WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 552,704 COMMITMENTS 104,859 149,057 124,867 289,556 221,616 519,282 495,540 33,422 57,164 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -32,127) 9,651 -1,701 -26,414 -13,284 -5,649 -30,047 -33,764 -2,080 1,637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 27.0 22.6 52.4 40.1 94.0 89.7 6.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 110 161 155 89 111 294 344 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,739,626 COMMITMENTS 319,639 173,494 496,751 756,898 758,095 1573288 1428340 166,338 311,286 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -125,488) -18,436 28,290 -73,453 -29,333 -73,448 -121,223 -118,612 -4,265 -6,876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 10.0 28.6 43.5 43.6 90.4 82.1 9.6 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 742) 195 176 267 260 327 581 657 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,989 COMMITMENTS 2,461 1,087 4,017 1,012 2,340 7,491 7,444 498 545 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,359) -1,291 -436 88 -20 -1,103 -1,224 -1,452 -135 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 13.6 50.3 12.7 29.3 93.8 93.2 6.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 3 9 5 7 16 18 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,578 COMMITMENTS 2,479 525 403 6,389 9,022 9,272 9,951 2,306 1,628 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -407) 189 25 -218 -232 22 -261 -170 -146 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 4.5 3.5 55.2 77.9 80.1 85.9 19.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 6 5 16 13 29 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,077,314 COMMITMENTS 292,910 44,978 324,161 384,889 591,646 1001960 960,785 75,355 116,529 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -60,034) 5,734 1,961 -57,890 -8,984 -5,284 -61,140 -61,212 1,106 1,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 4.2 30.1 35.7 54.9 93.0 89.2 7.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626) 242 127 256 166 216 529 510 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 15,628 COMMITMENTS 12,240 310 238 25 3,051 12,503 3,599 3,125 12,029 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -3,589) -3,232 -1,060 -254 -23 303 -3,509 -1,011 -80 -2,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.3 2.0 1.5 0.2 19.5 80.0 23.0 20.0 77.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 2 6 2 7 13 15 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,993 COMMITMENTS 2,061 1,466 6,947 3,479 4,241 12,487 12,655 506 338 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 2,034) 156 -590 1,439 360 1,007 1,956 1,856 78 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 11.3 53.5 26.8 32.6 96.1 97.4 3.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 7 11 7 10 18 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 417,438 COMMITMENTS 106,387 57,411 79,314 188,843 254,915 374,544 391,640 42,894 25,798 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -29,310) -2,934 2,573 -15,952 -10,050 -16,476 -28,936 -29,854 -375 544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 13.8 19.0 45.2 61.1 89.7 93.8 10.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 99 79 101 71 77 237 215 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 681,867 COMMITMENTS 70,037 72,527 41,566 409,943 407,159 521,546 521,252 160,321 160,614 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -18,038) 8,585 5,495 -20,621 -8,080 -7,474 -20,115 -22,600 2,077 4,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 10.6 6.1 60.1 59.7 76.5 76.4 23.5 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 30 34 41 89 89 142 141 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 365,116 COMMITMENTS 46,371 26,526 173 262,578 287,356 309,122 314,055 55,994 51,062 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -2,419) 2,575 -816 -76 -6,150 -614 -3,651 -1,506 1,231 -913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 7.3 0.0 71.9 78.7 84.7 86.0 15.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 7 7 2 40 45 47 54 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,379 COMMITMENTS 1,702 189 1,189 7,646 9,311 10,537 10,689 842 690 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -252) -77 -150 -442 -71 169 -590 -423 338 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 1.7 10.4 67.2 81.8 92.6 93.9 7.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 2 5 20 23 30 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 302,754 COMMITMENTS 116,297 9,072 45,937 94,357 222,948 256,591 277,956 46,163 24,797 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -2,654) 5,556 -1,837 -6,338 -1,642 5,249 -2,425 -2,927 -229 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 3.0 15.2 31.2 73.6 84.8 91.8 15.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 114 23 59 74 79 218 145 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,955 COMMITMENTS 4,142 3,959 1,416 6,740 8,992 12,298 14,367 3,657 1,589 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -211) -128 -516 -207 -191 719 -526 -5 315 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 24.8 8.9 42.2 56.4 77.1 90.0 22.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 25 16 13 24 17 58 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 973,011 COMMITMENTS 279,403 174,357 50,127 525,503 643,226 855,033 867,710 117,977 105,300 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 75,085) 73,036 786 -3,842 3,484 73,911 72,678 70,855 2,408 4,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 17.9 5.2 54.0 66.1 87.9 89.2 12.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 45 45 26 103 103 160 162 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,221,340 COMMITMENTS 201,201 325,606 224,554 1496473 1295608 1922228 1845768 299,112 375,572 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -109,111) 14,484 8,845 -54,471 -76,705 -80,314 -116,692 -125,941 7,581 16,829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 14.7 10.1 67.4 58.3 86.5 83.1 13.5 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 34 75 67 147 165 225 263 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,506,376 COMMITMENTS 375,429 148,451 118,149 749,313 979,422 1242890 1246022 263,485 260,354 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -49,346) 47,752 -9,100 -31,024 -95,852 -20,632 -79,124 -60,756 29,778 11,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 9.9 7.8 49.7 65.0 82.5 82.7 17.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 37 33 31 85 107 138 155 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 609,589 COMMITMENTS 38,346 69,634 148,402 391,436 339,996 578,184 558,032 31,404 51,557 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,901) -5,372 -8,775 -561 1,737 7,140 -4,196 -2,196 2,295 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 11.4 24.3 64.2 55.8 94.8 91.5 5.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 12 22 29 46 52 76 86 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,621 COMMITMENTS 19,620 5,675 671 23,708 40,710 43,999 47,056 7,623 4,565 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,513) -401 -1,061 -104 -1,858 134 -2,363 -1,031 850 -482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 11.0 1.3 45.9 78.9 85.2 91.2 14.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 35 13 10 29 30 71 46 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,243 COMMITMENTS 39,240 11,351 1,341 47,416 81,420 87,998 94,112 15,245 9,131 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -3,026) -802 -2,122 -208 -3,716 267 -4,726 -2,062 1,700 -963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 11.0 1.3 45.9 78.9 85.2 91.2 14.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 35 13 10 29 30 71 46 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 7,433 COMMITMENTS 5,104 5,951 885 1,361 577 7,350 7,413 83 20 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 21) 0 42 5 0 -21 5 26 16 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.7 80.1 11.9 18.3 7.8 98.9 99.7 1.1 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 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 7,931 COMMITMENTS 2,181 502 14 5,544 7,287 7,739 7,803 192 128 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,825) -1,796 91 -7 -49 -1,906 -1,852 -1,822 27 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 6.3 0.2 69.9 91.9 97.6 98.4 2.4 1.6 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 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 8,662 COMMITMENTS 1,656 1,468 0 6,747 7,124 8,403 8,592 259 70 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 62) -606 -45 0 611 89 5 44 57 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 16.9 0.0 77.9 82.2 97.0 99.2 3.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 8 0 5 13 12 21
Updated April 27, 2012