1 49.7 82.8 83.8 17.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 46 50 41 74 60 145 139 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,388 COMMITMENTS 4,522 3,655 867 8,662 11,664 14,051 16,186 3,337 1,202 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 393) -176 89 423 537 -360 784 152 -391 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 21.0 5.0 49.8 67.1 80.8 93.1 19.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 27 18 15 23 14 58 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 735,257 COMMITMENTS 203,527 178,081 16,780 410,477 410,456 630,784 605,317 104,473 129,940 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -24,075) -14,240 -960 -2,632 -2,250 -31,642 -19,122 -35,234 -4,953 11,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 24.2 2.3 55.8 55.8 85.8 82.3 14.2 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 37 50 16 81 102 127 161 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,496,381 COMMITMENTS 154,499 268,513 15,972 1036473 915,360 1206944 1199845 289,437 296,536 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -58,952) -10,987 8,082 -1,505 -37,887 -46,296 -50,379 -39,719 -8,573 -19,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 17.9 1.1 69.3 61.2 80.7 80.2 19.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 25 50 17 98 119 133 176 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,228,941 COMMITMENTS 373,793 118,550 8,590 656,964 870,673 1039347 997,813 189,594 231,128 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -65,232) -26,477 16,236 1,044 -38,657 -60,231 -64,090 -42,951 -1,142 -22,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 9.6 0.7 53.5 70.8 84.6 81.2 15.4 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 32 33 12 68 101 105 141 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 623,049 COMMITMENTS 61,555 48,100 86,254 444,415 446,914 592,224 581,268 30,825 41,781 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -65,716) -10,350 -23,668 -7,059 -46,375 -39,987 -63,784 -70,714 -1,932 4,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 7.7 13.8 71.3 71.7 95.1 93.3 4.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 24 20 28 58 67 93 108 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 50,342 COMMITMENTS 8,763 1,882 4,036 31,919 38,754 44,718 44,672 5,624 5,670 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,514) 2,937 -1,425 -175 -1,333 4,234 1,429 2,634 1,085 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 3.7 8.0 63.4 77.0 88.8 88.7 11.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 21 7 9 35 31 59 46 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 12,362 COMMITMENTS 2,969 1,359 0 7,733 10,174 10,702 11,533 1,660 829 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,280) 7 10 0 -1,543 -1,399 -1,536 -1,389 256 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 11.0 0.0 62.6 82.3 86.6 93.3 13.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 0 7 7 11 9 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 75,959 COMMITMENTS 17,736 7,194 1,924 48,371 57,159 68,031 66,277 7,928 9,682 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 7,587) 6,602 -2,127 -1,092 420 11,265 5,930 8,046 1,657 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 9.5 2.5 63.7 75.2 89.6 87.3 10.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 19 9 6 33 27 54 40 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 11,432 COMMITMENTS 5,454 10,803 546 5,008 0 11,008 11,349 424 83 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,119) 1,230 2,186 -148 1,026 0 2,108 2,038 11 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 94.5 4.8 43.8 0.0 96.3 99.3 3.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 10 11 2 3 0 15 11 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,970 COMMITMENTS 1,802 1,765 40 8,815 9,105 10,657 10,910 313 60 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -414) -48 -453 31 -379 7 -396 -415 -18 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 16.1 0.4 80.4 83.0 97.1 99.5 2.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 6 2 5 13 14 20 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,434 COMMITMENTS 859 770 0 13,244 13,539 14,103 14,309 331 125 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -389) 345 -355 0 -802 -101 -457 -456 68 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 5.3 0.0 91.8 93.8 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 3 0 7 12 13 15
Updated October 7, 2011