WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 580,296 COMMITMENTS 96,500 136,657 148,552 299,139 240,771 544,192 525,981 36,104 54,315 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 34,995) 3,608 6,315 4,730 29,612 24,722 37,950 35,767 -2,955 -773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 23.5 25.6 51.5 41.5 93.8 90.6 6.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 121 154 173 89 116 314 352 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,856,305 COMMITMENTS 358,269 122,530 565,418 763,806 861,034 1687493 1548982 168,813 307,323 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 112,033) -4,136 15,197 56,983 53,970 27,587 106,816 99,767 5,216 12,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 6.6 30.5 41.1 46.4 90.9 83.4 9.1 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756) 220 160 276 253 333 601 656 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,969 COMMITMENTS 5,114 2,223 3,982 1,202 4,176 10,297 10,380 672 589 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,136) 1,205 772 676 189 575 2,069 2,023 67 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.6 20.3 36.3 11.0 38.1 93.9 94.6 6.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 2 9 5 7 16 17 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,566 COMMITMENTS 2,477 444 581 6,075 8,762 9,133 9,787 2,433 1,779 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -56) 61 -369 -125 -196 279 -259 -215 203 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 3.8 5.0 52.5 75.8 79.0 84.6 21.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 6 4 15 14 29 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,048,315 COMMITMENTS 276,488 31,681 332,742 372,442 575,094 981,672 939,517 66,643 108,798 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 109,102) 24,775 3,594 41,649 41,673 57,379 108,097 102,623 1,005 6,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 3.0 31.7 35.5 54.9 93.6 89.6 6.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607) 244 126 241 170 208 518 491 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 19,332 COMMITMENTS 15,449 635 368 58 3,402 15,875 4,405 3,457 14,927 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,454) 1,485 220 6 -26 234 1,465 460 -11 994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.9 3.3 1.9 0.3 17.6 82.1 22.8 17.9 77.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 15 3 7 1 7 16 17 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,196 COMMITMENTS 805 1,006 3,835 2,275 2,119 6,915 6,960 281 236 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -604) -91 -148 49 -536 -510 -578 -608 -26 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 14.0 53.3 31.6 29.4 96.1 96.7 3.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 4 9 7 11 17 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 415,254 COMMITMENTS 99,703 57,197 75,332 197,155 257,148 372,190 389,677 43,064 25,577 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 775) 4,725 -3,155 -764 -6,391 5,526 -2,429 1,608 3,204 -833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 13.8 18.1 47.5 61.9 89.6 93.8 10.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 95 79 94 72 76 231 199 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 701,920 COMMITMENTS 55,517 76,272 62,043 435,885 408,046 553,445 546,362 148,475 155,558 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 15,923) 10,431 -5,966 11,123 -12,923 18,514 8,631 23,670 7,292 -7,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 10.9 8.8 62.1 58.1 78.8 77.8 21.2 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 24 42 44 84 80 140 134 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 345,215 COMMITMENTS 38,111 26,266 296 251,527 271,705 289,934 298,267 55,281 46,948 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -6,522) -3,105 164 -652 308 -6,165 -3,449 -6,653 -3,073 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 7.6 0.1 72.9 78.7 84.0 86.4 16.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 5 7 2 37 45 42 54 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,249 COMMITMENTS 2,631 721 1,417 7,669 9,645 11,717 11,783 532 466 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 816) 271 253 19 609 545 899 817 -83 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 5.9 11.6 62.6 78.7 95.7 96.2 4.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 5 5 21 22 35 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 290,352 COMMITMENTS 103,216 12,037 50,238 93,673 207,284 247,127 269,558 43,225 20,794 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 18,565) 10,047 -2,700 2,829 6,425 19,374 19,301 19,504 -736 -939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 4.1 17.3 32.3 71.4 85.1 92.8 14.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 103 29 57 71 78 202 146 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,971 COMMITMENTS 3,844 5,375 2,406 7,358 6,928 13,608 14,709 3,364 2,262 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 621) -252 -268 902 -26 -166 623 468 -2 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 31.7 14.2 43.4 40.8 80.2 86.7 19.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 21 21 13 23 19 53 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 854,351 COMMITMENTS 157,800 186,580 61,823 542,137 493,033 761,761 741,437 92,591 112,915 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -27,257) 19,797 -18,227 5,263 -61,575 -12,486 -36,515 -25,450 9,258 -1,807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 21.8 7.2 63.5 57.7 89.2 86.8 10.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 38 47 30 100 92 153 154 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,230,592 COMMITMENTS 148,204 338,870 259,859 1543500 1241070 1951563 1839799 279,029 390,793 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 82,045) -13,682 -17,780 48,926 37,988 39,888 73,232 71,034 8,813 11,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 15.2 11.6 69.2 55.6 87.5 82.5 12.5 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 38 71 65 155 165 233 261 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,462,573 COMMITMENTS 255,074 131,030 111,044 917,287 965,853 1283406 1207927 179,167 254,645 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -91,640) -5,478 -38,636 9,627 -110,044 -61,050 -105,895 -90,059 14,254 -1,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 9.0 7.6 62.7 66.0 87.7 82.6 12.3 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 25 40 34 95 108 140 162 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 598,894 COMMITMENTS 76,212 82,041 128,245 367,805 342,628 572,262 552,914 26,631 45,979 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -62,733) -3,788 3,344 -13,465 -46,015 -52,814 -63,268 -62,934 535 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 13.7 21.4 61.4 57.2 95.6 92.3 4.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 14 20 30 43 47 74 81 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,781 COMMITMENTS 19,744 6,915 781 25,644 40,785 46,169 48,481 7,612 5,300 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -879) -1,256 805 -108 190 -2,321 -1,174 -1,624 296 746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 12.9 1.5 47.7 75.8 85.8 90.1 14.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 37 11 10 33 28 76 43 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 107,562 COMMITMENTS 39,488 13,830 1,562 51,288 81,570 92,338 96,963 15,224 10,600 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,757) -2,512 1,610 -216 379 -4,641 -2,348 -3,248 591 1,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 12.9 1.5 47.7 75.8 85.8 90.1 14.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 37 11 10 33 28 76 43 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 7,345 COMMITMENTS 5,047 5,764 878 1,361 643 7,286 7,285 59 60 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -190) 167 7 -330 -32 113 -195 -210 5 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.7 78.5 12.0 18.5 8.8 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 10 9 2 1 2 13 11 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,621 COMMITMENTS 4,992 507 24 5,471 9,948 10,487 10,479 134 142 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 461) 988 155 0 -516 302 472 457 -11 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.0 4.8 0.2 51.5 93.7 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 5 1 6 11 14 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 8,144 COMMITMENTS 825 1,079 0 7,166 6,982 7,991 8,061 153 83 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 585) -1,021 253 0 1,576 346 555 599 30 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 13.2 0.0 88.0 85.7 98.1 99.0 1.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 9 0 5 13 9 22
Updated April 6, 2012