WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 584,831 COMMITMENTS 95,208 150,758 151,281 302,840 227,265 549,329 529,304 35,502 55,527 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 3,466) -117 6,896 2,741 458 -5,503 3,082 4,134 384 -668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 25.8 25.9 51.8 38.9 93.9 90.5 6.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 110 167 172 92 112 308 356 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,865,114 COMMITMENTS 338,075 145,204 570,204 786,231 831,543 1694511 1546951 170,604 318,163 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 27,862) -15,603 18,723 9,758 31,108 -4,678 25,263 23,803 2,600 4,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 7.8 30.6 42.2 44.6 90.9 82.9 9.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765) 206 173 282 266 340 605 679 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,985 COMMITMENTS 2,291 500 621 6,621 9,000 9,533 10,121 2,452 1,864 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -114) -248 -9 -57 424 -43 119 -109 -234 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 4.2 5.2 55.2 75.1 79.5 84.4 20.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 7 5 17 12 31 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,137,348 COMMITMENTS 287,175 43,017 382,051 393,873 596,930 1063099 1021998 74,249 115,350 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 41,634) 2,793 1,475 22,737 11,407 12,639 36,936 36,851 4,697 4,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 3.8 33.6 34.6 52.5 93.5 89.9 6.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645) 253 141 261 177 217 559 514 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,959 COMMITMENTS 1,904 2,056 5,508 3,119 3,234 10,532 10,799 427 160 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,056) 938 1,016 602 387 414 1,927 2,032 129 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 18.8 50.3 28.5 29.5 96.1 98.5 3.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 6 11 7 9 19 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 446,749 COMMITMENTS 109,321 54,838 95,266 198,893 271,391 403,480 421,494 43,268 25,254 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -4,758) -2,995 -2,430 3,111 -4,297 -4,247 -4,180 -3,567 -577 -1,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 12.3 21.3 44.5 60.7 90.3 94.3 9.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 104 71 104 67 80 234 215 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 699,905 COMMITMENTS 61,452 67,032 62,186 418,023 414,633 541,661 543,852 158,244 156,053 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -29,982) -4,323 -11,663 -1,960 -25,941 -18,226 -32,223 -31,849 2,241 1,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 9.6 8.9 59.7 59.2 77.4 77.7 22.6 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 24 42 45 92 85 150 138 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 367,536 COMMITMENTS 43,796 27,342 249 268,728 287,970 312,773 315,561 54,762 51,975 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 10,246) 4,167 -3,205 -50 7,778 13,703 11,895 10,448 -1,650 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 7.4 0.1 73.1 78.4 85.1 85.9 14.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 6 7 2 38 44 44 53 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,631 COMMITMENTS 1,779 339 1,631 7,717 9,142 11,127 11,112 504 519 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -244) -715 -164 23 443 -105 -249 -246 5 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 2.9 14.0 66.3 78.6 95.7 95.5 4.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 5 6 21 22 33 31 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 305,408 COMMITMENTS 110,741 10,910 52,275 95,999 217,699 259,015 280,883 46,393 24,525 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 7,397) 4,629 -2,274 -1,247 2,412 10,746 5,793 7,225 1,604 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 3.6 17.1 31.4 71.3 84.8 92.0 15.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 105 28 61 71 78 208 147 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,166 COMMITMENTS 4,270 4,475 1,623 6,931 8,274 12,824 14,371 3,343 1,795 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -1,010) 416 -1,087 -703 -305 1,641 -593 -149 -417 -861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 27.7 10.0 42.9 51.2 79.3 88.9 20.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 30 17 14 22 17 57 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 897,925 COMMITMENTS 206,367 173,571 53,970 522,019 569,315 782,355 796,855 115,570 101,070 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 40,183) 22,831 -16,547 -1,578 -119 64,882 21,134 46,758 19,049 -6,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 19.3 6.0 58.1 63.4 87.1 88.7 12.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 43 42 29 99 102 152 163 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,330,452 COMMITMENTS 186,717 316,762 279,025 1573178 1375922 2038920 1971709 291,531 358,743 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 69,793) 25,320 -5,364 20,206 21,032 58,649 66,558 73,491 3,235 -3,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 13.6 12.0 67.5 59.0 87.5 84.6 12.5 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 37 80 74 158 172 244 277 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,555,721 COMMITMENTS 327,677 157,551 149,173 845,165 1000054 1322014 1306778 233,707 248,943 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 29,735) 39,671 13,472 27,122 -71,751 -14,666 -4,958 25,927 34,693 3,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 10.1 9.6 54.3 64.3 85.0 84.0 15.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 35 39 37 94 116 149 172 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 611,490 COMMITMENTS 43,719 78,409 148,963 389,699 332,856 582,381 560,228 29,109 51,262 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 9,516) -27,651 4,215 13,773 19,858 -11,272 5,981 6,717 3,536 2,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 12.8 24.4 63.7 54.4 95.2 91.6 4.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 13 21 30 46 51 77 85 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,134 COMMITMENTS 20,021 6,736 775 25,566 40,576 46,362 48,087 6,772 5,047 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,983) 1,944 -1,461 119 1,324 2,970 3,386 1,629 -1,403 354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 12.7 1.5 48.1 76.4 87.3 90.5 12.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 38 14 9 32 32 77 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 106,268 COMMITMENTS 40,042 13,473 1,549 51,132 81,152 92,723 96,174 13,545 10,094 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 3,966) 3,888 -2,921 238 2,647 5,941 6,773 3,258 -2,807 708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 12.7 1.5 48.1 76.4 87.3 90.5 12.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 38 14 9 32 32 77 48 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 7,412 COMMITMENTS 5,104 5,909 880 1,361 598 7,345 7,387 67 25 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 64) 58 132 0 0 -40 58 92 6 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.9 79.7 11.9 18.4 8.1 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 9 2 1 2 14 11 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,756 COMMITMENTS 3,977 411 21 5,593 9,193 9,591 9,625 165 131 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -345) -308 -20 0 -51 -315 -359 -335 14 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 4.2 0.2 57.3 94.2 98.3 98.7 1.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 4 1 5 12 13 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 8,600 COMMITMENTS 2,262 1,513 0 6,136 7,035 8,398 8,548 202 52 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 678) 746 452 0 -71 271 675 723 3 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 17.6 0.0 71.3 81.8 97.7 99.4 2.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 10 0 5 13 13 23
Updated April 20, 2012