WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 535,772 COMMITMENTS 77,853 93,132 148,599 264,440 227,339 490,892 469,070 44,880 66,702 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -6,011) -2,207 -9,501 8,634 -11,114 -6,230 -4,686 -7,097 -1,324 1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 17.4 27.7 49.4 42.4 91.6 87.6 8.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411) 132 139 172 92 119 317 350 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,825,618 COMMITMENTS 363,169 86,996 539,661 733,228 926,289 1636059 1552946 189,559 272,672 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 73,616) 22,585 -4,008 37,698 13,764 39,173 74,047 72,863 -431 753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 4.8 29.6 40.2 50.7 89.6 85.1 10.4 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 864) 256 162 282 288 404 661 742 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,326 COMMITMENTS 2,748 757 1,982 6,918 10,284 11,648 13,023 2,679 1,304 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 341) -121 -183 413 -164 223 128 453 213 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 5.3 13.8 48.3 71.8 81.3 90.9 18.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 14 8 6 13 12 31 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 756,471 COMMITMENTS 159,262 48,553 229,142 304,325 398,560 692,730 676,255 63,742 80,216 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 54,998) 31,496 -6,326 30,274 -12,469 34,321 49,301 58,268 5,697 -3,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 6.4 30.3 40.2 52.7 91.6 89.4 8.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572) 192 146 219 135 207 443 472 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,603 COMMITMENTS 20,540 1,855 118 3 5,504 20,661 7,477 2,942 16,126 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,323) 987 290 6 0 493 993 789 330 534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.0 7.9 0.5 0.0 23.3 87.5 31.7 12.5 68.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 18 6 7 1 14 19 27 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 344,290 COMMITMENTS 74,452 40,255 61,606 172,514 217,219 308,572 319,080 35,718 25,210 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 18,320) 5,736 -968 3,753 4,152 17,737 13,640 20,522 4,680 -2,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 11.7 17.9 50.1 63.1 89.6 92.7 10.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 85 59 78 69 74 200 181 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 757,360 COMMITMENTS 76,872 133,316 68,512 454,581 409,367 599,965 611,195 157,395 146,165 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 24,524) 2,311 -18,883 13,319 2,311 40,177 17,940 34,613 6,583 -10,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 17.6 9.0 60.0 54.1 79.2 80.7 20.8 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 32 42 45 87 85 144 147 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 380,828 COMMITMENTS 57,367 63,358 3,564 257,129 273,083 318,060 340,004 62,768 40,824 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 4,119) 491 1,747 119 2,281 9,554 2,891 11,419 1,228 -7,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 16.6 0.9 67.5 71.7 83.5 89.3 16.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 8 10 5 41 34 52 46 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,855 COMMITMENTS 816 1,235 373 7,142 6,908 8,331 8,516 524 339 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -162) 151 762 8 -266 -957 -107 -187 -55 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 13.9 4.2 80.7 78.0 94.1 96.2 5.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 5 5 20 26 31 33 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 202,451 COMMITMENTS 44,937 21,455 38,651 78,584 115,877 162,172 175,983 40,280 26,468 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 4,652) 8,985 -5,525 1,714 -11,494 10,536 -795 6,724 5,448 -2,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 10.6 19.1 38.8 57.2 80.1 86.9 19.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 55 35 50 62 61 147 126 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,923 COMMITMENTS 4,574 1,997 2,219 7,535 13,218 14,328 17,434 4,595 1,488 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 737) 411 -245 -119 -130 1,003 162 639 575 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 10.6 11.7 39.8 69.9 75.7 92.1 24.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 35 18 17 25 19 73 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,072,128 COMMITMENTS 214,090 195,369 48,093 701,141 675,975 963,324 919,437 108,804 152,691 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 27,979) -23,672 -6,761 1,362 43,550 24,284 21,241 18,885 6,738 9,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 18.2 4.5 65.4 63.0 89.9 85.8 10.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 46 69 33 97 134 166 213 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,431,756 COMMITMENTS 307,473 284,591 264,308 1537853 1526198 2109634 2075097 322,122 356,659 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 122,527) 30,823 3,031 5,164 76,534 100,065 112,521 108,261 10,006 14,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 11.7 10.9 63.2 62.8 86.8 85.3 13.2 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 57 51 60 145 171 228 256 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,789,585 COMMITMENTS 410,285 170,960 147,044 1000368 1196006 1557698 1514010 231,887 275,575 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 63,517) 17,378 6,481 7,213 35,104 66,471 59,695 80,165 3,822 -16,648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 9.6 8.2 55.9 66.8 87.0 84.6 13.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 35 46 40 92 122 148 187 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,081,265 COMMITMENTS 78,030 77,433 340,891 612,040 606,740 1030961 1025065 50,304 56,200 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 69,647) 13,365 10,317 24,527 26,806 35,209 64,699 70,054 4,948 -408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 7.2 31.5 56.6 56.1 95.3 94.8 4.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 29 34 46 71 78 126 137 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 77,847 COMMITMENTS 24,899 2,248 4,468 39,879 65,664 69,246 72,380 8,601 5,467 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,703) -495 -1,002 254 4,524 3,505 4,283 2,757 -1,580 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 2.9 5.7 51.2 84.4 89.0 93.0 11.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 32 11 8 41 30 78 46 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 15,750 COMMITMENTS 4,628 758 32 9,256 13,434 13,916 14,224 1,834 1,526 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,084) 348 0 -0 1,498 1,022 1,846 1,022 -762 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 4.8 0.2 58.8 85.3 88.4 90.3 11.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 2 8 6 14 9 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 124,193 COMMITMENTS 48,235 10,672 1,178 61,247 104,460 110,660 116,311 13,533 7,882 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,237) -1,209 -1,527 32 6,051 4,966 4,874 3,471 -1,637 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 8.6 0.9 49.3 84.1 89.1 93.7 10.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 31 12 6 37 28 71 43 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 6,767 COMMITMENTS 3,646 2,321 486 1,911 3,813 6,043 6,620 724 147 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 10) 106 -114 0 69 0 175 -114 -165 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.9 34.3 7.2 28.2 56.3 89.3 97.8 10.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 12 6 1 4 1 17 7 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,180 COMMITMENTS 2,180 729 17 11,643 13,378 13,840 14,124 340 56 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -189) 525 11 0 -740 -199 -215 -188 26 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 5.1 0.1 82.1 94.3 97.6 99.6 2.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 5 1 8 13 16 19 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 24,445 COMMITMENTS 5,036 1,560 3 19,135 22,810 24,174 24,373 271 72 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,786) -572 603 0 2,354 1,178 1,782 1,781 4 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 6.4 0.0 78.3 93.3 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 5 1 8 14 15 20
Updated July 22, 2011