WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 621,040 COMMITMENTS 144,948 84,751 186,530 248,043 292,336 579,521 563,617 41,518 57,423 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -17,580) -4,485 110 -7,572 -5,224 -11,667 -17,281 -19,129 -300 1,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 13.6 30.0 39.9 47.1 93.3 90.8 6.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 146 124 160 99 135 331 341 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,966,851 COMMITMENTS 395,926 52,620 679,519 706,686 961,892 1782131 1694031 184,720 272,820 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 22,092) 16,531 -244 9,093 -5,263 11,132 20,361 19,981 1,731 2,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 2.7 34.5 35.9 48.9 90.6 86.1 9.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 855) 249 156 287 306 409 668 747 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,640 COMMITMENTS 3,025 180 833 5,436 9,759 9,295 10,773 2,345 867 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 355) 118 50 -30 187 297 275 316 79 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 1.6 7.2 46.7 83.8 79.9 92.5 20.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 17 8 8 14 13 37 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,140,549 COMMITMENTS 282,974 51,565 409,130 368,472 595,667 1060577 1056362 79,972 84,187 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 471) 2,532 -1,446 7,317 -10,335 -9,328 -485 -3,457 956 3,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 4.5 35.9 32.3 52.2 93.0 92.6 7.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645) 264 140 254 177 221 534 529 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 385,087 COMMITMENTS 62,416 52,408 87,276 203,528 215,023 353,220 354,706 31,867 30,380 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,675) -134 -11,853 10,411 -10,832 5,154 -554 3,713 2,230 -2,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 13.6 22.7 52.9 55.8 91.7 92.1 8.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 67 81 107 84 76 224 216 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 694,788 COMMITMENTS 73,455 57,273 64,234 382,249 426,546 519,937 548,053 174,852 146,736 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -5,786) -2,571 754 6,313 -5,948 -10,022 -2,205 -2,955 -3,581 -2,831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 8.2 9.2 55.0 61.4 74.8 78.9 25.2 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 34 28 37 83 83 133 132 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 360,090 COMMITMENTS 45,337 25,676 518 248,545 281,423 294,400 307,617 65,689 52,473 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 7,309) -1,923 -24 -206 7,214 13,068 5,085 12,838 2,224 -5,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 7.1 0.1 69.0 78.2 81.8 85.4 18.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 7 5 4 35 43 45 49 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,226 COMMITMENTS 2,371 336 2,859 6,425 8,812 11,655 12,007 571 219 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -173) -7 147 25 -115 -381 -97 -209 -76 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 2.7 23.4 52.6 72.1 95.3 98.2 4.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 14 3 7 24 23 41 31 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 323,240 COMMITMENTS 83,754 6,408 98,817 89,243 189,966 271,814 295,192 51,426 28,048 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 15,126) 6,994 -162 6,782 -1,369 9,018 12,407 15,638 2,720 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 2.0 30.6 27.6 58.8 84.1 91.3 15.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 91 26 82 70 75 204 164 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,536 COMMITMENTS 3,945 4,463 884 7,142 8,069 11,971 13,417 2,565 1,119 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -212) -440 35 94 379 -219 34 -90 -246 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 30.7 6.1 49.1 55.5 82.4 92.3 17.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 23 26 13 24 13 58 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,150,028 COMMITMENTS 312,321 185,560 110,015 602,140 772,746 1024476 1068321 125,552 81,707 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -30,311) -40,975 22,493 6,635 14,344 -59,217 -19,996 -30,089 -10,315 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 16.1 9.6 52.4 67.2 89.1 92.9 10.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 46 39 28 109 112 171 163 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,119,277 COMMITMENTS 223,451 185,309 270,086 1318477 1346319 1812013 1801714 307,264 317,563 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 30,613) 18,453 -20,374 -1,655 -1,071 55,084 15,728 33,056 14,886 -2,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 8.7 12.7 62.2 63.5 85.5 85.0 14.5 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 39 58 64 147 159 224 243 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,307,260 COMMITMENTS 214,235 112,740 65,099 791,637 884,243 1070971 1062082 236,289 245,178 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 31,845) -16,344 944 -2,288 56,011 32,667 37,379 31,323 -5,534 522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 8.6 5.0 60.6 67.6 81.9 81.2 18.1 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 28 34 32 88 104 133 153 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 473,453 COMMITMENTS 17,400 45,144 82,954 349,506 304,137 449,861 432,235 23,592 41,218 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 8,248) 5,120 -3,846 -1,952 8,334 12,427 11,501 6,629 -3,253 1,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 9.5 17.5 73.8 64.2 95.0 91.3 5.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 21 15 26 48 45 79 77 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,583 COMMITMENTS 18,660 6,111 254 25,860 41,468 44,774 47,832 8,809 5,751 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -231) -1,685 213 -80 956 134 -808 267 578 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 11.4 0.5 48.3 77.4 83.6 89.3 16.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 29 15 10 34 27 68 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 107,166 COMMITMENTS 37,320 12,222 508 51,720 82,935 89,548 95,665 17,619 11,501 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -461) -3,369 425 -159 1,912 268 -1,617 534 1,156 -995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 11.4 0.5 48.3 77.4 83.6 89.3 16.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 29 15 10 34 27 68 47 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,431 COMMITMENTS 5,914 6,451 900 1,448 1,075 8,262 8,426 169 5 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 71) 16 126 0 0 -55 16 71 55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.1 76.5 10.7 17.2 12.8 98.0 99.9 2.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 10 2 1 2 9 13 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,845 COMMITMENTS 1,338 4,548 50 9,139 6,206 10,527 10,804 318 41 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -164) 16 -389 10 -178 212 -152 -167 -12 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 41.9 0.5 84.3 57.2 97.1 99.6 2.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 7 1 6 10 14 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,946 COMMITMENTS 2,205 3,258 0 12,469 11,647 14,674 14,905 272 41 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -92) -51 916 0 -5 -1,017 -56 -101 -36 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 21.8 0.0 83.4 77.9 98.2 99.7 1.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 7 0 4 14 11 21
Updated August 17, 2012