WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 444,998 COMMITMENTS 73,701 129,223 98,138 237,220 159,134 409,059 386,495 35,939 58,503 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 10,357) -1,308 -283 5,946 3,974 3,482 8,611 9,145 1,746 1,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 29.0 22.1 53.3 35.8 91.9 86.9 8.1 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 102 161 162 95 111 297 349 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,568,094 COMMITMENTS 293,238 159,254 415,894 693,812 727,001 1402944 1302149 165,150 265,945 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 23,755) -2,976 2,728 25,220 -2,330 -8,212 19,914 19,736 3,841 4,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 10.2 26.5 44.2 46.4 89.5 83.0 10.5 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 721) 147 208 243 246 314 538 634 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,930 COMMITMENTS 2,194 2,081 790 8,977 9,034 11,961 11,906 1,969 2,025 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 37) -166 -95 59 196 92 89 55 -52 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 14.9 5.7 64.4 64.9 85.9 85.5 14.1 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 8 5 16 8 29 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 739,312 COMMITMENTS 95,077 74,929 257,004 334,944 324,518 687,026 656,452 52,286 82,860 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -28,390) -3,938 -7,130 -5,623 -19,132 -11,107 -28,693 -23,859 303 -4,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 10.1 34.8 45.3 43.9 92.9 88.8 7.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494) 136 153 238 133 156 414 441 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 354,317 COMMITMENTS 62,359 74,314 71,421 192,284 175,070 326,064 320,806 28,252 33,511 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -9,179) -215 1,444 2,684 -12,952 -10,258 -10,483 -6,130 1,304 -3,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 21.0 20.2 54.3 49.4 92.0 90.5 8.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 66 78 80 67 74 180 206 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 703,470 COMMITMENTS 58,645 87,920 51,305 447,737 435,715 557,686 574,940 145,784 128,530 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 21,524) 697 5,629 9,637 12,252 17,191 22,586 32,457 -1,063 -10,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 12.5 7.3 63.6 61.9 79.3 81.7 20.7 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 28 28 37 86 78 134 123 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 367,791 COMMITMENTS 59,028 34,745 1,197 244,798 289,742 305,023 325,684 62,768 42,107 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -13,909) 4,170 1,796 14 -17,928 -14,197 -13,744 -12,387 -165 -1,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 9.4 0.3 66.6 78.8 82.9 88.6 17.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 7 7 4 43 37 53 45 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,872 COMMITMENTS 1,134 1,219 934 7,164 7,200 9,232 9,353 640 519 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -266) -83 27 -30 -141 -214 -254 -217 -12 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 12.3 9.5 72.6 72.9 93.5 94.7 6.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 3 5 20 20 29 26 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 226,453 COMMITMENTS 28,483 55,470 40,895 125,092 97,440 194,470 193,806 31,984 32,648 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -8,047) -1,464 -8,399 501 -5,300 1,970 -6,264 -5,927 -1,784 -2,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 24.5 18.1 55.2 43.0 85.9 85.6 14.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 34 57 52 76 67 144 155 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,069 COMMITMENTS 2,798 5,448 3,545 9,594 7,565 15,937 16,558 3,132 2,511 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -575) 4 247 -160 -237 -452 -392 -365 -183 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 28.6 18.6 50.3 39.7 83.6 86.8 16.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 24 28 19 23 19 60 59 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 737,722 COMMITMENTS 195,496 116,251 30,704 402,338 494,135 628,539 641,090 109,183 96,632 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -2,619) -17,367 115 1,357 8,596 1,408 -7,414 2,880 4,795 -5,499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 15.8 4.2 54.5 67.0 85.2 86.9 14.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 34 38 22 82 103 133 147 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,734,484 COMMITMENTS 181,370 186,766 159,580 1106689 1090339 1447640 1436686 286,844 297,798 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 19,616) -27,267 -1,863 12,964 55,871 10,574 41,568 21,675 -21,952 -2,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 10.8 9.2 63.8 62.9 83.5 82.8 16.5 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 45 40 55 124 134 194 204 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,378,180 COMMITMENTS 375,055 123,016 81,910 701,821 948,919 1158785 1153844 219,395 224,336 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -70,478) 10,591 -1,155 2,095 -62,630 -80,190 -49,944 -79,250 -20,534 8,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 8.9 5.9 50.9 68.9 84.1 83.7 15.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 31 25 33 84 108 131 150 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 710,514 COMMITMENTS 90,420 72,530 194,970 393,736 402,560 679,126 670,059 31,389 40,455 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -6,840) 5,142 8,087 -5,155 -6,040 -8,915 -6,053 -5,984 -787 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 10.2 27.4 55.4 56.7 95.6 94.3 4.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 25 23 37 56 59 96 106 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 46,735 COMMITMENTS 14,827 3,799 357 26,183 38,301 41,367 42,457 5,368 4,278 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -61,263) 2,092 616 -10,813 -48,795 -46,718 -57,517 -56,915 -3,746 -4,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 8.1 0.8 56.0 82.0 88.5 90.8 11.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 28 8 8 34 26 65 39 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 93,470 COMMITMENTS 29,654 7,597 714 52,365 76,603 82,734 84,914 10,736 8,556 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -68,840) 3,989 -3,896 -7,055 -61,795 -55,133 -64,861 -66,084 -3,980 -2,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 8.1 0.8 56.0 82.0 88.5 90.8 11.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 28 8 8 34 26 65 39 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,214 COMMITMENTS 7,114 15,621 512 8,368 58 15,994 16,191 220 23 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -730) -345 32 -833 364 58 -814 -743 84 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.9 96.3 3.2 51.6 0.4 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 13 4 3 2 15 15 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,464 COMMITMENTS 1,195 1,917 25 9,002 8,443 10,222 10,385 242 79 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,320) -13 -385 -311 -158 175 -482 -521 -838 -799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 18.3 0.2 86.0 80.7 97.7 99.2 2.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 6 1 6 12 13 18 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,415 COMMITMENTS 1,022 839 0 10,983 11,350 12,005 12,189 410 226 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,885) 180 -70 -969 -1,122 -863 -1,911 -1,902 26 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 6.8 0.0 88.5 91.4 96.7 98.2 3.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 5 0 7 12 15 17
Updated December 23, 2011