WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,663 COMMITMENTS 73,709 129,018 67,501 231,286 156,284 372,496 352,803 35,167 54,860 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 21,262) 771 11,987 5,234 12,480 2,980 18,485 20,201 2,777 1,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 31.6 16.6 56.7 38.3 91.4 86.5 8.6 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 98 160 132 78 104 268 315 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,211,479 COMMITMENTS 338,493 115,075 160,089 575,641 689,411 1074223 964,575 137,256 246,904 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 35,470) 29,854 -2,835 4,162 -4,251 27,840 29,765 29,167 5,705 6,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 9.5 13.2 47.5 56.9 88.7 79.6 11.3 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 696) 176 152 174 182 308 447 563 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,912 COMMITMENTS 2,387 2,609 47 8,242 8,300 10,676 10,956 2,236 1,956 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 22) -301 127 9 49 -252 -243 -116 265 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 20.2 0.4 63.8 64.3 82.7 84.9 17.3 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 9 2 16 8 28 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,749 COMMITMENTS 111,684 63,034 66,367 239,280 259,348 417,331 388,749 42,418 71,000 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -901) 1,465 -7,774 -1,207 -28 8,140 230 -841 -1,131 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 13.7 14.4 52.0 56.4 90.8 84.6 9.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420) 138 100 127 94 147 306 321 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 11,792 COMMITMENTS 8,289 180 265 356 2,384 8,910 2,829 2,882 8,963 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.3 1.5 2.2 3.0 20.2 75.6 24.0 24.4 76.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 14 1 5 1 5 15 11 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 277,806 COMMITMENTS 68,023 60,437 28,401 152,940 158,704 249,364 247,542 28,442 30,264 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 4,352) 6,560 -3,386 -2,736 -19 7,601 3,805 1,479 547 2,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 21.8 10.2 55.1 57.1 89.8 89.1 10.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 73 64 65 63 61 176 164 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 599,203 COMMITMENTS 67,515 107,265 3,465 374,335 354,882 445,315 465,612 153,888 133,591 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 13,675) 4,048 10,251 621 -6,707 -9,716 -2,038 1,156 15,713 12,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 17.9 0.6 62.5 59.2 74.3 77.7 25.7 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 26 31 11 68 64 100 100 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 373,606 COMMITMENTS 58,920 33,369 677 255,956 292,366 315,553 326,412 58,053 47,194 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 11,314) -199 1,370 122 11,463 2,752 11,386 4,244 -72 7,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 8.9 0.2 68.5 78.3 84.5 87.4 15.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 7 7 4 41 38 51 46 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,246 COMMITMENTS 1,083 498 1,253 7,322 8,009 9,658 9,760 588 486 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 196) -26 -470 213 -11 502 176 245 20 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 4.9 12.2 71.5 78.2 94.3 95.3 5.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 4 6 19 17 30 23 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 183,589 COMMITMENTS 30,526 42,006 23,591 102,582 94,932 156,699 160,529 26,890 23,060 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -11,768) 538 -6,093 -4,262 -5,387 3,506 -9,111 -6,849 -2,657 -4,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 22.9 12.8 55.9 51.7 85.4 87.4 14.6 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 37 46 49 67 62 137 138 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,100 COMMITMENTS 2,761 5,405 721 7,985 6,144 11,467 12,270 2,633 1,830 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -599) -287 50 -216 -2 -214 -505 -380 -94 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 38.3 5.1 56.6 43.6 81.3 87.0 18.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 21 20 10 17 14 44 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 678,937 COMMITMENTS 162,169 138,001 5,135 402,444 429,955 569,748 573,091 109,189 105,846 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -18,475) 1,571 -4,126 -85 -17,897 -18,131 -16,411 -22,342 -2,064 3,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 20.3 0.8 59.3 63.3 83.9 84.4 16.1 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 37 42 16 78 99 125 147 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,578,979 COMMITMENTS 242,671 222,395 25,372 1033830 1018169 1301873 1265936 277,106 313,043 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 81,423) 30,944 16,904 5,439 40,840 35,638 77,223 57,981 4,200 23,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 14.1 1.6 65.5 64.5 82.5 80.2 17.5 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 40 56 27 101 118 159 183 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,330,530 COMMITMENTS 426,281 122,589 8,907 656,453 967,262 1091641 1098758 238,889 231,772 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 44,061) 44,984 -6,835 836 -17,540 39,643 28,280 33,644 15,781 10,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 9.2 0.7 49.3 72.7 82.0 82.6 18.0 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 30 21 13 63 99 99 127 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 516,316 COMMITMENTS 83,320 68,138 66,741 329,919 346,505 479,980 481,384 36,336 34,932 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 3,125) 3,953 1,088 633 -5,831 329 -1,245 2,050 4,370 1,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 13.2 12.9 63.9 67.1 93.0 93.2 7.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 19 18 22 43 45 73 75 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 50,249 COMMITMENTS 13,413 3,894 540 28,790 41,516 42,742 45,950 7,507 4,300 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,287) -403 30 360 925 1,265 882 1,655 1,406 632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 7.7 1.1 57.3 82.6 85.1 91.4 14.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 27 10 5 30 27 59 40 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 100,498 COMMITMENTS 26,826 7,788 1,079 57,579 83,032 85,484 91,899 15,014 8,599 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 4,574) -806 60 720 1,849 2,530 1,763 3,310 2,811 1,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 7.7 1.1 57.3 82.6 85.1 91.4 14.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 27 10 5 30 27 59 40 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 17,641 COMMITMENTS 13,599 9,566 497 1,331 5,563 15,427 15,626 2,214 2,015 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,010) 0 -4,814 7 0 4,816 7 9 2,003 2,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.1 54.2 2.8 7.5 31.5 87.4 88.6 12.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 15 3 1 2 11 17 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,313 COMMITMENTS 1,294 1,954 27 8,722 8,267 10,043 10,248 270 65 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -262) 85 -559 2 -347 322 -260 -235 -2 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 18.9 0.3 84.6 80.2 97.4 99.4 2.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 6 1 6 12 14 18 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,283 COMMITMENTS 1,389 2,305 0 10,480 9,785 11,869 12,090 414 193 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -39) 203 1,511 0 -215 -1,554 -12 -43 -27 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 18.8 0.0 85.3 79.7 96.6 98.4 3.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 6 0 5 12 14 18
Updated January 13, 2012