WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 416,371 COMMITMENTS 70,050 123,572 77,397 234,375 156,461 381,822 357,430 34,549 58,941 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -98,385) -954 -5,183 -52,610 -41,107 -36,057 -94,670 -93,849 -3,714 -4,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 29.7 18.6 56.3 37.6 91.7 85.8 8.3 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 88 163 139 94 112 272 331 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,479,265 COMMITMENTS 285,786 126,123 337,381 699,928 773,098 1323095 1236602 156,170 242,663 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -418,212) -10,292 2,663 -247,578 -143,437 -147,080 -401,308 -391,995 -16,904 -26,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 8.5 22.8 47.3 52.3 89.4 83.6 10.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 718) 166 166 232 257 331 544 628 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,064 COMMITMENTS 2,469 2,613 793 9,687 9,369 12,949 12,776 2,115 2,288 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -4,821) 295 -138 -2,405 -2,344 -2,291 -4,454 -4,835 -368 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 17.3 5.3 64.3 62.2 86.0 84.8 14.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 12 4 15 8 29 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 720,395 COMMITMENTS 95,729 86,120 230,060 339,425 312,271 665,215 628,451 55,181 91,945 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -1,415) -287 -1,963 -1,134 -7,258 -1,828 -8,680 -4,925 7,265 3,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 12.0 31.9 47.1 43.3 92.3 87.2 7.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480) 129 153 204 134 156 389 412 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 367,164 COMMITMENTS 57,519 75,878 71,417 207,558 181,045 336,494 328,340 30,670 38,824 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -18,658) 7,287 5,133 -13,030 -14,667 -13,932 -20,410 -21,828 1,752 3,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 20.7 19.5 56.5 49.3 91.6 89.4 8.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 68 87 87 74 79 193 225 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 731,641 COMMITMENTS 61,357 90,220 52,024 463,992 450,372 577,372 592,616 154,269 139,025 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -79,166) 3,379 397 -41,195 -24,702 -26,759 -62,517 -67,557 -16,649 -11,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 12.3 7.1 63.4 61.6 78.9 81.0 21.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 25 22 27 83 77 122 112 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 405,812 COMMITMENTS 54,428 31,992 7,362 275,665 321,324 337,456 360,678 68,357 45,134 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -5,540) -3,758 157 2,199 -3,362 -6,643 -4,921 -4,288 -619 -1,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 7.9 1.8 67.9 79.2 83.2 88.9 16.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 9 5 5 46 40 58 47 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,144 COMMITMENTS 1,061 1,509 658 7,769 7,377 9,488 9,544 656 600 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -164) 4 354 -314 255 -97 -55 -57 -109 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 14.9 6.5 76.6 72.7 93.5 94.1 6.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 3 5 20 22 30 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 228,919 COMMITMENTS 29,936 59,711 38,760 124,556 92,296 193,252 190,767 35,667 38,152 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -16,673) 1,921 -1,156 -8,883 -9,784 -8,464 -16,746 -18,503 73 1,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 26.1 16.9 54.4 40.3 84.4 83.3 15.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 38 69 55 71 61 149 158 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,846 COMMITMENTS 2,713 5,089 3,652 9,729 8,901 16,094 17,642 3,752 2,204 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 418) -91 730 454 2 -594 365 590 53 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 25.6 18.4 49.0 44.9 81.1 88.9 18.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 23 30 19 25 17 59 59 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 746,732 COMMITMENTS 185,157 145,301 23,048 426,713 476,764 634,919 645,114 111,812 101,618 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -62,072) -878 -16,666 -20,936 -43,501 -11,915 -65,314 -49,517 3,242 -12,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 19.5 3.1 57.1 63.8 85.0 86.4 15.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 41 38 22 82 103 138 148 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,769,548 COMMITMENTS 209,281 194,818 154,464 1101804 1107273 1465549 1456555 303,999 312,993 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -121,855) -1,104 -22,931 -68,261 -36,693 -13,941 -106,058 -105,133 -15,797 -16,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 11.0 8.7 62.3 62.6 82.8 82.3 17.2 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 34 47 51 114 129 178 197 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,425,692 COMMITMENTS 398,859 116,066 46,007 758,057 1012656 1202923 1174729 222,769 250,962 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -13,068) -11,997 -15,849 -52,074 48,808 40,254 -15,263 -27,668 2,195 14,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 8.1 3.2 53.2 71.0 84.4 82.4 15.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 27 22 26 85 109 126 143 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 784,793 COMMITMENTS 90,549 66,637 233,634 427,086 440,173 751,269 740,444 33,523 44,349 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 15,948) 14,397 4,432 -1,527 8,352 15,929 21,223 18,835 -5,276 -2,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 8.5 29.8 54.4 56.1 95.7 94.3 4.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 31 23 41 58 64 103 115 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 61,536 COMMITMENTS 8,287 4,661 4,819 41,277 44,761 54,383 54,240 7,153 7,295 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -2,106) 60 561 -377 -998 -2,858 -1,315 -2,674 -790 568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 7.6 7.8 67.1 72.7 88.4 88.1 11.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 21 12 10 36 31 63 47 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 17,715 COMMITMENTS 3,029 1,236 425 12,642 13,387 16,097 15,048 1,618 2,667 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 28) 11 18 -0 0 -5 11 13 17 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 7.0 2.4 71.4 75.6 90.9 84.9 9.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 3 8 8 12 13 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 87,642 COMMITMENTS 17,787 14,121 1,516 57,271 62,747 76,573 78,384 11,068 9,257 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -4,266) 283 1,272 -939 -1,995 -5,706 -2,652 -5,373 -1,614 1,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 16.1 1.7 65.3 71.6 87.4 89.4 12.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 12 8 33 27 59 41 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,942 COMMITMENTS 6,349 15,317 616 8,781 0 15,746 15,933 196 9 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -98) -182 -199 100 -16 0 -98 -99 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.8 96.1 3.9 55.1 0.0 98.8 99.9 1.2 0.1 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 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,637 COMMITMENTS 2,767 1,105 287 8,311 10,109 11,365 11,501 272 136 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 855) 619 396 287 -56 174 850 857 5 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 9.5 2.5 71.4 86.9 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 5 1 5 11 13 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 15,572 COMMITMENTS 752 1,568 595 13,830 13,209 15,177 15,372 395 200 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 544) 31 26 595 -164 -132 462 489 82 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 10.1 3.8 88.8 84.8 97.5 98.7 2.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 6 1 5 13 12 19
Updated December 2, 2011