WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,399 COMMITMENTS 78,089 101,413 146,316 280,046 234,841 504,450 482,569 42,948 64,829 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 12,951) 3,833 -3,120 2,721 5,912 14,635 12,467 14,236 484 -1,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 18.5 26.7 51.2 42.9 92.2 88.2 7.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 117 145 179 98 125 326 353 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,971,299 COMMITMENTS 391,641 80,387 652,200 730,171 954,216 1774011 1686802 197,287 284,496 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 76,679) 22,897 6,310 57,291 -14,140 11,328 66,047 74,929 10,631 1,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 4.1 33.1 37.0 48.4 90.0 85.6 10.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 898) 265 168 303 298 410 703 763 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,869 COMMITMENTS 2,708 1,105 1,741 7,403 10,345 11,852 13,191 3,017 1,678 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 101) -58 3 -96 -149 212 -303 119 404 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 7.4 11.7 49.8 69.6 79.7 88.7 20.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 16 6 5 17 12 33 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 708,542 COMMITMENTS 134,227 54,972 206,293 311,639 368,315 652,159 629,580 56,382 78,961 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,508) 12,243 -7,242 -2,215 -10,521 13,783 -493 4,326 2,001 -2,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 7.8 29.1 44.0 52.0 92.0 88.9 8.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571) 195 144 228 128 204 421 493 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,262 COMMITMENTS 20,247 2,202 129 8 5,726 20,384 8,057 2,878 15,205 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 297) 220 158 8 0 -45 228 121 69 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.0 9.5 0.6 0.0 24.6 87.6 34.6 12.4 65.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 20 8 5 1 15 21 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 330,263 COMMITMENTS 56,605 58,410 58,781 187,716 184,255 303,103 301,446 27,161 28,817 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -4,494) -1,529 -3,197 -13 -4,192 -144 -5,734 -3,354 1,240 -1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 17.7 17.8 56.8 55.8 91.8 91.3 8.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 58 82 73 74 75 184 193 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 860,150 COMMITMENTS 63,013 92,675 125,037 510,386 502,406 698,435 720,119 161,715 140,032 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 10,377) -3,805 -17,753 15,187 -8,866 28,225 2,515 25,658 7,862 -15,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 10.8 14.5 59.3 58.4 81.2 83.7 18.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 34 27 41 85 88 135 140 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 421,927 COMMITMENTS 55,532 58,534 5,145 291,005 318,893 351,682 382,572 70,245 39,354 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 8,646) -2,813 -5,083 341 8,956 20,213 6,484 15,471 2,163 -6,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 13.9 1.2 69.0 75.6 83.4 90.7 16.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 7 9 5 39 38 49 49 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,636 COMMITMENTS 1,017 838 446 7,540 8,011 9,003 9,295 633 341 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 198) -73 -129 201 44 200 172 272 26 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 8.7 4.6 78.2 83.1 93.4 96.5 6.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 3 4 21 27 33 32 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 190,169 COMMITMENTS 40,063 22,708 33,428 84,204 110,967 157,695 167,103 32,475 23,067 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 592) -4,519 1,735 5,132 -140 -3,933 473 2,935 118 -2,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 11.9 17.6 44.3 58.4 82.9 87.9 17.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 62 34 51 63 63 148 136 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,289 COMMITMENTS 4,426 2,199 3,476 7,331 13,278 15,233 18,953 5,056 1,335 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 911) 162 1 284 -7 480 440 766 472 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 10.8 17.1 36.1 65.4 75.1 93.4 24.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 33 21 25 25 19 78 50 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,027,552 COMMITMENTS 207,179 177,779 52,979 654,885 674,954 915,044 905,712 112,509 121,840 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -48,701) -40,776 2,443 -434 -7,335 -36,142 -48,545 -34,132 -157 -14,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 17.3 5.2 63.7 65.7 89.1 88.1 10.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 48 54 29 96 139 159 207 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,666,497 COMMITMENTS 226,994 201,847 378,247 1737568 1733139 2342809 2313233 323,689 353,264 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 117,218) -32,181 684 -1,093 153,398 133,996 120,124 133,587 -2,907 -16,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 7.6 14.2 65.2 65.0 87.9 86.8 12.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 45 46 63 149 165 223 245 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,667,443 COMMITMENTS 311,608 103,045 173,514 950,191 1117688 1435314 1394247 232,130 273,196 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -11,435) -1,967 -16,425 9,788 -18,639 10,394 -10,819 3,757 -617 -15,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 6.2 10.4 57.0 67.0 86.1 83.6 13.9 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 30 36 41 90 119 143 173 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,092,195 COMMITMENTS 68,444 53,493 363,798 612,378 621,743 1044620 1039034 47,575 53,162 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 7,705) -8,392 -11,735 6,579 7,801 4,069 5,987 -1,087 1,718 8,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 4.9 33.3 56.1 56.9 95.6 95.1 4.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 26 31 44 68 78 118 133 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 56,271 COMMITMENTS 8,779 6,079 3,849 37,300 39,134 49,928 49,063 6,343 7,209 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -12,481) -6,982 4,909 1,595 -4,613 -19,145 -10,000 -12,641 -2,481 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 10.8 6.8 66.3 69.5 88.7 87.2 11.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 10 12 35 32 59 52 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 13,679 COMMITMENTS 2,407 2,258 36 8,749 9,458 11,192 11,752 2,487 1,926 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -3,413) -433 1,502 -0 -3,003 -4,784 -3,436 -3,282 23 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 16.5 0.3 64.0 69.1 81.8 85.9 18.2 14.1 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 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 85,186 COMMITMENTS 18,658 13,556 1,712 57,103 59,353 77,472 74,621 7,713 10,565 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -18,137) -9,366 10,548 -544 -3,219 -28,722 -13,129 -18,718 -5,008 581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 15.9 2.0 67.0 69.7 90.9 87.6 9.1 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 19 11 10 33 30 54 49 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 10,839 COMMITMENTS 5,788 6,175 850 3,647 3,813 10,285 10,838 554 1 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 396) 75 438 357 28 0 460 795 -64 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.4 57.0 7.8 33.6 35.2 94.9 100.0 5.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 13 2 3 1 14 15 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,343 COMMITMENTS 3,180 411 6 9,805 12,865 12,991 13,282 352 61 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -505) 1,189 -1 -53 -1,640 -502 -504 -556 -1 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 3.1 0.0 73.5 96.4 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 3 1 6 12 15 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 21,228 COMMITMENTS 3,021 1,569 0 17,966 19,614 20,987 21,183 241 45 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -342) -1,058 -88 0 750 -252 -308 -340 -34 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 7.4 0.0 84.6 92.4 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 5 0 8 13 17 18
Updated August 19, 2011