WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,783 COMMITMENTS 80,060 102,633 139,965 275,553 233,569 495,578 476,167 46,204 65,616 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 5,221) -2,183 -3,391 5,591 1,161 2,611 4,570 4,811 652 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 18.9 25.8 50.9 43.1 91.5 87.9 8.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414) 128 144 173 89 119 317 351 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,752,002 COMMITMENTS 340,584 91,003 501,964 719,464 887,116 1562012 1480083 189,990 271,919 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 32,607) 14,819 -2,907 33,020 -13,679 -2,337 34,161 27,776 -1,554 4,831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 5.2 28.7 41.1 50.6 89.2 84.5 10.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 837) 230 172 272 277 392 631 721 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,985 COMMITMENTS 2,869 940 1,569 7,081 10,060 11,519 12,570 2,466 1,416 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 142) -198 171 95 148 -23 45 243 96 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 6.7 11.2 50.6 71.9 82.4 89.9 17.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 18 6 6 15 12 33 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 701,473 COMMITMENTS 127,766 54,879 198,869 316,794 364,239 643,428 617,987 58,045 83,487 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 246) 10,701 -8,711 4,995 -21,341 7,339 -5,644 3,622 5,891 -3,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 7.8 28.4 45.2 51.9 91.7 88.1 8.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529) 158 141 197 131 201 388 457 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 22,280 COMMITMENTS 19,553 1,565 112 3 5,011 19,668 6,688 2,612 15,592 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 599) 698 -58 -59 -3 53 636 -64 -37 663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.8 7.0 0.5 0.0 22.5 88.3 30.0 11.7 70.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 17 5 6 1 13 18 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 325,971 COMMITMENTS 68,716 41,223 57,854 168,362 199,481 294,932 298,558 31,038 27,413 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -2,537) 5,195 -10,875 -2,560 -6,136 12,176 -3,501 -1,260 964 -1,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 12.6 17.7 51.6 61.2 90.5 91.6 9.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 78 65 77 67 74 191 187 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 732,836 COMMITMENTS 74,561 152,199 55,193 452,270 369,190 582,024 576,582 150,812 156,254 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 56,655) 12,411 16,823 11,861 35,153 20,855 59,425 49,539 -2,770 7,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 20.8 7.5 61.7 50.4 79.4 78.7 20.6 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 23 44 41 82 79 134 135 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 376,710 COMMITMENTS 56,876 61,611 3,445 254,848 263,529 315,170 328,585 61,540 48,125 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -10,244) -1,286 1,346 320 -9,111 -14,294 -10,077 -12,628 -167 2,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 16.4 0.9 67.7 70.0 83.7 87.2 16.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 7 11 5 39 33 50 45 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,017 COMMITMENTS 665 473 365 7,408 7,865 8,438 8,703 579 314 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 121) 14 -43 57 -167 -3 -96 11 217 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 5.2 4.0 82.2 87.2 93.6 96.5 6.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 4 4 20 24 28 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 197,799 COMMITMENTS 35,952 26,981 36,937 90,078 105,342 162,967 169,260 34,832 28,540 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -17,050) -785 -6,231 -5,024 -13,002 -5,391 -18,811 -16,646 1,761 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 13.6 18.7 45.5 53.3 82.4 85.6 17.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 45 37 48 63 62 136 128 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,186 COMMITMENTS 4,163 2,243 2,338 7,665 12,214 14,166 16,795 4,020 1,391 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -462) -35 -651 -245 -177 809 -456 -86 -6 -376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 12.3 12.9 42.1 67.2 77.9 92.4 22.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 29 18 17 28 19 69 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,044,149 COMMITMENTS 237,762 202,130 46,731 657,591 651,691 942,083 900,552 102,066 143,597 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 3,567) -2,722 25,374 -7,905 19,000 -6,291 8,374 11,178 -4,807 -7,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 19.4 4.5 63.0 62.4 90.2 86.2 9.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 47 68 33 96 129 165 208 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,309,229 COMMITMENTS 276,650 281,560 259,143 1461320 1426133 1997113 1966836 312,116 342,393 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 72,410) 54,139 8,236 8,549 12,279 76,832 74,967 93,617 -2,557 -21,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 12.2 11.2 63.3 61.8 86.5 85.2 13.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 50 52 62 148 171 226 257 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,726,068 COMMITMENTS 392,908 164,479 139,831 965,264 1129535 1498002 1433845 228,065 292,222 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 124,654) 9,140 20,507 42,120 73,855 73,959 125,114 136,585 -460 -11,931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 9.5 8.1 55.9 65.4 86.8 83.1 13.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 40 38 36 93 120 148 179 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,011,619 COMMITMENTS 64,665 67,116 316,364 585,234 571,531 966,263 955,011 45,356 56,608 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 43,480) -1,088 2,211 5,352 29,678 32,265 33,943 39,829 9,537 3,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 6.6 31.3 57.9 56.5 95.5 94.4 4.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 29 31 43 70 79 121 136 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 75,144 COMMITMENTS 25,394 3,250 4,213 35,356 62,159 64,963 69,622 10,180 5,521 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 23,840) 7,312 -1,575 3,472 9,290 20,500 20,073 22,397 3,767 1,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 4.3 5.6 47.1 82.7 86.5 92.7 13.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 25 16 10 39 31 72 51 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 14,666 COMMITMENTS 4,279 758 33 7,758 12,412 12,070 13,203 2,596 1,463 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 5.2 0.2 52.9 84.6 82.3 90.0 17.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 2 2 7 6 14 9 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 120,956 COMMITMENTS 49,444 12,199 1,146 55,196 99,495 105,786 112,840 15,170 8,116 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 18,349) 13,279 2,549 -336 3,064 16,175 16,007 18,388 2,343 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 10.1 0.9 45.6 82.3 87.5 93.3 12.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 24 16 8 36 29 65 48 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 6,757 COMMITMENTS 3,540 2,435 486 1,842 3,813 5,868 6,734 889 23 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 538) 542 652 0 28 0 570 652 -32 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.4 36.0 7.2 27.3 56.4 86.8 99.7 13.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 11 6 1 3 1 15 7 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,369 COMMITMENTS 1,655 718 17 12,383 13,577 14,055 14,312 314 57 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 458) 253 -15 1 172 465 426 451 32 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 5.0 0.1 86.2 94.5 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 5 1 8 13 14 19 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 22,659 COMMITMENTS 5,608 957 3 16,781 21,632 22,392 22,592 267 67 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -2,749) 1,066 -531 3 -3,827 -2,218 -2,758 -2,746 9 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 4.2 0.0 74.1 95.5 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 4 1 8 14 17 19
Updated July 15, 2011