WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED 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: 536,561 COMMITMENTS 82,243 106,024 134,374 274,392 230,958 491,009 471,356 45,553 65,205 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 13,739) 635 7,043 10,049 4,541 -3,345 15,224 13,747 -1,485 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 19.8 25.0 51.1 43.0 91.5 87.8 8.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430) 132 151 172 91 122 321 364 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED 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: 1,719,396 COMMITMENTS 325,765 93,911 468,943 733,143 889,453 1527852 1452307 191,544 267,089 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -60,511) -26,163 10,005 -13,438 2,780 -48,283 -36,822 -51,716 -23,690 -8,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 5.5 27.3 42.6 51.7 88.9 84.5 11.1 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 821) 230 157 274 287 386 639 707 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED 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: 13,844 COMMITMENTS 3,067 769 1,474 6,933 10,084 11,474 12,327 2,370 1,517 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 699) 168 170 197 534 82 899 450 -201 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 5.6 10.6 50.1 72.8 82.9 89.0 17.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 17 5 6 15 12 33 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED 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: 701,227 COMMITMENTS 117,064 63,590 193,873 338,135 356,901 649,073 614,364 52,154 86,862 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -11,498) 1,752 1,575 -8,011 -3,850 -2,657 -10,108 -9,092 -1,389 -2,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 9.1 27.6 48.2 50.9 92.6 87.6 7.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526) 162 137 197 128 202 381 460 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 328,507 COMMITMENTS 63,521 52,098 60,414 174,498 187,305 298,434 299,817 30,074 28,690 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -3,942) -5,119 6,781 2,135 -1,936 -9,977 -4,920 -1,061 979 -2,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 15.9 18.4 53.1 57.0 90.8 91.3 9.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 64 81 90 66 71 194 202 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED 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: 676,182 COMMITMENTS 62,151 135,376 43,331 417,117 348,335 522,599 527,043 153,582 149,139 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -41,026) -19,451 156 1,274 -16,293 -46,651 -34,470 -45,221 -6,556 4,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 20.0 6.4 61.7 51.5 77.3 77.9 22.7 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 26 31 34 78 75 123 121 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED 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: 386,953 COMMITMENTS 58,162 60,265 3,125 263,960 277,822 325,247 341,213 61,707 45,741 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -7,152) 5,927 713 -482 -8,506 -8,275 -3,061 -8,045 -4,091 892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 15.6 0.8 68.2 71.8 84.1 88.2 15.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 8 11 5 39 36 50 49 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 214,849 COMMITMENTS 36,737 33,212 41,961 103,080 110,733 181,778 185,906 33,071 28,943 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -11,750) -1,027 1,199 -1,815 -3,608 -7,875 -6,450 -8,492 -5,300 -3,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 15.5 19.5 48.0 51.5 84.6 86.5 15.4 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 43 45 52 65 68 140 143 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED 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: 18,648 COMMITMENTS 4,197 2,893 2,583 7,842 11,405 14,623 16,881 4,026 1,767 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -141) 138 197 -16 -152 -134 -30 47 -112 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 15.5 13.9 42.1 61.2 78.4 90.5 21.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 30 21 21 27 18 71 48 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED 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: 1,040,582 COMMITMENTS 240,484 176,756 54,635 638,590 657,983 933,709 889,374 106,873 151,208 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -44,674) -14,878 -6,186 -5,946 -21,628 -31,659 -42,452 -43,791 -2,222 -882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 17.0 5.3 61.4 63.2 89.7 85.5 10.3 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 48 61 33 94 127 165 198 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED 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: 2,236,819 COMMITMENTS 222,511 273,324 250,594 1449041 1349301 1922146 1873219 314,673 363,600 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -10,760) -12,117 26,902 2,904 8,280 -19,974 -933 9,831 -9,828 -20,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 12.2 11.2 64.8 60.3 85.9 83.7 14.1 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 55 52 65 146 169 231 256 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED 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: 1,601,414 COMMITMENTS 383,768 143,973 97,711 891,409 1055576 1372888 1297260 228,525 304,154 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -103,569) -65,112 -1,938 -2,694 -20,464 -102,073 -88,270 -106,706 -15,299 3,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 9.0 6.1 55.7 65.9 85.7 81.0 14.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 38 36 35 84 114 139 168 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED 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: 968,139 COMMITMENTS 65,752 64,905 311,012 555,556 539,265 932,320 915,182 35,819 52,957 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -95,729) -15,829 -4,439 -49,830 -23,677 -33,551 -89,337 -87,820 -6,392 -7,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 6.7 32.1 57.4 55.7 96.3 94.5 3.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 30 32 43 68 78 119 136 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED 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: 51,303 COMMITMENTS 18,083 4,825 741 26,066 41,660 44,890 47,226 6,413 4,078 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 10,334) 7,277 2,326 97 2,600 7,984 9,974 10,406 360 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 9.4 1.4 50.8 81.2 87.5 92.1 12.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 23 13 6 36 28 63 43 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED 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: 102,607 COMMITMENTS 36,165 9,650 1,482 52,132 83,319 89,780 94,452 12,827 8,155 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 20,668) 14,554 4,652 193 5,199 15,967 19,947 20,813 721 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 9.4 1.4 50.8 81.2 87.5 92.1 12.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 23 13 6 36 28 63 43 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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