WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 443,119 COMMITMENTS 149,899 96,329 60,049 197,013 235,883 406,961 392,261 36,158 50,858 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -22,376) -9,736 -3,805 -4,009 -5,994 -14,468 -19,739 -22,282 -2,637 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 21.7 13.6 44.5 53.2 91.8 88.5 8.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 133 105 115 86 118 287 283 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,210,057 COMMITMENTS 424,556 87,086 121,379 523,180 791,177 1069115 999,642 140,942 210,415 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -46,911) -11,466 -5,274 -13,099 -21,123 -20,923 -45,688 -39,296 -1,223 -7,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 7.2 10.0 43.2 65.4 88.4 82.6 11.6 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 832) 219 146 173 270 393 582 642 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,927 COMMITMENTS 3,694 694 59 4,871 9,346 8,624 10,099 2,303 828 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -61) 324 71 -31 -336 -116 -43 -76 -18 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 6.4 0.5 44.6 85.5 78.9 92.4 21.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 21 8 5 12 10 36 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 742,076 COMMITMENTS 294,396 70,016 97,797 272,507 500,424 664,700 668,237 77,376 73,839 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -13,113) -25,770 -1,046 9,490 -927 -21,451 -17,207 -13,007 4,094 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 9.4 13.2 36.7 67.4 89.6 90.0 10.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635) 244 141 177 156 215 492 456 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 336,193 COMMITMENTS 83,814 52,270 49,856 163,700 207,495 297,370 309,621 38,823 26,572 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 5,476) 9,986 -3,036 -34 -7,479 9,084 2,473 6,014 3,003 -538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 15.5 14.8 48.7 61.7 88.5 92.1 11.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 92 56 88 71 67 216 185 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 641,164 COMMITMENTS 57,147 61,276 14,188 406,519 417,458 477,854 492,922 163,310 148,242 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 51,844) -6,043 18,743 7,023 40,178 14,933 41,158 40,699 10,686 11,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 9.6 2.2 63.4 65.1 74.5 76.9 25.5 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 20 26 14 61 67 89 99 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 385,001 COMMITMENTS 43,325 25,020 10,574 254,329 282,078 308,228 317,672 76,773 67,329 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 23,118) 1,256 3,661 10,102 2,536 -2,531 13,894 11,232 9,224 11,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 6.5 2.7 66.1 73.3 80.1 82.5 19.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 6 5 31 39 41 48 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,981 COMMITMENTS 2,047 202 2,856 6,462 8,654 11,365 11,712 616 269 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 67) -89 50 -129 268 96 50 17 17 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 1.7 23.8 53.9 72.2 94.9 97.8 5.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 4 8 20 21 35 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 257,606 COMMITMENTS 85,762 10,757 44,730 78,673 176,496 209,165 231,983 48,441 25,623 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -10,380) -6,070 1,667 -2,288 -115 -10,912 -8,473 -11,533 -1,907 1,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 4.2 17.4 30.5 68.5 81.2 90.1 18.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 88 32 83 76 71 215 166 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,564 COMMITMENTS 3,370 4,418 1,253 7,082 7,692 11,705 13,363 2,859 1,201 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 509) -195 65 334 26 69 165 468 344 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 30.3 8.6 48.6 52.8 80.4 91.8 19.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 21 24 12 24 11 56 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 974,362 COMMITMENTS 267,557 142,796 31,625 540,311 706,128 839,493 880,549 134,869 93,813 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -30,046) -47,857 -3,868 2,080 1,363 -39,052 -44,414 -40,840 14,368 10,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 14.7 3.2 55.5 72.5 86.2 90.4 13.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 46 32 21 103 99 155 146 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,604,899 COMMITMENTS 222,643 171,951 51,338 1008919 1063704 1282900 1286993 321,999 317,906 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -26,972) -47,320 -472 11,362 -33,941 -45,716 -69,899 -34,826 42,927 7,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 10.7 3.2 62.9 66.3 79.9 80.2 20.1 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 40 45 35 104 123 160 187 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,296,213 COMMITMENTS 230,218 104,640 28,352 786,270 914,269 1044840 1047261 251,373 248,952 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 33,544) 22,773 -2,953 10,365 -25,178 24,367 7,960 31,779 25,584 1,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 8.1 2.2 60.7 70.5 80.6 80.8 19.4 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 35 29 23 82 93 129 133 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 483,138 COMMITMENTS 32,261 62,380 62,557 358,822 322,011 453,640 446,948 29,498 36,190 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 25,489) 8,054 4,660 1,094 10,904 17,732 20,052 23,486 5,437 2,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 12.9 12.9 74.3 66.6 93.9 92.5 6.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 20 14 25 43 44 71 77 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 58,876 COMMITMENTS 22,042 5,087 616 27,061 48,104 49,719 53,807 9,158 5,070 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,239) 1,231 -1,912 490 647 5,139 2,367 3,716 -128 -1,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 8.6 1.0 46.0 81.7 84.4 91.4 15.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 37 9 3 34 24 73 34 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 117,752 COMMITMENTS 44,084 10,174 1,232 54,121 96,207 99,437 107,613 18,315 10,139 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,478) 2,461 -3,824 979 1,294 10,277 4,734 7,432 -256 -2,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 8.6 1.0 46.0 81.7 84.4 91.4 15.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 37 9 3 34 24 73 34 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,432 COMMITMENTS 6,040 6,429 954 1,293 1,044 8,287 8,427 145 5 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -69) 106 -22 -28 -155 -18 -77 -68 8 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.6 76.2 11.3 15.3 12.4 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 10 3 1 2 11 13 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,619 COMMITMENTS 1,241 3,794 7 9,115 6,752 10,363 10,553 256 66 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 145) 143 12 0 5 109 148 121 -3 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 35.7 0.1 85.8 63.6 97.6 99.4 2.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 7 1 6 9 14 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,524 COMMITMENTS 1,888 2,977 101 12,292 11,305 14,281 14,383 243 141 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -214) -339 -226 101 65 -198 -173 -323 -41 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 20.5 0.7 84.6 77.8 98.3 99.0 1.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 5 1 5 13 12 18
Updated August 31, 2012