WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 550,790 COMMITMENTS 81,533 98,831 150,585 277,175 237,429 509,293 486,845 41,498 63,945 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,391) 3,444 -2,582 4,269 -2,871 2,588 4,842 4,275 -1,451 -884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 17.9 27.3 50.3 43.1 92.5 88.4 7.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415) 112 150 178 104 127 333 356 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,027,276 COMMITMENTS 401,095 83,680 674,432 745,881 974,828 1821408 1732939 205,868 294,337 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 55,978) 9,455 3,292 22,232 15,710 20,612 47,397 46,137 8,581 9,841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 4.1 33.3 36.8 48.1 89.8 85.5 10.2 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 918) 266 187 313 302 419 722 783 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,822 COMMITMENTS 3,243 997 1,789 7,971 11,357 13,003 14,143 2,819 1,679 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 953) 534 -108 48 569 1,012 1,151 952 -198 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 6.3 11.3 50.4 71.8 82.2 89.4 17.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 18 5 6 17 12 35 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 751,738 COMMITMENTS 173,107 43,317 223,645 288,326 405,663 685,078 672,625 66,659 79,113 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 43,196) 38,879 -11,656 17,352 -23,313 37,347 32,919 43,044 10,277 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 5.8 29.8 38.4 54.0 91.1 89.5 8.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588) 212 145 232 122 204 441 489 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,812 COMMITMENTS 20,501 2,599 123 8 5,899 20,632 8,621 3,180 15,191 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 550) 254 397 -6 0 173 248 564 302 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.1 10.9 0.5 0.0 24.8 86.6 36.2 13.4 63.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 20 10 6 1 15 21 31 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 327,128 COMMITMENTS 58,779 48,987 63,279 177,424 186,972 299,482 299,238 27,646 27,890 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -3,135) 2,173 -9,422 4,498 -10,292 2,717 -3,621 -2,208 486 -928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 15.0 19.3 54.2 57.2 91.5 91.5 8.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 75 71 82 72 75 193 195 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 900,529 COMMITMENTS 62,888 96,816 139,449 535,910 512,190 738,246 748,454 162,283 152,074 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 40,378) -125 4,141 14,412 25,524 9,783 39,810 28,336 568 12,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 10.8 15.5 59.5 56.9 82.0 83.1 18.0 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 35 32 46 89 85 145 142 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 423,121 COMMITMENTS 52,166 54,839 7,948 288,398 317,046 348,512 379,834 74,609 43,287 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,195) -3,366 -3,695 2,804 -2,607 -1,847 -3,169 -2,738 4,364 3,933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 13.0 1.9 68.2 74.9 82.4 89.8 17.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 6 11 6 44 39 55 51 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,093 COMMITMENTS 1,036 998 610 7,804 8,088 9,450 9,696 643 397 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 457) 19 160 164 264 77 447 401 10 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 9.9 6.0 77.3 80.1 93.6 96.1 6.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 3 5 20 26 31 32 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 211,876 COMMITMENTS 54,181 21,739 36,826 78,571 128,072 169,578 186,636 42,297 25,239 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 21,706) 14,118 -969 3,398 -5,633 17,105 11,884 19,533 9,822 2,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 10.3 17.4 37.1 60.4 80.0 88.1 20.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 73 35 53 67 68 170 138 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,546 COMMITMENTS 4,145 2,255 3,856 7,563 13,257 15,564 19,368 4,982 1,177 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 257) -281 56 380 232 -21 331 415 -74 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 11.0 18.8 36.8 64.5 75.8 94.3 24.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 33 21 28 28 18 82 53 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,017,004 COMMITMENTS 210,053 177,348 61,863 629,622 648,845 901,538 888,057 115,466 128,947 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -10,548) 2,874 -431 8,884 -25,263 -26,108 -13,505 -17,655 2,957 7,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 17.4 6.1 61.9 63.8 88.6 87.3 11.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 49 59 35 95 133 166 205 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,650,280 COMMITMENTS 220,658 208,094 391,811 1727856 1697973 2340325 2297878 309,955 352,403 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -16,217) -6,336 6,247 13,564 -9,711 -35,167 -2,483 -15,356 -13,734 -861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 7.9 14.8 65.2 64.1 88.3 86.7 11.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 39 56 67 154 172 231 257 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,670,371 COMMITMENTS 394,296 96,575 185,507 844,793 1111688 1424595 1393769 245,776 276,602 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,928) 82,687 -6,470 11,993 -105,399 -6,001 -10,718 -478 13,646 3,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 5.8 11.1 50.6 66.6 85.3 83.4 14.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 38 31 43 92 115 148 171 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,076,264 COMMITMENTS 67,684 56,930 354,076 610,435 616,601 1032195 1027606 44,069 48,658 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -15,931) -760 3,436 -9,722 -1,943 -5,142 -12,425 -11,428 -3,506 -4,503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 5.3 32.9 56.7 57.3 95.9 95.5 4.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 27 30 42 71 78 120 132 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 54,418 COMMITMENTS 7,369 1,308 3,968 36,405 42,342 47,742 47,618 6,676 6,800 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -1,854) -1,410 -4,772 119 -896 3,208 -2,186 -1,445 333 -409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 2.4 7.3 66.9 77.8 87.7 87.5 12.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 21 7 11 38 31 63 47 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 13,834 COMMITMENTS 2,470 2,460 38 9,002 9,711 11,510 12,209 2,324 1,626 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 156) 63 202 2 253 253 318 457 -162 -301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 17.8 0.3 65.1 70.2 83.2 88.2 16.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 2 8 7 14 11 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 81,167 COMMITMENTS 15,820 3,717 1,838 54,805 65,263 72,463 70,818 8,703 10,348 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -4,019) -2,838 -9,839 126 -2,298 5,910 -5,009 -3,802 990 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 4.6 2.3 67.5 80.4 89.3 87.3 10.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 20 7 9 35 29 57 43 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 12,255 COMMITMENTS 5,246 6,971 1,456 4,976 3,813 11,678 12,240 577 15 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,416) -542 796 606 1,329 0 1,393 1,402 23 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 56.9 11.9 40.6 31.1 95.3 99.9 4.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 11 2 3 1 14 12 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,547 COMMITMENTS 2,112 412 0 10,098 12,072 12,210 12,484 337 63 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -796) -1,068 1 -6 293 -793 -781 -798 -15 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 3.3 0.0 80.5 96.2 97.3 99.5 2.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 3 0 7 13 16 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 20,716 COMMITMENTS 2,858 1,316 4 17,529 19,331 20,391 20,651 325 65 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -512) -163 -253 4 -437 -283 -596 -532 84 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 6.4 0.0 84.6 93.3 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 4 1 6 13 17 18
Updated August 26, 2011