WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 543,269 COMMITMENTS 115,156 125,268 134,241 263,380 229,130 512,777 488,638 30,493 54,631 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,511) 2,206 1,187 -3,379 3,026 5,771 1,853 3,579 -341 -2,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 23.1 24.7 48.5 42.2 94.4 89.9 5.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 108 143 159 94 119 297 335 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,640,692 COMMITMENTS 274,863 154,821 512,568 678,700 686,212 1466132 1353601 174,560 287,091 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -43,603) 19,344 -7,132 -30,996 -34,999 1,408 -46,651 -36,720 3,048 -6,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 9.4 31.2 41.4 41.8 89.4 82.5 10.6 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 695) 187 164 259 254 308 568 615 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,435 COMMITMENTS 787 1,836 983 1,244 491 3,014 3,310 421 125 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -1,315) -383 84 -1,082 50 -233 -1,416 -1,232 100 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 53.4 28.6 36.2 14.3 87.7 96.3 12.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 9 11 4 7 18 19 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,904 COMMITMENTS 1,806 2,642 1,307 7,770 7,050 10,883 10,999 2,021 1,904 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -301) 316 112 -92 -281 75 -57 95 -244 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 20.5 10.1 60.2 54.6 84.3 85.2 15.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 15 10 17 11 35 32 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,116,839 COMMITMENTS 259,163 41,896 395,396 380,247 578,229 1034805 1015521 82,033 101,318 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 17,311) 2,296 -2,835 10,164 -324 9,343 12,136 16,672 5,175 639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 3.8 35.4 34.0 51.8 92.7 90.9 7.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635) 257 119 270 186 219 557 520 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,673 COMMITMENTS 1,572 4,491 7,849 5,833 1,995 15,254 14,334 419 1,339 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -419) -464 2,509 -766 739 -3,033 -491 -1,291 72 872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 28.7 50.1 37.2 12.7 97.3 91.5 2.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 9 12 9 13 23 27 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 462,321 COMMITMENTS 67,085 102,957 107,497 253,888 217,385 428,470 427,839 33,851 34,482 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -13,747) 1,701 -2,037 -8,849 -8,293 -403 -15,440 -11,289 1,693 -2,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 22.3 23.3 54.9 47.0 92.7 92.5 7.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 70 97 109 81 79 222 238 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 812,015 COMMITMENTS 76,912 31,906 91,773 470,218 538,657 638,903 662,336 173,112 149,679 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -22,480) -17,898 -8,609 -1,092 -10,030 -18,134 -29,020 -27,835 6,540 5,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 3.9 11.3 57.9 66.3 78.7 81.6 21.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 26 33 41 93 93 146 140 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 347,636 COMMITMENTS 45,044 21,523 460 236,865 270,839 282,369 292,822 65,266 54,814 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -11,453) 1,665 5,323 -7,362 -100 -11,535 -5,797 -13,574 -5,657 2,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 6.2 0.1 68.1 77.9 81.2 84.2 18.8 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 7 6 3 37 42 45 50 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,309 COMMITMENTS 1,748 205 899 7,226 8,832 9,873 9,936 436 373 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -987) -60 46 -116 -850 -953 -1,026 -1,023 39 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 2.0 8.7 70.1 85.7 95.8 96.4 4.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 3 5 23 24 30 31 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 315,804 COMMITMENTS 97,526 7,993 71,487 97,555 208,378 266,568 287,857 49,237 27,947 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 17,935) 6,584 -2,136 12,765 -2,330 5,594 17,019 16,223 916 1,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 2.5 22.6 30.9 66.0 84.4 91.2 15.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 98 26 70 76 88 208 167 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,128 COMMITMENTS 3,072 6,569 2,668 8,792 5,635 14,532 14,871 2,596 2,257 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 220) 159 -122 413 -274 74 298 366 -78 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 38.4 15.6 51.3 32.9 84.8 86.8 15.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 24 23 21 29 17 64 57 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 964,373 COMMITMENTS 221,515 186,896 48,357 560,895 647,688 830,767 882,941 133,606 81,432 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -59,221) -25,963 489 3,541 -35,587 -64,958 -58,010 -60,929 -1,211 1,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 19.4 5.0 58.2 67.2 86.1 91.6 13.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 38 40 27 108 99 162 150 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,237,466 COMMITMENTS 264,024 234,410 274,256 1400565 1411962 1938846 1920628 298,621 316,838 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -62,727) 49,476 -19,211 -5,297 -88,148 -37,799 -43,969 -62,307 -18,758 -421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 10.5 12.3 62.6 63.1 86.7 85.8 13.3 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 39 62 56 138 156 211 240 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,211,342 COMMITMENTS 186,584 144,226 59,613 738,030 765,558 984,228 969,398 227,114 241,943 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -14,654) 3,461 2,084 -110 -13,046 -2,714 -9,695 -741 -4,958 -13,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 11.9 4.9 60.9 63.2 81.3 80.0 18.7 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 27 37 30 88 105 136 151 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 577,147 COMMITMENTS 20,771 62,122 135,110 395,989 330,468 551,870 527,699 25,277 49,448 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 15,414) -2,918 5,730 1,831 14,645 10,412 13,558 17,973 1,856 -2,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 10.8 23.4 68.6 57.3 95.6 91.4 4.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 17 22 32 51 55 85 95 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 40,046 COMMITMENTS 10,212 7,576 369 23,008 27,765 33,588 35,710 6,458 4,336 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -50,799) -830 2,158 -6,607 -37,674 -40,462 -45,111 -44,910 -5,688 -5,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 18.9 0.9 57.5 69.3 83.9 89.2 16.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 20 12 9 32 26 56 43 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 80,092 COMMITMENTS 20,424 15,153 737 46,016 55,531 67,177 71,421 12,916 8,672 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -53,574) 38 -2,438 -3,828 -44,571 -46,533 -48,361 -52,800 -5,212 -774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 18.9 0.9 57.5 69.3 83.9 89.2 16.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 20 12 9 32 26 56 43 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 10,591 COMMITMENTS 4,586 6,532 3,336 2,557 616 10,479 10,484 112 107 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,368) -238 -385 2,632 55 116 2,449 2,363 -81 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.3 61.7 31.5 24.1 5.8 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 10 5 3 3 13 16 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,430 COMMITMENTS 1,510 2,248 45 7,674 7,070 9,229 9,363 201 67 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -3,089) -43 -862 -2,104 -736 65 -2,883 -2,901 -206 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 23.8 0.5 81.4 75.0 97.9 99.3 2.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 7 1 6 10 13 18 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,308 COMMITMENTS 2,060 1,649 0 6,961 7,612 9,021 9,261 287 47 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -2,065) 257 -144 -461 -1,894 -1,375 -2,098 -1,980 33 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 17.7 0.0 74.8 81.8 96.9 99.5 3.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 7 0 3 14 11 21
Updated June 22, 2012