WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,758 COMMITMENTS 112,950 124,081 137,620 260,354 223,358 510,924 485,059 30,834 56,699 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -8,938) 3,376 6,134 -3,443 -9,184 -12,105 -9,251 -9,414 313 476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 22.9 25.4 48.1 41.2 94.3 89.5 5.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 105 154 168 94 113 301 343 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,684,295 COMMITMENTS 255,520 161,952 543,564 713,699 684,804 1512783 1390320 171,512 293,974 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -12,076) -4,551 -8,103 22,629 -28,487 -25,220 -10,410 -10,694 -1,666 -1,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 9.6 32.3 42.4 40.7 89.8 82.5 10.2 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 721) 181 184 267 256 315 568 647 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,751 COMMITMENTS 1,171 1,752 2,065 1,193 725 4,430 4,542 321 209 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -661) -36 264 -562 -8 -201 -605 -499 -56 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 36.9 43.5 25.1 15.3 93.2 95.6 6.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 11 10 4 7 18 18 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,205 COMMITMENTS 1,489 2,530 1,399 8,051 6,976 10,940 10,905 2,265 2,300 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -25) -348 -2 52 499 -62 202 -13 -227 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 19.2 10.6 61.0 52.8 82.8 82.6 17.2 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 15 10 17 11 34 30 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,099,528 COMMITMENTS 256,867 44,731 385,232 380,571 568,887 1022670 998,849 76,858 100,679 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 17,119) 26,847 -8,320 8,537 -24,789 16,250 10,595 16,467 6,524 651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 4.1 35.0 34.6 51.7 93.0 90.8 7.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620) 236 136 270 173 215 529 523 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,092 COMMITMENTS 2,036 1,982 8,615 5,094 5,028 15,745 15,625 347 467 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 124) -285 -975 673 -326 831 62 529 62 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 12.3 53.5 31.7 31.2 97.8 97.1 2.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 8 11 9 13 23 27 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 476,068 COMMITMENTS 65,383 104,994 116,346 262,181 217,788 443,910 439,128 32,158 36,940 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -1,525) 5,664 8,054 2,363 -7,490 -8,858 537 1,560 -2,062 -3,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 22.1 24.4 55.1 45.7 93.2 92.2 6.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 76 96 121 80 77 237 254 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 834,495 COMMITMENTS 94,810 40,515 92,865 480,248 556,790 667,923 690,171 166,571 144,324 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -63,969) 5,040 -3,061 -33,965 -24,886 -10,950 -53,811 -47,976 -10,158 -15,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 4.9 11.1 57.5 66.7 80.0 82.7 20.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 34 30 42 90 90 148 138 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 359,089 COMMITMENTS 43,379 16,200 7,822 236,965 282,374 288,166 306,396 70,923 52,693 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -14,507) 672 2,256 426 -20,235 -13,245 -19,137 -10,563 4,630 -3,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 4.5 2.2 66.0 78.6 80.2 85.3 19.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 4 4 38 43 46 50 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,296 COMMITMENTS 1,808 159 1,015 8,076 9,785 10,899 10,959 397 337 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -1,421) -1,501 31 38 -61 -1,548 -1,524 -1,479 103 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 1.4 9.0 71.5 86.6 96.5 97.0 3.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 2 5 25 26 34 33 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 297,869 COMMITMENTS 90,942 10,129 58,722 99,885 202,784 249,549 271,634 48,320 26,235 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 11,508) 7,141 317 2,525 -2,684 8,204 6,982 11,046 4,527 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 3.4 19.7 33.5 68.1 83.8 91.2 16.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 102 28 60 76 82 202 153 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,908 COMMITMENTS 2,914 6,690 2,255 9,066 5,561 14,234 14,505 2,673 2,402 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 58) -112 453 -268 433 -90 53 94 6 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 39.6 13.3 53.6 32.9 84.2 85.8 15.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 21 27 21 27 17 62 58 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,023,593 COMMITMENTS 247,478 186,407 44,816 596,483 712,647 888,777 943,869 134,817 79,724 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -2,866) -33,330 31,783 -8,869 45,779 -5,617 3,579 17,297 -6,445 -20,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 18.2 4.4 58.3 69.6 86.8 92.2 13.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 46 37 27 104 99 164 149 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,300,194 COMMITMENTS 214,548 253,621 279,553 1488714 1449760 1982815 1982935 317,379 317,259 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -34,077) -60,796 -5,230 7,485 24,372 -28,958 -28,940 -26,703 -5,137 -7,373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 11.0 12.2 64.7 63.0 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 39 60 59 137 159 209 245 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,225,995 COMMITMENTS 183,123 142,142 59,724 751,076 768,273 993,923 970,139 232,072 255,857 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -82,280) -175,968 2,689 -2,292 119,676 -85,440 -58,584 -85,043 -23,696 2,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 11.6 4.9 61.3 62.7 81.1 79.1 18.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 29 34 32 87 101 134 149 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 561,733 COMMITMENTS 23,689 56,393 133,278 381,344 320,056 538,312 509,727 23,421 52,006 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 3,581) -1,379 785 -3,189 6,929 6,499 2,362 4,094 1,220 -513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 10.0 23.7 67.9 57.0 95.8 90.7 4.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 14 19 29 51 54 82 89 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 90,845 COMMITMENTS 11,042 5,418 6,976 60,682 68,227 78,699 80,621 12,146 10,224 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 16,784) 1,182 -469 1,647 12,134 13,311 14,964 14,489 1,820 2,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 6.0 7.7 66.8 75.1 86.6 88.7 13.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 21 12 19 42 44 73 69 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 24,012 COMMITMENTS 5,355 1,129 187 15,388 17,195 20,930 18,511 3,082 5,501 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 3,430) 117 -11 144 1,504 1,600 1,765 1,733 1,665 1,697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 4.7 0.8 64.1 71.6 87.2 77.1 12.8 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 5 8 9 15 14 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 133,666 COMMITMENTS 20,386 17,591 4,565 90,587 102,064 115,538 124,220 18,128 9,446 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 26,708) 2,325 -720 2,811 21,261 23,422 26,397 25,512 311 1,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 13.2 3.4 67.8 76.4 86.4 92.9 13.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 21 13 19 38 42 68 67 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,223 COMMITMENTS 4,824 6,917 704 2,502 500 8,030 8,121 193 102 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -755) -193 -844 0 -645 0 -838 -844 83 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.7 84.1 8.6 30.4 6.1 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 10 2 3 1 12 12 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,519 COMMITMENTS 1,553 3,110 2,149 8,410 7,005 12,112 12,264 407 255 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 3,806) 122 1,892 2,061 1,481 -329 3,664 3,624 142 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 24.8 17.2 67.2 56.0 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 7 3 6 11 15 19 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,373 COMMITMENTS 1,803 1,793 461 8,855 8,987 11,119 11,241 254 132 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -703) -1,357 -903 -720 1,432 813 -645 -810 -58 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 15.8 4.1 77.9 79.0 97.8 98.8 2.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 5 1 4 15 12 20
Updated June 15, 2012