WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,878 COMMITMENTS 70,567 121,025 145,662 286,137 215,862 502,366 482,549 39,512 59,329 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 17,360) 2,758 7,997 8,442 998 -948 12,198 15,491 5,162 1,869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 22.3 26.9 52.8 39.8 92.7 89.1 7.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434) 117 169 184 111 125 344 374 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,921,134 COMMITMENTS 295,711 111,180 638,172 796,974 893,741 1730857 1643092 190,277 278,042 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -4,014) -755 -4,592 -8,220 -7,488 2,460 -16,464 -10,352 12,450 6,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 5.8 33.2 41.5 46.5 90.1 85.5 9.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 815) 221 183 301 290 360 655 711 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,825 COMMITMENTS 2,648 2,050 1,541 10,754 12,336 14,942 15,927 2,883 1,898 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 285) 139 -43 -43 144 403 240 317 45 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 11.5 8.6 60.3 69.2 83.8 89.3 16.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 15 10 6 17 10 33 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 877,888 COMMITMENTS 123,625 58,552 293,432 404,512 436,492 821,569 788,476 56,319 89,412 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 7,418) 11,723 1,851 -16,332 8,303 23,370 3,695 8,889 3,724 -1,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 6.7 33.4 46.1 49.7 93.6 89.8 6.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557) 179 157 250 149 189 450 490 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 371,213 COMMITMENTS 57,290 63,637 77,644 209,804 195,485 344,738 336,767 26,475 34,446 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -1,998) -3,453 -6,983 -1,877 1,058 4,251 -4,271 -4,609 2,273 2,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 17.1 20.9 56.5 52.7 92.9 90.7 7.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 70 80 78 71 75 185 206 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 747,192 COMMITMENTS 68,157 81,989 76,127 451,870 446,392 596,154 604,507 151,039 142,685 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -10,726) -2,913 -13,599 -5,472 -10,871 2,101 -19,256 -16,971 8,530 6,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 11.0 10.2 60.5 59.7 79.8 80.9 20.2 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 36 28 40 84 83 140 131 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 382,677 COMMITMENTS 58,296 30,851 2,626 254,363 301,440 315,285 334,916 67,392 47,761 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,713) -17 -2,399 77 2,261 6,427 2,321 4,105 1,392 -392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 8.1 0.7 66.5 78.8 82.4 87.5 17.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 8 5 3 38 42 48 48 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,414 COMMITMENTS 893 789 844 8,085 8,182 9,822 9,815 592 599 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 865) -132 547 -34 908 301 742 814 123 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 7.6 8.1 77.6 78.6 94.3 94.2 5.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 6 5 18 21 27 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 215,558 COMMITMENTS 28,860 47,151 38,585 112,455 97,062 179,900 182,798 35,658 32,760 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -202) -2,301 1,456 -1,148 3,871 -1,781 422 -1,474 -624 1,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 21.9 17.9 52.2 45.0 83.5 84.8 16.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 42 58 46 80 66 147 153 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,867 COMMITMENTS 3,521 3,673 3,328 9,237 11,452 16,087 18,453 3,780 1,414 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 477) 279 85 435 -490 -26 224 494 253 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 18.5 16.8 46.5 57.6 81.0 92.9 19.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 29 22 23 27 21 73 54 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 764,749 COMMITMENTS 211,697 170,431 45,914 404,019 437,562 661,629 653,907 103,120 110,842 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -961) 5,639 -13,373 -5,796 -6,115 22,513 -6,272 3,344 5,311 -4,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 22.3 6.0 52.8 57.2 86.5 85.5 13.5 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 34 49 25 83 109 135 166 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,846,060 COMMITMENTS 133,558 295,633 184,211 1244029 1056505 1561798 1536349 284,262 309,711 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -31,755) 9,409 -12,087 3,694 -24,570 10,916 -11,468 2,523 -20,287 -34,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 16.0 10.0 67.4 57.2 84.6 83.2 15.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 36 51 57 138 147 203 226 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,343,555 COMMITMENTS 330,075 87,085 99,831 711,541 918,738 1141446 1105654 202,109 237,901 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 12,795) 2,369 -11,336 18,905 -22,476 8,933 -1,201 16,502 13,996 -3,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 6.5 7.4 53.0 68.4 85.0 82.3 15.0 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 31 29 37 83 109 130 159 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 816,121 COMMITMENTS 59,287 59,811 263,324 459,357 451,093 781,968 774,227 34,152 41,893 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,022) -1,684 14,481 17,623 -14,877 -25,263 1,061 6,841 1,961 -3,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 7.3 32.3 56.3 55.3 95.8 94.9 4.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 26 26 40 67 70 111 120 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 52,506 COMMITMENTS 7,179 913 4,238 35,074 40,846 46,491 45,997 6,014 6,509 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 11,106) -3,232 -3,390 3,527 8,948 10,780 9,243 10,916 1,863 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 1.7 8.1 66.8 77.8 88.5 87.6 11.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 22 6 10 39 34 66 46 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 12,466 COMMITMENTS 3,146 1,249 3 7,733 10,164 10,882 11,416 1,584 1,050 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 42) 182 -110 -2 0 -10 180 -122 -138 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 10.0 0.0 62.0 81.5 87.3 91.6 12.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 2 7 7 11 11 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 80,078 COMMITMENTS 14,604 5,865 1,932 54,682 61,364 71,219 69,161 8,859 10,917 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -2,721) -6,217 -2,741 509 2,430 1,231 -3,277 -1,000 557 -1,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 7.3 2.4 68.3 76.6 88.9 86.4 11.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 20 7 8 37 30 62 40 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 13,306 COMMITMENTS 6,245 12,835 460 6,266 0 12,971 13,295 335 11 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 187) 179 179 0 -3 0 176 179 11 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.9 96.5 3.5 47.1 0.0 97.5 99.9 2.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 12 11 2 3 0 17 11 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,791 COMMITMENTS 2,055 566 366 7,095 8,732 9,516 9,664 275 127 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -266) 163 -135 103 -533 -294 -267 -326 1 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 5.8 3.7 72.5 89.2 97.2 98.7 2.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 4 1 5 11 14 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,276 COMMITMENTS 1,790 450 0 12,218 13,684 14,008 14,134 268 142 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 738) 823 -454 0 -21 1,200 802 746 -64 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 3.2 0.0 85.6 95.9 98.1 99.0 1.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 3 0 6 13 14 16
Updated October 21, 2011