WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| 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 75,392 111,683 140,076 276,755 217,828 492,223 469,587 43,548 66,185 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -8,062) 2,120 -10,166 -3,935 -10,800 424 -12,615 -13,677 4,553 5,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 20.8 26.1 51.7 40.7 91.9 87.6 8.1 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419) 106 159 181 112 124 336 363 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,890,003 COMMITMENTS 330,581 91,592 585,275 794,011 963,007 1709867 1639874 180,136 250,129 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 27,411) 11,790 -3,113 5,445 13,962 43,248 31,196 45,580 -3,785 -18,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 4.8 31.0 42.0 51.0 90.5 86.8 9.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 811) 229 169 303 292 364 656 716 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,602 COMMITMENTS 2,397 2,349 2,492 11,701 12,561 16,590 17,402 3,012 2,199 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,518) -345 237 732 1,143 564 1,530 1,532 -12 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 12.0 12.7 59.7 64.1 84.6 88.8 15.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 17 10 8 16 10 34 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 681,033 COMMITMENTS 109,024 62,108 201,837 319,177 333,431 630,037 597,376 50,995 83,657 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 457) -3,323 2,901 6,267 169 -7,650 3,113 1,517 -2,656 -1,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 9.1 29.6 46.9 49.0 92.5 87.7 7.5 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490) 141 129 199 140 187 385 433 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 372,493 COMMITMENTS 55,693 66,051 79,423 206,171 192,035 341,287 337,509 31,206 34,984 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -13,954) 2,582 -3,676 -3,440 -15,125 -8,646 -15,983 -15,762 2,029 1,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 17.7 21.3 55.3 51.6 91.6 90.6 8.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 66 87 93 73 73 202 215 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,785 COMMITMENTS 60,561 97,414 67,055 482,906 460,348 610,521 624,816 145,264 130,969 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -41) 1,668 3,536 -209 3,960 3,647 5,419 6,973 -5,460 -7,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 12.9 8.9 63.9 60.9 80.8 82.7 19.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 32 28 42 79 83 132 132 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 384,940 COMMITMENTS 53,818 28,656 3,251 260,149 307,922 317,217 339,829 67,723 45,111 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,778) -1,674 -2,364 322 -1,857 1,775 -3,209 -267 4,987 2,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 7.4 0.8 67.6 80.0 82.4 88.3 17.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 8 4 4 40 42 50 48 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,894 COMMITMENTS 1,054 838 1,192 7,615 8,070 9,861 10,100 1,033 794 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 205) 107 -79 60 -158 131 9 112 196 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 7.7 10.9 69.9 74.1 90.5 92.7 9.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 5 6 18 22 29 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 230,751 COMMITMENTS 30,953 49,972 44,525 115,942 97,585 191,420 192,082 39,330 38,668 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 12,570) 2,509 2,352 6,656 -2,132 -4,628 7,033 4,380 5,537 8,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 21.7 19.3 50.2 42.3 83.0 83.2 17.0 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 35 66 57 71 65 145 160 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,705 COMMITMENTS 3,169 3,317 2,647 9,042 11,425 14,859 17,389 2,846 316 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -617) -719 -48 271 690 -154 243 69 -860 -687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 18.7 15.0 51.1 64.5 83.9 98.2 16.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 23 24 20 28 20 67 53 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 819,448 COMMITMENTS 232,937 127,272 44,113 431,358 538,387 708,408 709,771 111,040 109,677 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 57,393) 38,129 -11,403 1,571 16,695 64,339 56,396 54,508 997 2,885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 15.5 5.4 52.6 65.7 86.4 86.6 13.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 49 42 25 88 109 153 161 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,797,189 COMMITMENTS 173,421 266,427 174,815 1133120 1012093 1481356 1453336 315,832 343,853 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 13,436) -242 -26,371 -3,960 9,579 19,348 5,377 -10,983 8,059 24,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 14.8 9.7 63.0 56.3 82.4 80.9 17.6 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 40 53 61 128 141 200 223 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,419,675 COMMITMENTS 418,173 121,152 97,921 692,979 958,296 1209073 1177370 210,602 242,305 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 29,511) 48,753 13,014 -7,025 -13,520 27,453 28,208 33,442 1,303 -3,931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 8.5 6.9 48.8 67.5 85.2 82.9 14.8 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 34 27 34 90 112 140 157 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 757,885 COMMITMENTS 64,523 60,277 239,378 419,465 421,988 723,366 721,644 34,519 36,241 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -7,863) 4,776 -320 153 -7,293 -6,489 -2,365 -6,656 -5,498 -1,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 8.0 31.6 55.3 55.7 95.4 95.2 4.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 19 29 38 60 66 101 113 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 44,713 COMMITMENTS 7,216 4,359 926 30,036 34,389 38,178 39,674 6,535 5,039 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -14,252) -829 2,046 -4,062 -7,313 -8,838 -12,205 -10,855 -2,048 -3,398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 9.7 2.1 67.2 76.9 85.4 88.7 14.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 17 12 7 37 30 60 43 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 89,426 COMMITMENTS 14,431 8,719 1,853 60,072 68,777 76,355 79,348 13,071 10,078 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,243) -2,276 -580 -594 4,459 1,880 1,589 705 -346 538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 9.7 2.1 67.2 76.9 85.4 88.7 14.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 17 12 7 37 30 60 43 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 13,772 COMMITMENTS 6,032 13,254 514 6,740 0 13,286 13,768 486 4 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 136) -101 143 0 84 0 -17 143 153 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.8 96.2 3.7 48.9 0.0 96.5 100.0 3.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 11 12 2 3 0 16 12 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,707 COMMITMENTS 1,139 1,363 0 9,341 9,234 10,480 10,597 227 110 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 561) 115 591 -1 453 -29 567 561 -6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 12.7 0.0 87.2 86.2 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 5 0 5 11 12 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 15,638 COMMITMENTS 1,301 2,042 0 14,055 13,413 15,356 15,455 282 183 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 786) 805 390 0 -53 348 752 738 34 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 13.1 0.0 89.9 85.8 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 3 0 5 12 13 15
Updated November 14, 2011