WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 570,102 COMMITMENTS 127,741 85,927 161,865 242,568 266,076 532,174 513,868 37,929 56,234 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 28,308) 5,894 -2,535 12,765 5,928 15,921 24,588 26,152 3,721 2,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 15.1 28.4 42.5 46.7 93.3 90.1 6.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 125 124 136 91 126 299 309 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,730,417 COMMITMENTS 300,773 75,953 564,339 678,529 837,223 1543642 1477515 186,775 252,901 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 134,948) 17,653 -2,649 68,929 46,856 68,524 133,438 134,805 1,510 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 4.4 32.6 39.2 48.4 89.2 85.4 10.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 741) 210 135 234 256 361 566 640 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,802 COMMITMENTS 3,371 394 483 5,039 8,890 8,892 9,767 1,910 1,035 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 1,046) 879 146 99 9 970 988 1,214 58 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 3.6 4.5 46.6 82.3 82.3 90.4 17.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 18 5 7 14 12 35 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,177,621 COMMITMENTS 305,500 50,824 413,361 371,258 620,821 1090119 1085006 87,502 92,615 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 71,799) 5,057 5,721 40,635 22,432 28,156 68,124 74,512 3,674 -2,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 4.3 35.1 31.5 52.7 92.6 92.1 7.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 651) 274 128 247 184 226 560 514 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 392,116 COMMITMENTS 62,189 74,637 95,000 199,908 191,252 357,097 360,889 35,019 31,227 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 829) 4,007 -13,398 5,487 -9,052 9,310 442 1,400 387 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 19.0 24.2 51.0 48.8 91.1 92.0 8.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 70 79 102 81 81 217 218 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 758,251 COMMITMENTS 76,342 38,687 62,803 430,211 508,934 569,356 610,424 188,895 147,827 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 27,637) -616 -1,650 4,176 6,833 12,761 10,393 15,288 17,244 12,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 5.1 8.3 56.7 67.1 75.1 80.5 24.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 37 21 36 85 89 136 132 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 354,011 COMMITMENTS 46,550 20,455 511 239,790 283,097 286,851 304,063 67,160 49,948 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 5,925) 46 -1,502 18 3,240 4,111 3,305 2,628 2,620 3,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 5.8 0.1 67.7 80.0 81.0 85.9 19.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 7 5 5 35 41 45 48 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,803 COMMITMENTS 1,561 176 1,504 8,101 9,781 11,166 11,461 637 342 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 737) 378 52 23 203 617 604 692 133 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 1.5 12.7 68.6 82.9 94.6 97.1 5.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 2 5 24 23 33 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 315,819 COMMITMENTS 92,250 4,784 80,253 90,119 200,281 262,622 285,319 53,196 30,500 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 3,819) -2,767 -331 6,040 -2,315 -1,114 958 4,595 2,862 -776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 1.5 25.4 28.5 63.4 83.2 90.3 16.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 97 23 78 69 76 208 161 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,426 COMMITMENTS 3,515 5,086 666 6,923 6,158 11,104 11,910 2,322 1,516 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -258) 564 -170 -429 -373 470 -238 -130 -20 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 37.9 5.0 51.6 45.9 82.7 88.7 17.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 22 23 17 26 13 60 44 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 929,737 COMMITMENTS 264,468 201,643 41,218 497,040 596,051 802,726 838,911 127,011 90,826 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 90,263) 72,376 23,834 5,424 12,710 60,993 90,510 90,251 -247 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 21.7 4.4 53.5 64.1 86.3 90.2 13.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 46 45 27 97 102 161 156 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,188,693 COMMITMENTS 258,759 247,138 222,508 1396346 1398269 1877612 1867915 311,080 320,777 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 62,337) 32,291 -4,512 25,704 8,055 38,859 66,050 60,051 -3,713 2,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 11.3 10.2 63.8 63.9 85.8 85.3 14.2 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 53 49 59 134 152 211 236 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,230,325 COMMITMENTS 233,149 145,217 66,542 697,915 782,887 997,606 994,646 232,718 235,679 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 8,970) -1,906 -17,085 8,524 -1,459 15,407 5,159 6,846 3,812 2,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 11.8 5.4 56.7 63.6 81.1 80.8 18.9 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 37 33 31 92 109 145 157 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 527,097 COMMITMENTS 24,383 65,051 109,764 370,988 314,298 505,135 489,113 21,961 37,984 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -87) -1,690 136 -513 4,511 5,479 2,309 5,102 -2,396 -5,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 12.3 20.8 70.4 59.6 95.8 92.8 4.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 17 25 31 49 55 86 93 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 44,743 COMMITMENTS 13,714 6,216 298 23,192 34,296 37,204 40,810 7,539 3,933 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -2,150) -2,001 1,107 -78 24 -2,924 -2,054 -1,894 -96 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 13.9 0.7 51.8 76.7 83.2 91.2 16.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 26 12 9 34 24 64 41 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 89,485 COMMITMENTS 27,427 12,432 596 46,384 68,592 74,408 81,620 15,078 7,865 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -4,301) -4,001 2,214 -156 48 -5,847 -4,109 -3,789 -192 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 13.9 0.7 51.8 76.7 83.2 91.2 16.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 26 12 9 34 24 64 41 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,132 COMMITMENTS 1,406 3,735 50 8,380 6,303 9,836 10,088 296 44 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 137) -138 73 0 239 66 101 139 36 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 36.9 0.5 82.7 62.2 97.1 99.6 2.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 7 1 6 9 14 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,084 COMMITMENTS 1,763 2,917 0 9,945 9,105 11,708 12,022 376 62 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -229) -254 -493 0 0 270 -254 -223 25 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 24.1 0.0 82.3 75.3 96.9 99.5 3.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 10 0 3 14 9 24
Updated July 13, 2012