WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 522,496 COMMITMENTS 73,524 119,285 129,679 275,383 204,652 478,586 453,616 43,910 68,880 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -13,276) -1,868 7,602 -10,397 -1,372 -13,175 -13,637 -15,970 361 2,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 22.8 24.8 52.7 39.2 91.6 86.8 8.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415) 101 171 175 107 122 322 364 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,910,946 COMMITMENTS 324,363 103,755 586,139 825,639 976,216 1736142 1666111 174,804 244,834 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 20,943) -6,218 12,164 864 31,628 13,209 26,275 26,238 -5,332 -5,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 5.4 30.7 43.2 51.1 90.9 87.2 9.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 814) 228 176 307 294 362 662 721 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 20,244 COMMITMENTS 2,169 2,403 2,503 12,780 13,036 17,452 17,942 2,792 2,302 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 643) -227 54 11 1,079 475 862 540 -220 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 11.9 12.4 63.1 64.4 86.2 88.6 13.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 10 6 17 10 32 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 702,174 COMMITMENTS 109,433 83,620 206,924 329,572 319,985 645,929 610,529 56,246 91,645 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 21,142) 409 21,512 5,087 10,395 -13,446 15,891 13,153 5,251 7,989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 11.9 29.5 46.9 45.6 92.0 86.9 8.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507) 132 154 199 140 183 398 433 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 365,937 COMMITMENTS 57,249 64,936 77,363 199,993 190,905 334,605 333,204 31,333 32,733 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -6,556) 1,556 -1,115 -2,060 -6,178 -1,130 -6,683 -4,305 127 -2,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 17.7 21.1 54.7 52.2 91.4 91.1 8.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 77 82 94 77 74 209 213 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 768,775 COMMITMENTS 60,215 98,191 65,850 487,213 467,293 613,278 631,334 155,497 137,441 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 12,990) -346 777 -1,205 4,307 6,945 2,757 6,518 10,233 6,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 12.8 8.6 63.4 60.8 79.8 82.1 20.2 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 35 23 37 83 84 133 129 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 395,602 COMMITMENTS 56,066 29,081 2,836 265,903 321,606 324,805 353,523 70,797 42,079 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 10,662) 2,248 425 -415 5,755 13,683 7,588 13,693 3,074 -3,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 7.4 0.7 67.2 81.3 82.1 89.4 17.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 8 5 3 44 40 54 46 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,148 COMMITMENTS 1,180 840 1,341 7,539 7,954 10,060 10,135 1,088 1,013 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 254) 126 2 149 -76 -116 199 35 55 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 7.5 12.0 67.6 71.3 90.2 90.9 9.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 4 5 19 25 29 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 243,329 COMMITMENTS 32,060 59,368 48,623 125,735 98,889 206,418 206,880 36,912 36,449 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 12,579) 1,107 9,396 4,097 9,793 1,304 14,997 14,798 -2,418 -2,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 24.4 20.0 51.7 40.6 84.8 85.0 15.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 37 72 57 75 65 149 165 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,790 COMMITMENTS 2,993 3,905 2,679 9,290 10,398 14,961 16,981 3,828 1,809 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,084) -177 588 31 248 -1,027 102 -408 982 1,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 20.8 14.3 49.4 55.3 79.6 90.4 20.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 23 28 18 26 20 61 58 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 810,830 COMMITMENTS 221,681 136,318 47,004 437,629 521,140 706,314 704,462 104,516 106,368 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -8,618) -11,256 9,046 2,891 6,271 -17,247 -2,094 -5,309 -6,524 -3,309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 16.8 5.8 54.0 64.3 87.1 86.9 12.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 43 43 26 85 110 146 162 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,809,456 COMMITMENTS 185,494 283,030 193,931 1125714 1033723 1505139 1510684 304,317 298,772 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 12,267) 12,073 16,603 19,115 -7,406 21,630 23,783 57,348 -11,515 -45,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 15.6 10.7 62.2 57.1 83.2 83.5 16.8 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 43 51 62 133 145 206 228 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,412,616 COMMITMENTS 430,592 127,475 102,350 669,833 947,125 1202776 1176950 209,840 235,665 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -7,059) 12,419 6,323 4,430 -23,146 -11,172 -6,297 -419 -762 -6,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 9.0 7.2 47.4 67.0 85.1 83.3 14.9 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 33 29 37 85 110 138 157 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 768,944 COMMITMENTS 68,034 61,369 236,317 416,529 421,746 720,880 719,432 48,063 49,512 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 11,059) 3,511 1,092 -3,061 -2,936 -243 -2,485 -2,212 13,544 13,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 8.0 30.7 54.2 54.8 93.7 93.6 6.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 21 27 36 58 65 97 111 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 47,581 COMMITMENTS 9,906 4,071 1,038 29,214 36,895 40,158 42,004 7,423 5,577 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 2,868) 2,691 -288 112 -822 2,506 1,980 2,329 887 538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 8.6 2.2 61.4 77.5 84.4 88.3 15.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 23 11 10 37 31 67 45 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 95,161 COMMITMENTS 19,812 8,143 2,076 58,428 73,789 80,316 84,007 14,845 11,154 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 5,735) 5,381 -576 223 -1,643 5,012 3,961 4,659 1,774 1,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 8.6 2.2 61.4 77.5 84.4 88.3 15.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 23 11 10 37 31 67 45 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,023 COMMITMENTS 6,398 14,359 514 7,767 0 14,679 14,873 344 150 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,251) 366 1,105 0 1,027 0 1,393 1,105 -142 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 95.6 3.4 51.7 0.0 97.7 99.0 2.3 1.0 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 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,029 COMMITMENTS 1,206 550 0 8,591 9,361 9,797 9,911 232 118 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -678) 67 -813 0 -750 127 -683 -686 5 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 5.5 0.0 85.7 93.3 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 5 0 5 11 13 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 15,062 COMMITMENTS 904 1,309 0 13,827 13,609 14,731 14,918 331 144 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -576) -397 -733 0 -228 196 -625 -537 49 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 8.7 0.0 91.8 90.4 97.8 99.0 2.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 4 0 5 12 12 16
Updated November 18, 2011