WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 513,529 COMMITMENTS 93,657 125,153 124,651 255,447 206,581 473,756 456,385 39,773 57,144 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 433) 1,709 -18,159 8,270 -9,540 7,767 439 -2,122 -5 2,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 24.4 24.3 49.7 40.2 92.3 88.9 7.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 115 146 164 86 110 307 327 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,684,032 COMMITMENTS 367,984 94,900 479,628 681,038 827,154 1528650 1401682 155,382 282,350 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 36,104) 6,612 -22,279 36,785 -1,157 24,642 42,241 39,148 -6,137 -3,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 5.6 28.5 40.4 49.1 90.8 83.2 9.2 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714) 203 149 237 235 327 540 618 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,604 COMMITMENTS 1,513 1,588 520 7,212 7,237 9,245 9,345 2,359 2,259 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -131) -245 48 83 -199 -822 -361 -691 230 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 13.7 4.5 62.2 62.4 79.7 80.5 20.3 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 9 4 17 10 28 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,533 COMMITMENTS 205,041 33,561 240,770 285,508 419,524 731,319 693,855 58,214 95,678 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 52,507) 30,705 -4,973 13,459 5,940 38,753 50,103 47,239 2,404 5,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 4.3 30.5 36.2 53.1 92.6 87.9 7.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534) 199 126 214 134 184 431 439 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 16,066 COMMITMENTS 12,629 210 605 151 2,473 13,385 3,288 2,681 12,778 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.6 1.3 3.8 0.9 15.4 83.3 20.5 16.7 79.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 14 1 7 1 6 15 14 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 356,431 COMMITMENTS 74,245 57,709 62,130 184,177 209,773 320,552 329,612 35,879 26,819 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 6,078) -7,045 9,721 -7,488 22,562 4,024 8,030 6,258 -1,952 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 16.2 17.4 51.7 58.9 89.9 92.5 10.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 78 79 79 70 75 201 191 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 718,611 COMMITMENTS 78,264 85,012 49,087 436,903 420,988 564,254 555,087 154,357 163,524 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -21,247) 9,558 266 5,577 -10,364 -16,500 4,771 -10,658 -26,018 -10,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 11.8 6.8 60.8 58.6 78.5 77.2 21.5 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 32 36 39 87 82 142 134 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 356,772 COMMITMENTS 39,960 27,211 687 257,749 275,362 298,396 303,260 58,376 53,511 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -49,468) -3,987 -6,472 -5,577 -34,964 -42,080 -44,528 -54,129 -4,940 4,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 7.6 0.2 72.2 77.2 83.6 85.0 16.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 6 7 3 39 36 46 45 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,215 COMMITMENTS 1,431 524 1,498 7,447 8,493 10,376 10,515 839 700 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -168) -53 318 -150 -89 -390 -292 -222 124 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 4.7 13.4 66.4 75.7 92.5 93.8 7.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 5 7 20 25 35 35 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 234,454 COMMITMENTS 68,445 15,934 41,641 83,642 153,081 193,728 210,656 40,726 23,798 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 22,972) 16,096 -5,704 402 5,253 30,689 21,752 25,387 1,221 -2,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 6.8 17.8 35.7 65.3 82.6 89.8 17.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 63 40 47 62 74 156 139 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,095 COMMITMENTS 3,560 6,177 1,033 7,519 5,694 12,111 12,904 2,984 2,192 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -875) 403 285 -1,127 -140 -37 -864 -879 -11 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 40.9 6.8 49.8 37.7 80.2 85.5 19.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 22 27 13 22 18 53 52 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 900,328 COMMITMENTS 197,035 135,454 51,479 541,554 600,849 790,068 787,782 110,260 112,546 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -64,111) 8,984 -29,798 4,988 -59,333 -30,091 -45,361 -54,901 -18,750 -9,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 15.0 5.7 60.2 66.7 87.8 87.5 12.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 45 35 28 100 97 154 151 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,177,209 COMMITMENTS 243,251 261,127 170,769 1460513 1368365 1874534 1800261 302,675 376,947 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 22,457) 40,993 26,088 9,132 671 -15,438 50,796 19,781 -28,339 2,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 12.0 7.8 67.1 62.8 86.1 82.7 13.9 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 48 60 60 143 153 220 244 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,464,208 COMMITMENTS 372,211 145,431 52,666 817,807 1021360 1242685 1219457 221,523 244,751 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -39,249) 23,929 9,666 -10,182 -30,319 -35,774 -16,572 -36,290 -22,677 -2,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 9.9 3.6 55.9 69.8 84.9 83.3 15.1 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 33 37 30 82 103 133 152 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 575,643 COMMITMENTS 71,537 71,928 118,598 351,398 342,176 541,532 532,702 34,110 42,941 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -85,153) -15,156 3,167 -33,626 -37,330 -55,659 -86,112 -86,118 959 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 12.5 20.6 61.0 59.4 94.1 92.5 5.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 20 15 26 45 50 74 83 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 55,802 COMMITMENTS 19,045 6,895 1,329 28,506 41,706 48,880 49,930 6,922 5,873 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,192) -2,197 1,738 -119 91 -4,428 -2,225 -2,809 33 617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 12.4 2.4 51.1 74.7 87.6 89.5 12.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 25 21 14 34 29 72 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 111,605 COMMITMENTS 38,091 13,790 2,657 57,013 83,412 97,761 99,859 13,844 11,745 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -4,384) -4,393 3,477 -239 182 -8,855 -4,450 -5,617 66 1,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 12.4 2.4 51.1 74.7 87.6 89.5 12.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 25 21 14 34 29 72 52 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 17,174 COMMITMENTS 14,176 7,406 1,068 1,361 8,578 16,605 17,052 569 122 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 206) -300 349 -10 0 -252 -310 87 516 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.5 43.1 6.2 7.9 49.9 96.7 99.3 3.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 12 10 2 1 3 15 13 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,674 COMMITMENTS 2,130 468 315 6,954 8,805 9,399 9,588 275 86 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -976) -757 263 205 -415 -1,428 -967 -960 -9 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 4.8 3.3 71.9 91.0 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 4 2 7 11 17 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,456 COMMITMENTS 3,165 1,169 814 7,238 9,049 11,217 11,032 239 424 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -561) 120 605 802 -1,470 -2,296 -548 -889 -13 328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 10.2 7.1 63.2 79.0 97.9 96.3 2.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 10 2 4 12 11 23
Updated March 9, 2012