WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 529,906 COMMITMENTS 85,703 136,317 128,173 274,521 203,412 488,397 467,902 41,509 62,004 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -14,847) 190 13,067 -11,357 -3,992 -16,617 -15,159 -14,906 312 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 25.7 24.2 51.8 38.4 92.2 88.3 7.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 109 151 176 91 111 314 335 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,779,030 COMMITMENTS 360,067 131,380 526,544 735,832 831,262 1622443 1489186 156,587 289,844 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 41,044) -2,051 2,574 19,797 28,320 16,502 46,066 38,873 -5,021 2,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 7.4 29.6 41.4 46.7 91.2 83.7 8.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 725) 196 165 268 260 313 573 646 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,571 COMMITMENTS 2,422 1,383 1,054 8,253 9,057 11,728 11,493 1,843 2,078 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -451) 86 -435 73 -396 -115 -237 -476 -213 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 10.2 7.8 60.8 66.7 86.4 84.7 13.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 8 7 15 10 28 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 756,274 COMMITMENTS 146,447 46,269 252,516 301,608 364,324 700,570 663,109 55,704 93,165 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 46,162) 11,122 -8,309 23,757 8,507 23,981 43,385 39,429 2,777 6,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 6.1 33.4 39.9 48.2 92.6 87.7 7.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497) 172 128 220 130 167 418 423 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 14,508 COMMITMENTS 10,838 1,465 250 302 1,762 11,390 3,477 3,118 11,031 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,110) 1,643 -165 74 -18 151 1,699 60 -589 1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.7 10.1 1.7 2.1 12.1 78.5 24.0 21.5 76.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 13 4 5 1 4 14 13 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 371,970 COMMITMENTS 70,276 56,953 80,710 186,215 201,914 337,200 339,577 34,770 32,392 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 2,945) 1,478 -9,424 5,218 -6,767 5,020 -71 815 3,015 2,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 15.3 21.7 50.1 54.3 90.7 91.3 9.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 71 79 98 65 73 199 211 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 733,392 COMMITMENTS 70,650 80,687 58,199 452,669 435,430 581,517 574,315 151,874 159,077 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -13,248) -6,616 -7,143 215 -3,747 -1,283 -10,148 -8,211 -3,100 -5,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 11.0 7.9 61.7 59.4 79.3 78.3 20.7 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 32 38 44 81 79 139 135 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 379,832 COMMITMENTS 47,574 33,142 6,517 269,949 289,957 324,041 329,616 55,792 50,216 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -316) 1,682 -1,969 5,417 -5,306 -3,136 1,793 311 -2,109 -628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 8.7 1.7 71.1 76.3 85.3 86.8 14.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 6 9 6 43 38 53 49 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,992 COMMITMENTS 1,299 237 1,362 7,463 8,855 10,124 10,454 868 538 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -148) -143 33 76 -122 -261 -189 -152 41 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 2.2 12.4 67.9 80.6 92.1 95.1 7.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 2 6 21 24 36 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 210,310 COMMITMENTS 36,161 35,430 42,208 97,104 106,582 175,473 184,220 34,837 26,090 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -5,341) -557 -1,576 -874 -6,500 -3,264 -7,931 -5,714 2,590 373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 16.8 20.1 46.2 50.7 83.4 87.6 16.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 45 50 56 67 66 150 147 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,776 COMMITMENTS 3,001 5,859 1,705 8,441 5,872 13,147 13,436 2,629 2,341 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -329) 248 -567 -175 -194 366 -121 -376 -208 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 37.1 10.8 53.5 37.2 83.3 85.2 16.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 20 27 14 25 18 54 54 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 922,705 COMMITMENTS 224,415 136,121 31,557 547,055 645,887 803,026 813,565 119,679 109,141 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -28,600) -66,395 18,526 5,224 28,523 -61,401 -32,649 -37,651 4,048 9,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 14.8 3.4 59.3 70.0 87.0 88.2 13.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 48 40 29 96 103 159 157 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,157,634 COMMITMENTS 197,573 233,859 205,963 1441633 1367976 1845168 1807797 312,466 349,837 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 35,760) -10,155 3,707 25,552 12,984 34,550 28,382 63,810 7,378 -28,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 10.8 9.5 66.8 63.4 85.5 83.8 14.5 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 43 57 62 137 153 214 238 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,586,156 COMMITMENTS 356,482 135,422 95,396 881,789 1107724 1333666 1338542 252,489 247,613 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -29,629) -36,153 6,004 -2,511 -1,517 -44,770 -40,182 -41,278 10,553 11,649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 8.5 6.0 55.6 69.8 84.1 84.4 15.9 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 37 31 37 88 108 142 159 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 613,577 COMMITMENTS 87,772 56,741 144,429 352,105 373,481 584,307 574,651 29,270 38,926 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 27,287) 10,190 2,915 6,012 18,017 19,171 34,219 28,098 -6,932 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 9.2 23.5 57.4 60.9 95.2 93.7 4.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 19 21 33 47 51 81 91 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 56,015 COMMITMENTS 18,538 5,048 1,021 29,256 44,626 48,815 50,694 7,201 5,321 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -837) -1,470 -48 294 358 -1,919 -819 -1,674 -18 837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 9.0 1.8 52.2 79.7 87.1 90.5 12.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 27 16 7 32 29 64 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 112,031 COMMITMENTS 37,076 10,095 2,041 58,512 89,252 97,630 101,389 14,401 10,642 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -1,674) -2,940 -96 587 715 -3,839 -1,637 -3,348 -37 1,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 9.0 1.8 52.2 79.7 87.1 90.5 12.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 27 16 7 32 29 64 47 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,312 COMMITMENTS 13,908 7,405 988 1,361 7,893 16,257 16,286 55 26 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -24) -36 -549 305 0 215 269 -29 -293 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.3 45.4 6.1 8.3 48.4 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 11 3 1 2 14 14 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,975 COMMITMENTS 2,225 295 10 7,493 9,560 9,728 9,865 247 110 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 456) 628 -299 -23 -174 762 431 440 25 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 3.0 0.1 75.1 95.8 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 4 1 6 11 16 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,690 COMMITMENTS 2,361 489 0 10,082 12,039 12,443 12,528 247 162 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -487) 282 -554 0 -759 29 -477 -525 -10 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 3.9 0.0 79.4 94.9 98.1 98.7 1.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 5 0 4 13 11 18
Updated February 17, 2012