WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 434,641 COMMITMENTS 75,009 129,506 92,192 233,247 155,652 400,448 377,350 34,193 57,291 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 5,590) -1,998 2,680 3,019 2,916 -1,461 3,937 4,238 1,653 1,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 29.8 21.2 53.7 35.8 92.1 86.8 7.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 98 168 159 93 114 293 355 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,544,339 COMMITMENTS 296,214 156,526 390,674 696,142 735,213 1383030 1282413 161,309 261,926 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 45,053) 9,022 10,833 22,417 15,198 2,680 46,636 35,929 -1,583 9,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 10.1 25.3 45.1 47.6 89.6 83.0 10.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730) 160 197 236 239 319 532 637 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,894 COMMITMENTS 2,360 2,176 732 8,781 8,942 11,873 11,851 2,021 2,043 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -145) -129 -307 17 -152 56 -265 -235 120 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 15.7 5.3 63.2 64.4 85.5 85.3 14.5 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 11 9 4 15 8 27 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 767,702 COMMITMENTS 99,015 82,058 262,627 354,076 335,625 715,718 680,311 51,983 87,391 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 26,297) 3,003 -5,615 24,557 1,923 13,305 29,484 32,247 -3,187 -5,949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 10.7 34.2 46.1 43.7 93.2 88.6 6.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 503) 141 157 246 129 150 418 448 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 11,218 COMMITMENTS 7,109 1,501 448 389 2,137 7,946 4,086 3,272 7,132 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.4 13.4 4.0 3.5 19.0 70.8 36.4 29.2 63.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 6 6 1 4 11 16 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 363,495 COMMITMENTS 62,574 72,870 68,737 205,236 185,328 336,547 326,935 26,948 36,560 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,275) 2,809 -973 2,138 -3,903 -1,401 1,044 -236 231 1,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 20.0 18.9 56.5 51.0 92.6 89.9 7.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 65 80 80 69 80 183 210 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 681,946 COMMITMENTS 57,948 82,291 41,667 435,484 418,524 535,099 542,483 146,847 139,464 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 18,134) -1,830 -5,323 4,187 14,465 19,359 16,822 18,223 1,312 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 12.1 6.1 63.9 61.4 78.5 79.5 21.5 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 25 26 30 82 72 125 110 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 381,700 COMMITMENTS 54,858 32,949 1,183 262,726 303,939 318,767 338,071 62,933 43,629 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -24,141) 3,158 -3,716 -5,674 -21,340 -18,022 -23,856 -27,412 -285 3,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 8.6 0.3 68.8 79.6 83.5 88.6 16.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 6 6 3 42 40 50 47 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,138 COMMITMENTS 1,217 1,192 964 7,305 7,414 9,486 9,570 652 568 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 66) 50 -148 178 -170 29 58 59 8 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 11.8 9.5 72.1 73.1 93.6 94.4 6.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 3 5 19 20 30 26 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 234,500 COMMITMENTS 29,947 63,869 40,394 130,392 95,470 200,733 199,733 33,767 34,767 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 6,823) 1,640 1,372 1,918 3,445 3,739 7,002 7,029 -180 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 27.2 17.2 55.6 40.7 85.6 85.2 14.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 34 66 57 71 67 147 164 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,644 COMMITMENTS 2,794 5,202 3,704 9,831 8,016 16,329 16,922 3,316 2,722 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -22) -168 167 65 219 -611 116 -378 -138 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 26.5 18.9 50.0 40.8 83.1 86.1 16.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 25 28 20 25 19 64 59 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 740,340 COMMITMENTS 212,864 116,136 29,347 393,742 492,726 635,952 638,209 104,388 102,131 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 64,491) 49,312 2,338 21,866 -8,536 42,387 62,643 66,591 1,848 -2,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 15.7 4.0 53.2 66.6 85.9 86.2 14.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 39 41 24 83 103 140 150 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,714,868 COMMITMENTS 208,637 188,629 146,616 1050818 1079765 1406072 1415011 308,796 299,857 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 79,594) 12,711 479 7,374 41,515 71,874 61,599 79,728 17,995 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 11.0 8.5 61.3 63.0 82.0 82.5 18.0 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 37 53 61 119 128 191 207 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,448,658 COMMITMENTS 364,464 124,171 79,815 764,451 1029108 1208730 1233094 239,928 215,564 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 109,515) 22,281 15,763 23,444 41,027 82,441 86,752 121,649 22,763 -12,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 8.6 5.5 52.8 71.0 83.4 85.1 16.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 32 21 30 81 104 126 142 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 717,354 COMMITMENTS 85,278 64,443 200,125 399,776 411,475 685,178 676,043 32,176 41,311 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 14,844) 4,142 4,377 4,133 5,380 10,489 13,654 18,998 1,190 -4,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 9.0 27.9 55.7 57.4 95.5 94.2 4.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 21 24 36 58 60 97 105 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 107,998 COMMITMENTS 12,735 3,183 11,171 74,978 85,019 98,884 99,373 9,115 8,626 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 39,307) 1,476 634 6,391 30,219 31,559 38,086 38,584 1,221 723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 2.9 10.3 69.4 78.7 91.6 92.0 8.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 22 17 21 46 41 83 68 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 26,843 COMMITMENTS 3,228 761 3,961 17,898 19,151 25,087 23,873 1,757 2,970 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 8,096) 221 -495 3,521 4,256 4,783 7,998 7,809 98 288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 2.8 14.8 66.7 71.3 93.5 88.9 6.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 2 7 13 13 21 21 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 162,310 COMMITMENTS 25,666 11,494 7,769 114,160 131,736 147,594 150,999 14,716 11,312 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 62,421) 2,134 1,884 6,115 51,926 53,552 60,175 61,550 2,246 871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 7.1 4.8 70.3 81.2 90.9 93.0 9.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 23 18 21 41 36 77 63 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,944 COMMITMENTS 7,459 15,589 1,345 8,004 0 16,808 16,934 136 10 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 62) 53 -219 280 -219 0 114 61 -52 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 92.0 7.9 47.2 0.0 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 11 13 5 3 0 18 14 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,784 COMMITMENTS 1,208 2,302 336 9,160 8,268 10,704 10,906 1,080 878 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 757) 42 1,075 -420 324 -668 -54 -13 811 770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 19.5 2.9 77.7 70.2 90.8 92.5 9.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 6 1 6 11 13 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,300 COMMITMENTS 842 909 969 12,105 12,213 13,916 14,091 384 209 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 531) -4 -417 969 -410 -33 555 519 -24 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 6.4 6.8 84.7 85.4 97.3 98.5 2.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 6 2 7 12 14 19
Updated December 16, 2011