WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 428,942 COMMITMENTS 77,319 123,929 66,270 248,684 179,682 392,273 369,881 36,669 59,061 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -480) 2,989 -2,973 -3,071 -2,275 2,841 -2,357 -3,203 1,877 2,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 28.9 15.4 58.0 41.9 91.5 86.2 8.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 108 156 145 93 113 298 327 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,220,762 COMMITMENTS 375,881 111,048 120,673 580,335 756,913 1076889 988,634 143,873 232,128 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -16,569) 8,342 -14,828 -276 -19,712 5,205 -11,646 -9,899 -4,923 -6,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 9.1 9.9 47.5 62.0 88.2 81.0 11.8 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 759) 194 156 189 218 323 521 587 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,316 COMMITMENTS 3,599 2,072 154 9,670 12,316 13,423 14,542 2,893 1,774 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 464) 115 22 41 213 347 369 410 95 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 12.7 0.9 59.3 75.5 82.3 89.1 17.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 15 9 3 15 8 30 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 542,926 COMMITMENTS 124,197 59,878 69,043 300,414 331,512 493,654 460,433 49,272 82,493 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -46,341) -48,512 -2,237 -1,569 1,139 -43,323 -48,942 -47,129 2,601 788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 11.0 12.7 55.3 61.1 90.9 84.8 9.1 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449) 127 102 150 132 169 341 364 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 304,652 COMMITMENTS 60,570 72,779 29,926 188,805 168,400 279,301 271,105 25,351 33,547 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 9,620) -1,002 4,405 2,058 8,864 3,230 9,920 9,693 -300 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 23.9 9.8 62.0 55.3 91.7 89.0 8.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 68 78 71 67 63 178 189 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 620,520 COMMITMENTS 85,971 84,875 9,798 387,426 407,815 483,195 502,488 137,325 118,032 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 8,231) 8,618 -762 4,470 -4,926 18,434 8,162 22,142 69 -13,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 13.7 1.6 62.4 65.7 77.9 81.0 22.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 36 22 14 67 70 111 98 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 373,817 COMMITMENTS 56,139 33,211 2,921 251,133 297,342 310,193 333,474 63,624 40,343 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -4,156) -2,157 1,242 1,804 -2,188 -1,137 -2,541 1,909 -1,615 -6,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 8.9 0.8 67.2 79.5 83.0 89.2 17.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 8 5 4 39 43 49 50 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,833 COMMITMENTS 913 1,000 917 8,001 7,933 9,831 9,850 1,002 983 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 419) 20 211 73 -84 -249 9 35 410 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 9.2 8.5 73.9 73.2 90.8 90.9 9.2 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 6 6 19 22 29 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 187,731 COMMITMENTS 33,995 46,110 20,949 99,640 88,991 154,584 156,050 33,147 31,681 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -180) 1,357 -2,224 -395 -862 2,195 100 -424 -280 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 24.6 11.2 53.1 47.4 82.3 83.1 17.7 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 41 54 41 70 61 135 140 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,227 COMMITMENTS 3,750 3,526 2,306 8,407 11,320 14,463 17,152 3,764 1,075 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -64) -425 -119 210 55 150 -160 241 96 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 19.3 12.7 46.1 62.1 79.3 94.1 20.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 24 18 22 24 17 63 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 723,030 COMMITMENTS 226,541 168,075 17,306 370,869 426,761 614,716 612,142 108,314 110,888 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 20,274) 8,424 -1,340 2,369 1,348 16,993 12,141 18,022 8,133 2,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 23.2 2.4 51.3 59.0 85.0 84.7 15.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 43 45 18 74 107 129 159 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,504,168 COMMITMENTS 204,311 270,191 24,258 1000812 892,249 1229381 1186698 274,787 317,470 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 9,827) 46,405 -23,898 8,865 -58,838 -3,757 -3,568 -18,790 13,395 28,617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 18.0 1.6 66.5 59.3 81.7 78.9 18.3 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 36 46 19 112 114 160 167 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,249,117 COMMITMENTS 392,810 100,923 6,054 657,155 912,640 1056019 1019617 193,098 229,500 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 76,155) 69,133 13,650 -2,369 12,607 65,306 79,371 76,587 -3,216 -432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 8.1 0.5 52.6 73.1 84.5 81.6 15.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 37 21 15 69 106 112 136 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 641,904 COMMITMENTS 65,558 58,155 99,387 442,808 444,008 607,753 601,550 34,151 40,354 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 19,912) 2,659 -1,470 1,660 11,129 16,827 15,448 17,017 4,464 2,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 9.1 15.5 69.0 69.2 94.7 93.7 5.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 23 22 28 59 66 92 108 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,649 COMMITMENTS 6,572 2,608 3,802 34,991 38,423 45,365 44,833 8,285 8,817 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 3,285) -415 1,729 274 1,001 -1,212 860 791 2,425 2,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 4.9 7.1 65.2 71.6 84.6 83.6 15.4 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 18 13 8 38 36 63 52 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 14,406 COMMITMENTS 3,299 1,249 202 9,145 9,380 12,646 10,831 1,760 3,575 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,986) 150 0 202 1,412 -784 1,764 -582 222 2,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 8.7 1.4 63.5 65.1 87.8 75.2 12.2 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 2 8 8 12 12 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 78,486 COMMITMENTS 13,685 9,857 60 51,692 58,086 65,437 68,003 13,049 10,483 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 2,597) -616 3,971 -370 -823 -856 -1,809 2,745 4,406 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 12.6 0.1 65.9 74.0 83.4 86.6 16.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 18 13 4 35 31 56 45 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 13,404 COMMITMENTS 6,110 12,888 505 6,413 0 13,028 13,393 376 11 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 98) -135 53 45 147 0 57 98 41 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 96.2 3.8 47.8 0.0 97.2 99.9 2.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 12 11 2 3 0 17 11 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,502 COMMITMENTS 1,586 428 1 7,635 8,960 9,222 9,389 280 113 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -289) -469 -138 -365 540 228 -294 -275 5 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 4.5 0.0 80.4 94.3 97.1 98.8 2.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 5 1 5 11 14 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,135 COMMITMENTS 1,124 455 0 12,718 13,525 13,842 13,980 293 155 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -141) -666 5 0 500 -159 -166 -154 25 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 3.2 0.0 90.0 95.7 97.9 98.9 2.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 3 0 5 14 12 17
Updated October 28, 2011