WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 652,469 COMMITMENTS 145,389 84,022 213,917 250,629 295,031 609,935 592,971 42,535 59,499 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 28,752) 3,826 -2,257 21,150 647 6,348 25,623 25,241 3,130 3,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 12.9 32.8 38.4 45.2 93.5 90.9 6.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397) 134 121 142 100 131 316 317 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,007,418 COMMITMENTS 362,167 55,761 733,152 724,216 954,123 1819535 1743036 187,883 264,382 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 90,498) 30,979 -18,166 66,770 7,545 32,523 105,295 81,127 -14,797 9,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 2.8 36.5 36.1 47.5 90.6 86.8 9.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 798) 234 144 263 273 383 612 692 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,451 COMMITMENTS 3,164 138 748 5,200 9,596 9,113 10,483 2,338 967 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 227) -121 -77 64 99 224 42 211 185 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 1.2 6.5 45.4 83.8 79.6 91.6 20.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 19 4 8 14 14 36 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,259,806 COMMITMENTS 293,543 48,098 472,115 410,474 652,518 1176132 1172731 83,673 87,075 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,184) -15,244 -4,201 18,561 9,634 -4,857 12,951 9,504 -10,768 -7,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 3.8 37.5 32.6 51.8 93.4 93.1 6.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 647) 286 119 260 195 222 563 523 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 380,006 COMMITMENTS 56,273 67,426 82,005 212,517 203,735 350,794 353,166 29,212 26,840 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -19,372) -5,121 -2,072 -15,023 5,707 1,694 -14,437 -15,402 -4,935 -3,970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 17.7 21.6 55.9 53.6 92.3 92.9 7.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 67 82 91 79 80 207 208 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 784,397 COMMITMENTS 72,261 45,163 77,858 454,196 505,462 604,315 628,483 180,083 155,914 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 40,855) 2,395 272 12,075 28,036 16,312 42,507 28,659 -1,652 12,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 5.8 9.9 57.9 64.4 77.0 80.1 23.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 25 33 35 85 90 135 133 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 350,205 COMMITMENTS 45,004 23,683 469 231,400 273,507 276,873 297,659 73,332 52,545 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 755) -474 -1,641 -1 -6,219 -548 -6,694 -2,190 7,449 2,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 6.8 0.1 66.1 78.1 79.1 85.0 20.9 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 4 5 33 41 43 47 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,068 COMMITMENTS 1,592 275 2,602 7,166 8,965 11,360 11,842 708 226 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -609) -552 118 688 -778 -1,298 -642 -492 33 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 2.3 21.6 59.4 74.3 94.1 98.1 5.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 4 7 20 22 33 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 328,687 COMMITMENTS 81,703 4,756 98,105 98,147 195,976 277,955 298,837 50,732 29,849 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -4,878) -8,125 -105 7,940 -226 -8,994 -410 -1,158 -4,467 -3,719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 1.4 29.8 29.9 59.6 84.6 90.9 15.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 102 24 79 72 77 211 163 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,786 COMMITMENTS 3,706 4,846 685 6,935 6,815 11,326 12,347 2,460 1,440 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 288) -39 47 67 203 63 232 177 56 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 35.2 5.0 50.3 49.4 82.2 89.6 17.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 21 26 10 24 13 53 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,206,757 COMMITMENTS 373,368 185,936 110,040 588,647 831,827 1072054 1127803 134,703 78,955 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 57,675) 23,084 -4,769 9,733 23,097 53,748 55,913 58,712 1,762 -1,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 15.4 9.1 48.8 68.9 88.8 93.5 11.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 55 46 30 107 109 180 167 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,259,544 COMMITMENTS 259,477 278,604 257,150 1412855 1402915 1929482 1938669 330,063 320,875 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 62,611) -9,402 -11,822 19,332 38,463 36,500 48,394 44,010 14,217 18,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 12.3 11.4 62.5 62.1 85.4 85.8 14.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 40 67 63 133 152 211 244 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,254,676 COMMITMENTS 239,929 110,780 91,074 661,768 809,555 992,771 1011409 261,905 243,267 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 25,875) -27,229 -6,875 22,121 5,420 9,234 311 24,480 25,563 1,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 8.8 7.3 52.7 64.5 79.1 80.6 20.9 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 37 32 31 90 108 142 156 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 533,408 COMMITMENTS 14,925 50,564 107,647 383,241 338,423 505,813 496,634 27,595 36,774 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 6,800) -3,390 -3,263 -144 7,953 15,123 4,419 11,716 2,381 -4,917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 9.5 20.2 71.8 63.4 94.8 93.1 5.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 15 21 30 51 50 83 86 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 40,795 COMMITMENTS 11,042 7,262 278 22,111 29,132 33,431 36,673 7,364 4,123 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,341) -1,014 1,926 46 -1,439 -4,748 -2,407 -2,776 66 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 17.8 0.7 54.2 71.4 81.9 89.9 18.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 16 8 31 24 55 45 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 81,591 COMMITMENTS 22,083 14,524 557 44,223 58,265 66,863 73,345 14,728 8,245 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -4,682) -2,028 3,852 92 -2,878 -9,496 -4,814 -5,552 132 871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 17.8 0.7 54.2 71.4 81.9 89.9 18.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 16 8 31 24 55 45 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,339 COMMITMENTS 5,881 6,239 900 1,448 1,192 8,229 8,331 110 8 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -4) 39 -38 0 -53 33 -14 -5 10 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.5 74.8 10.8 17.4 14.3 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 9 2 1 3 10 13 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,370 COMMITMENTS 1,576 2,796 26 8,443 6,017 10,045 8,839 325 1,531 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 365) -13 -979 1 360 -145 348 -1,123 17 1,488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 27.0 0.3 81.4 58.0 96.9 85.2 3.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 8 1 6 9 14 18 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,214 COMMITMENTS 1,923 3,515 0 11,973 10,674 13,896 14,189 318 25 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,116) 130 67 0 2,026 2,049 2,156 2,116 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 24.7 0.0 84.2 75.1 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 11 0 4 14 10 25
Updated July 27, 2012