WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 429,051 COMMITMENTS 77,008 126,827 89,172 230,330 157,113 396,510 373,112 32,541 55,939 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 12,681) 6,957 3,255 11,776 -4,045 652 14,688 15,682 -2,008 -3,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 29.6 20.8 53.7 36.6 92.4 87.0 7.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 105 147 151 91 113 279 340 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,499,287 COMMITMENTS 287,192 145,693 368,257 680,945 732,533 1336394 1246483 162,892 252,803 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 20,022) 1,406 19,569 30,877 -18,983 -40,565 13,299 9,881 6,723 10,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 9.7 24.6 45.4 48.9 89.1 83.1 10.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712) 159 175 229 240 322 525 621 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,039 COMMITMENTS 2,490 2,484 715 8,933 8,887 12,138 12,086 1,901 1,953 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,025) 21 -129 -78 -754 -483 -812 -690 -214 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 17.7 5.1 63.6 63.3 86.5 86.1 13.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 12 4 15 8 29 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 741,404 COMMITMENTS 96,012 87,674 238,070 352,153 322,320 686,234 648,064 55,170 93,341 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 21,009) 283 1,554 8,010 12,727 10,050 21,020 19,613 -11 1,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 11.8 32.1 47.5 43.5 92.6 87.4 7.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 484) 128 166 219 130 150 392 427 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 362,220 COMMITMENTS 59,764 73,843 66,600 209,139 186,729 335,503 327,172 26,717 35,048 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,944) 2,245 -2,035 -4,817 1,581 5,684 -991 -1,168 -3,953 -3,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 20.4 18.4 57.7 51.6 92.6 90.3 7.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 58 87 78 70 76 182 204 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 663,813 COMMITMENTS 59,778 87,614 37,481 421,019 399,165 518,278 524,260 145,535 139,553 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -67,829) -1,579 -2,606 -14,543 -42,973 -51,208 -59,095 -68,356 -8,734 527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 13.2 5.6 63.4 60.1 78.1 79.0 21.9 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 29 21 29 84 75 126 112 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 405,841 COMMITMENTS 51,700 36,665 6,857 284,066 321,961 342,623 365,483 63,218 40,358 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 29) -2,728 4,673 -506 8,401 637 5,167 4,805 -5,138 -4,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 9.0 1.7 70.0 79.3 84.4 90.1 15.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 6 8 4 45 41 54 50 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,072 COMMITMENTS 1,167 1,340 786 7,475 7,385 9,428 9,511 644 561 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -72) 106 -169 128 -294 8 -60 -33 -12 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 13.3 7.8 74.2 73.3 93.6 94.4 6.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 3 5 19 22 30 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 227,677 COMMITMENTS 28,308 62,497 38,477 126,946 91,731 193,731 192,704 33,947 34,973 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,242) -1,629 2,786 -284 2,391 -565 479 1,937 -1,720 -3,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 27.4 16.9 55.8 40.3 85.1 84.6 14.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 31 69 52 72 66 143 159 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,666 COMMITMENTS 2,962 5,034 3,639 9,611 8,627 16,212 17,301 3,454 2,365 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -180) 248 -55 -13 -118 -274 118 -342 -298 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 25.6 18.5 48.9 43.9 82.4 88.0 17.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 26 26 22 26 18 67 57 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 675,850 COMMITMENTS 163,551 113,798 7,481 402,277 450,339 573,310 571,618 102,540 104,232 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -70,882) -21,606 -31,503 -15,568 -24,436 -26,425 -61,610 -73,496 -9,272 2,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 16.8 1.1 59.5 66.6 84.8 84.6 15.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 35 34 16 80 102 127 140 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,635,274 COMMITMENTS 195,926 188,150 139,242 1009304 1007891 1344472 1335283 290,801 299,991 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -134,274) -13,355 -6,668 -15,222 -92,500 -99,382 -121,076 -121,272 -13,198 -13,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 11.5 8.5 61.7 61.6 82.2 81.7 17.8 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 40 47 56 114 121 181 197 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,339,143 COMMITMENTS 342,183 108,408 56,370 723,424 946,667 1121978 1111446 217,165 227,698 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -86,549) -56,676 -7,658 10,364 -34,633 -65,989 -80,945 -63,284 -5,604 -23,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 8.1 4.2 54.0 70.7 83.8 83.0 16.2 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 28 20 26 83 103 121 139 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 702,510 COMMITMENTS 81,135 60,066 195,992 394,397 400,986 671,524 657,045 30,986 45,465 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -82,282) -9,414 -6,571 -37,642 -32,689 -39,186 -79,745 -83,399 -2,537 1,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 8.6 27.9 56.1 57.1 95.6 93.5 4.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 23 24 36 56 59 95 105 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 68,692 COMMITMENTS 11,260 2,549 4,780 44,759 53,460 60,798 60,789 7,894 7,903 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 7,156) 2,973 -2,112 -39 3,481 8,699 6,415 6,548 741 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 3.7 7.0 65.2 77.8 88.5 88.5 11.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 22 10 10 40 35 68 50 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 18,747 COMMITMENTS 3,006 1,256 440 13,642 14,368 17,088 16,064 1,659 2,683 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 1,032) -23 20 15 1,000 981 992 1,016 40 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 6.7 2.3 72.8 76.6 91.2 85.7 8.8 14.3 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 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 99,890 COMMITMENTS 23,532 9,610 1,654 62,233 78,184 87,420 89,449 12,470 10,441 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 12,248) 5,745 -4,511 138 4,963 15,437 10,847 11,064 1,401 1,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 9.6 1.7 62.3 78.3 87.5 89.5 12.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 22 10 8 37 31 63 45 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,882 COMMITMENTS 7,406 15,808 1,065 8,223 0 16,694 16,873 188 9 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 940) 1,057 491 449 -558 0 948 940 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.9 93.6 6.3 48.7 0.0 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 13 3 3 0 16 13 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,027 COMMITMENTS 1,166 1,227 756 8,836 8,936 10,758 10,919 269 108 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -610) -1,601 122 469 525 -1,173 -607 -582 -3 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 11.1 6.9 80.1 81.0 97.6 99.0 2.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 6 1 5 12 12 18 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,769 COMMITMENTS 846 1,326 0 12,515 12,246 13,361 13,572 408 197 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,803) 94 -242 -595 -1,315 -963 -1,816 -1,800 13 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 9.6 0.0 90.9 88.9 97.0 98.6 3.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 6 0 5 13 11 19
Updated December 9, 2011