WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 538,933 COMMITMENTS 73,791 104,201 142,944 277,716 223,249 494,451 470,395 44,481 68,538 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 12,645) -537 5,791 2,147 9,871 2,251 11,481 10,189 1,164 2,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 19.3 26.5 51.5 41.4 91.7 87.3 8.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 121 147 176 100 117 324 351 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,891,929 COMMITMENTS 383,397 84,689 567,151 752,127 954,090 1702675 1605929 189,255 286,000 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 97,625) 22,373 1,708 47,643 24,788 40,780 94,804 90,130 2,821 7,495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 4.5 30.0 39.8 50.4 90.0 84.9 10.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 882) 254 168 285 288 415 673 750 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,067 COMMITMENTS 2,932 872 1,600 6,689 10,133 11,222 12,605 2,845 1,462 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -137) 59 86 -572 301 293 -212 -193 75 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 6.2 11.4 47.6 72.0 79.8 89.6 20.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 19 5 6 13 13 32 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 709,119 COMMITMENTS 157,654 54,011 199,716 292,372 377,841 649,742 631,567 59,377 77,552 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -17,178) -8,841 5,294 -3,795 1,171 -14,241 -11,465 -12,742 -5,713 -4,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 7.6 28.2 41.2 53.3 91.6 89.1 8.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 186 158 221 121 203 421 488 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,568 COMMITMENTS 20,381 2,170 111 0 5,726 20,492 8,007 3,076 15,561 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -303) -454 -165 15 0 216 -439 66 136 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.5 9.2 0.5 0.0 24.3 86.9 34.0 13.1 66.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 17 7 6 0 15 17 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 328,367 COMMITMENTS 72,727 45,195 56,876 166,247 201,101 295,850 303,172 32,517 25,196 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 7,392) 4,561 2,372 1,163 980 4,482 6,704 8,017 689 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 13.8 17.3 50.6 61.2 90.1 92.3 9.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 81 69 79 69 71 198 184 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 789,441 COMMITMENTS 75,139 124,912 81,488 461,708 427,317 618,336 633,718 171,105 155,724 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 59,695) 3,748 -5,164 26,767 23,189 17,978 53,704 39,581 5,990 20,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 15.8 10.3 58.5 54.1 78.3 80.3 21.7 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 33 36 40 82 85 137 139 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 401,828 COMMITMENTS 60,051 63,273 4,159 277,810 290,344 342,020 357,777 59,808 44,051 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 14,659) 1,555 -1,313 465 11,520 14,161 13,540 13,313 1,118 1,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 15.7 1.0 69.1 72.3 85.1 89.0 14.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 7 11 5 42 36 53 48 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,528 COMMITMENTS 983 1,101 186 7,821 7,870 8,990 9,157 538 371 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -86) 132 -134 -177 -106 179 -151 -132 65 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 11.6 2.0 82.1 82.6 94.4 96.1 5.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 4 5 21 25 33 31 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 197,453 COMMITMENTS 49,338 19,116 31,247 76,768 120,187 157,353 170,550 40,100 26,903 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -11,234) -412 1,831 -7,395 386 -5,352 -7,421 -10,915 -3,813 -318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 9.7 15.8 38.9 60.9 79.7 86.4 20.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 66 27 51 60 59 151 122 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,589 COMMITMENTS 4,483 2,110 2,625 7,555 13,215 14,663 17,950 4,926 1,639 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 312) -374 34 535 -7 -558 154 10 159 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 10.8 13.4 38.6 67.5 74.9 91.6 25.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 35 17 19 25 19 74 44 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,085,224 COMMITMENTS 260,538 184,368 47,026 668,220 719,073 975,784 950,467 109,440 134,757 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 9,498) 37,749 -15,669 1,181 -34,785 34,596 4,145 20,108 5,353 -10,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 17.0 4.3 61.6 66.3 89.9 87.6 10.1 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 57 60 37 95 137 175 211 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,324,233 COMMITMENTS 245,605 287,370 247,908 1507197 1451617 2000710 1986895 323,522 337,338 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 46,769) -32,271 23,081 46,188 31,099 -1,138 45,016 68,131 1,752 -21,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 12.4 10.7 64.8 62.5 86.1 85.5 13.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 50 51 61 150 169 228 253 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,632,142 COMMITMENTS 370,521 155,478 121,227 892,206 1058953 1383953 1335658 248,189 296,484 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -38,133) 10,301 -7,490 29,062 -99,087 -68,483 -59,723 -46,910 21,590 8,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 9.5 7.4 54.7 64.9 84.8 81.8 15.2 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 40 42 36 83 108 145 164 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,109,178 COMMITMENTS 90,692 77,381 326,852 642,490 649,709 1060034 1053942 49,143 55,235 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -26,896) 19,751 -2,817 -27,318 -15,426 4,238 -22,993 -25,897 -3,903 -998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 7.0 29.5 57.9 58.6 95.6 95.0 4.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 26 37 45 69 80 120 142 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 74,773 COMMITMENTS 16,219 2,947 4,779 44,355 60,304 65,353 68,031 9,420 6,742 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,313) -2,999 511 -126 830 -3,423 -2,295 -3,037 981 1,724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 3.9 6.4 59.3 80.6 87.4 91.0 12.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 28 12 10 43 30 75 50 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 17,805 COMMITMENTS 4,676 756 35 10,755 15,448 15,466 16,239 2,339 1,565 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -0) -4 0 3 -500 0 -501 3 501 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 4.2 0.2 60.4 86.8 86.9 91.2 13.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 2 2 8 7 14 10 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 113,937 COMMITMENTS 31,468 12,764 1,106 67,200 89,713 99,774 103,583 14,163 10,354 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,626) -5,839 1,174 -409 2,661 -6,845 -3,587 -6,081 961 3,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 11.2 1.0 59.0 78.7 87.6 90.9 12.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 27 13 8 39 28 68 47 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 6,287 COMMITMENTS 3,523 1,851 486 1,699 3,813 5,708 6,150 579 137 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1) 453 0 0 -286 0 167 0 -166 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.0 29.4 7.7 27.0 60.6 90.8 97.8 9.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 12 5 1 2 1 15 6 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,260 COMMITMENTS 1,613 677 12 11,341 12,515 12,966 13,204 294 56 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -395) 153 -67 -5 -493 -323 -345 -395 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 5.1 0.1 85.5 94.4 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 6 1 8 13 16 20 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 23,523 COMMITMENTS 5,195 1,951 0 18,026 21,504 23,221 23,455 302 68 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,138) -16 442 -21 -1,124 -1,562 -1,161 -1,141 23 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 8.3 0.0 76.6 91.4 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 5 0 8 14 16 19
Updated August 5, 2011