WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 550,696 COMMITMENTS 109,574 117,947 141,063 269,538 235,463 520,175 494,474 30,521 56,223 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 4,411) 1,733 19,511 -7,979 10,120 -12,728 3,873 -1,196 538 5,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 21.4 25.6 48.9 42.8 94.5 89.8 5.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 112 138 150 96 117 293 327 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,696,371 COMMITMENTS 260,071 170,055 520,936 742,186 710,023 1523193 1401014 173,178 295,356 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 14,874) -4,056 18,559 10,553 -3,537 -13,102 2,960 16,010 11,914 -1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 10.0 30.7 43.8 41.9 89.8 82.6 10.2 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 718) 181 187 269 244 307 557 642 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,412 COMMITMENTS 1,206 1,488 2,627 1,201 925 5,035 5,040 377 372 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -180) -174 340 -185 21 -224 -339 -69 159 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 27.5 48.5 22.2 17.1 93.0 93.1 7.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 9 9 4 7 17 17 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,229 COMMITMENTS 1,838 2,532 1,347 7,553 7,038 10,737 10,918 2,492 2,312 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 1,330) -123 1,373 384 975 -747 1,237 1,011 94 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 19.1 10.2 57.1 53.2 81.2 82.5 18.8 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 18 10 9 18 11 37 29 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,082,409 COMMITMENTS 230,019 53,050 376,695 405,360 552,636 1012075 982,382 70,335 100,028 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -11,524) -24,004 3,402 3,528 9,035 -14,754 -11,440 -7,825 -84 -3,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 4.9 34.8 37.4 51.1 93.5 90.8 6.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607) 232 133 271 167 210 511 524 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,968 COMMITMENTS 2,321 2,957 7,942 5,420 4,197 15,683 15,096 285 872 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -380) -604 96 68 192 -670 -344 -506 -36 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 18.5 49.7 33.9 26.3 98.2 94.5 1.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 8 12 9 13 24 27 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 477,593 COMMITMENTS 59,719 96,940 113,983 269,671 226,646 443,373 437,569 34,220 40,024 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 7,428) -5,199 4,656 3,897 7,424 -3,090 6,123 5,463 1,306 1,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 20.3 23.9 56.5 47.5 92.8 91.6 7.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 69 92 124 82 76 237 249 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 898,463 COMMITMENTS 89,770 43,576 126,830 505,134 567,741 721,734 738,147 176,729 160,316 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -14,933) -2,626 2,397 36,170 -20,245 -41,504 13,299 -2,937 -28,231 -11,996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 4.9 14.1 56.2 63.2 80.3 82.2 19.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 36 27 41 88 85 144 133 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 373,596 COMMITMENTS 42,707 13,944 7,396 257,200 295,619 307,303 316,959 66,293 56,637 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -30,928) 51 -6,782 -2,020 -7,545 -4,278 -9,514 -13,080 -21,415 -17,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 3.7 2.0 68.8 79.1 82.3 84.8 17.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 5 4 41 39 49 47 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,717 COMMITMENTS 3,309 128 977 8,137 11,333 12,423 12,438 294 279 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 303) 489 15 -181 15 543 323 377 -20 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 1.0 7.7 64.0 89.1 97.7 97.8 2.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 2 6 24 27 34 35 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 286,361 COMMITMENTS 83,801 9,812 56,196 102,570 194,580 242,567 260,588 43,794 25,772 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -14,370) -10,211 373 -1,395 -2,446 -14,705 -14,052 -15,726 -318 1,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 3.4 19.6 35.8 67.9 84.7 91.0 15.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 93 27 59 80 80 195 149 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,849 COMMITMENTS 3,025 6,238 2,523 8,634 5,651 14,182 14,411 2,668 2,438 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 1,588) -265 500 558 1,484 -108 1,776 950 -188 638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 37.0 15.0 51.2 33.5 84.2 85.5 15.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 20 29 21 25 15 61 58 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,026,459 COMMITMENTS 280,808 154,624 53,685 550,704 718,264 885,197 926,573 141,262 99,886 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 49,524) 1,516 -43,823 17,937 20,227 81,557 39,679 55,671 9,845 -6,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 15.1 5.2 53.7 70.0 86.2 90.3 13.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 47 37 29 106 100 169 150 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,334,270 COMMITMENTS 275,344 258,851 272,068 1464342 1478719 2011754 2009638 322,516 324,632 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -128,552) 56,980 -15,687 11,978 -174,942 -91,742 -105,984 -95,450 -22,568 -33,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 11.1 11.7 62.7 63.3 86.2 86.1 13.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 48 53 56 137 154 211 237 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,308,276 COMMITMENTS 359,091 139,453 62,016 631,400 853,713 1052507 1055182 255,768 253,094 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -52,089) -34,668 18,427 22,686 -37,988 -91,436 -49,970 -50,323 -2,118 -1,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 10.7 4.7 48.3 65.3 80.4 80.7 19.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 38 32 30 82 102 138 146 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 558,152 COMMITMENTS 25,068 55,608 136,467 374,415 313,557 535,950 505,632 22,202 52,519 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -65,187) -9,125 -26,796 -18,654 -34,738 -19,442 -62,517 -64,892 -2,670 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 10.0 24.4 67.1 56.2 96.0 90.6 4.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 13 21 28 49 53 79 87 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 74,061 COMMITMENTS 9,860 5,887 5,329 48,547 54,916 63,736 66,132 10,326 7,929 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 3,760) -989 -1,113 164 4,401 4,622 3,575 3,673 185 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 7.9 7.2 65.5 74.1 86.1 89.3 13.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 25 12 11 40 37 69 58 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 20,582 COMMITMENTS 5,238 1,140 43 13,884 15,595 19,165 16,778 1,417 3,804 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 3,056) -3 -9 26 3,038 2,972 3,061 2,990 -5 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 5.5 0.2 67.5 75.8 93.1 81.5 6.9 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 2 4 6 9 12 14 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 106,958 COMMITMENTS 18,061 18,311 1,754 69,326 78,642 89,141 98,708 17,817 8,250 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 1,409) -1,991 -2,227 293 2,725 3,300 1,028 1,367 381 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 17.1 1.6 64.8 73.5 83.3 92.3 16.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 23 15 9 37 32 64 52 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,978 COMMITMENTS 5,017 7,761 704 3,147 500 8,868 8,965 110 13 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 971) 291 1,166 -197 857 0 951 969 20 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.9 86.4 7.8 35.1 5.6 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 10 2 3 1 13 12 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 8,713 COMMITMENTS 1,431 1,218 88 6,929 7,334 8,448 8,640 265 73 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 284) -826 513 -129 1,263 -51 308 333 -24 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 14.0 1.0 79.5 84.2 97.0 99.2 3.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 7 2 7 11 16 19 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,076 COMMITMENTS 3,160 2,696 1,181 7,423 8,174 11,764 12,051 312 25 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 2,436) 745 531 1,174 511 735 2,430 2,440 6 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 22.3 9.8 61.5 67.7 97.4 99.8 2.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 12 6 1 4 15 17 21
Updated June 8, 2012