WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 463,614 COMMITMENTS 72,877 112,442 117,092 237,822 176,365 427,791 405,899 35,823 57,715 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 12,193) -793 -5,384 13,502 -1,622 3,592 11,088 11,710 1,105 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 24.3 25.3 51.3 38.0 92.3 87.6 7.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 106 150 168 92 112 299 342 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,615,568 COMMITMENTS 317,297 112,994 443,612 687,905 777,710 1448813 1334315 166,754 281,252 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 56,650) 18,856 -27,360 35,917 3,701 38,575 58,475 47,131 -1,825 9,518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 7.0 27.5 42.6 48.1 89.7 82.6 10.3 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722) 160 192 242 241 320 539 630 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,096 COMMITMENTS 2,167 2,475 790 9,058 8,759 12,015 12,025 2,081 2,072 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 338) -62 379 62 165 -228 165 213 174 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 17.6 5.6 64.3 62.1 85.2 85.3 14.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 14 8 4 16 8 30 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 635,183 COMMITMENTS 110,227 60,861 200,913 275,112 296,354 586,251 558,128 48,932 77,055 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -4,746) 6,989 -3,842 8,181 -16,251 -4,091 -1,081 247 -3,665 -4,993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 9.6 31.6 43.3 46.7 92.3 87.9 7.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459) 130 139 199 113 153 364 397 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 322,173 COMMITMENTS 60,045 54,462 64,722 167,418 173,896 292,185 293,080 29,988 29,093 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -12,045) -527 -10,221 1,082 -12,390 83 -11,836 -9,057 -210 -2,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 16.9 20.1 52.0 54.0 90.7 91.0 9.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 66 68 76 66 73 177 189 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 656,997 COMMITMENTS 64,849 93,577 33,288 411,635 399,196 509,772 526,061 147,225 130,936 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,448) 5,259 5,717 -3,376 -1,927 -1,497 -44 844 1,492 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 14.2 5.1 62.7 60.8 77.6 80.1 22.4 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 25 31 36 75 68 123 112 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 362,623 COMMITMENTS 59,119 31,986 569 244,493 289,614 304,181 322,169 58,442 40,454 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -6,272) 91 -3,473 -583 -3,166 -3,615 -3,658 -7,672 -2,614 1,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 8.8 0.2 67.4 79.9 83.9 88.8 16.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 7 7 5 39 39 50 47 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,050 COMMITMENTS 1,109 968 1,040 7,333 7,507 9,482 9,515 568 535 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 252) -5 -166 88 195 302 278 224 -26 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 9.6 10.3 73.0 74.7 94.3 94.7 5.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 3 5 19 18 28 24 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 215,724 COMMITMENTS 29,608 47,820 40,124 114,820 98,482 184,552 186,426 31,172 29,298 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -140) -339 -806 1,754 -2,438 -675 -1,022 274 882 -414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 22.2 18.6 53.2 45.7 85.6 86.4 14.4 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 39 47 61 69 63 148 148 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,426 COMMITMENTS 2,805 5,356 1,421 8,403 6,561 12,628 13,339 2,798 2,087 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,003) 109 -329 -986 -647 -316 -1,524 -1,631 -479 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 34.7 9.2 54.5 42.5 81.9 86.5 18.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 24 23 17 21 15 55 48 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 716,202 COMMITMENTS 158,657 140,345 20,498 424,105 451,022 603,259 611,865 112,943 104,337 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,549) -12,214 13,126 -5,146 17,364 -4,681 4 3,300 3,545 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 19.6 2.9 59.2 63.0 84.2 85.4 15.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 36 40 21 83 100 134 146 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,687,564 COMMITMENTS 206,625 197,479 113,713 1079245 1072578 1399583 1383770 287,981 303,794 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 33,088) -1,464 -13,395 14,887 7,872 27,860 21,295 29,352 11,793 3,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 11.7 6.7 64.0 63.6 82.9 82.0 17.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 33 52 47 115 122 179 190 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,390,013 COMMITMENTS 374,919 120,714 60,684 721,638 975,638 1157241 1157035 232,772 232,978 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 77,710) 7,122 -20,980 13,445 29,086 80,317 49,654 72,782 28,057 4,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 8.7 4.4 51.9 70.2 83.3 83.2 16.7 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 28 24 26 70 103 113 138 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 597,174 COMMITMENTS 78,575 65,370 139,856 344,792 356,011 563,223 561,237 33,951 35,937 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -121,764) -17,645 -6,779 -53,944 -54,369 -56,940 -125,958 -117,663 4,194 -4,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 10.9 23.4 57.7 59.6 94.3 94.0 5.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 16 21 28 49 50 78 87 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,422 COMMITMENTS 14,334 3,883 389 28,509 41,356 43,232 45,628 6,190 3,794 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,356) 1,232 -301 -80 1,173 3,916 2,325 3,534 1,031 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 7.9 0.8 57.7 83.7 87.5 92.3 12.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 25 11 7 31 30 60 44 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 98,845 COMMITMENTS 28,668 7,767 777 57,019 82,712 86,464 91,256 12,380 7,588 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 6,712) 2,464 -603 -160 2,346 7,832 4,650 7,068 2,062 -356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 7.9 0.8 57.7 83.7 87.5 92.3 12.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 25 11 7 31 30 60 44 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,631 COMMITMENTS 13,599 14,380 490 1,331 747 15,420 15,617 211 14 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -431) -185 -989 -195 -54 747 -434 -437 3 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.0 92.0 3.1 8.5 4.8 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 14 3 1 2 11 16 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,575 COMMITMENTS 1,209 2,513 25 9,069 7,945 10,303 10,483 272 92 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 92) 5 601 0 63 -507 68 94 24 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 23.8 0.2 85.8 75.1 97.4 99.1 2.6 0.9 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 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,322 COMMITMENTS 1,186 794 0 10,695 11,339 11,881 12,133 441 189 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 383) 295 215 0 6 168 301 383 82 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 6.4 0.0 86.8 92.0 96.4 98.5 3.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 6 0 6 12 14 18
Updated January 6, 2012