WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 648,534 COMMITMENTS 146,843 86,365 199,489 259,858 306,613 606,190 592,467 42,344 56,068 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 27,495) 1,895 1,614 12,959 11,815 14,276 26,669 28,850 826 -1,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 13.3 30.8 40.1 47.3 93.5 91.4 6.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422) 149 125 165 97 133 334 346 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,073,500 COMMITMENTS 431,357 55,556 727,381 721,140 1012663 1879878 1795601 193,622 277,900 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 106,650) 35,431 2,937 47,862 14,455 50,771 97,748 101,570 8,902 5,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 2.7 35.1 34.8 48.8 90.7 86.6 9.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 903) 275 163 301 316 421 704 781 CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,423 COMMITMENTS 1,251 1,062 1,514 366 702 3,131 3,278 291 145 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 31.0 44.2 10.7 20.5 91.5 95.8 8.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 6 10 6 7 19 17 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,350 COMMITMENTS 3,294 148 972 5,632 10,332 9,898 11,452 2,452 899 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 710) 269 -33 139 196 573 603 679 107 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 1.2 7.9 45.6 83.7 80.1 92.7 19.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 20 4 8 14 13 37 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,231,055 COMMITMENTS 307,433 52,835 467,894 367,945 621,743 1143272 1142472 87,783 88,583 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 90,506) 24,459 1,270 58,763 -527 26,076 82,695 86,110 7,811 4,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 4.3 38.0 29.9 50.5 92.9 92.8 7.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 682) 271 163 273 181 230 575 551 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 391,665 COMMITMENTS 73,432 47,999 92,089 189,282 223,665 354,804 363,754 36,861 27,911 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 6,579) 11,016 -4,409 4,813 -14,245 8,643 1,584 9,047 4,995 -2,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 12.3 23.5 48.3 57.1 90.6 92.9 9.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 75 79 112 87 78 241 219 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 704,258 COMMITMENTS 53,828 39,747 67,191 408,148 441,033 529,166 547,970 175,092 156,288 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 9,470) -19,626 -17,527 2,957 25,899 14,487 9,230 -83 240 9,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 5.6 9.5 58.0 62.6 75.1 77.8 24.9 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 31 22 35 79 87 125 129 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 362,324 COMMITMENTS 42,069 21,394 507 251,797 284,651 294,373 306,553 67,951 55,771 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 2,234) -3,268 -4,282 -11 3,252 3,228 -27 -1,064 2,261 3,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 5.9 0.1 69.5 78.6 81.2 84.6 18.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 6 4 3 36 42 44 47 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,914 COMMITMENTS 2,136 152 2,985 6,194 8,558 11,315 11,695 599 219 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -312) -235 -184 126 -231 -254 -340 -312 28 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 1.3 25.1 52.0 71.8 95.0 98.2 5.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 2 8 24 24 41 33 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 349,656 COMMITMENTS 88,317 6,742 110,353 95,933 205,369 294,603 322,464 55,053 27,192 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 26,416) 4,563 333 11,536 6,690 15,403 22,789 27,272 3,627 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 1.9 31.6 27.4 58.7 84.3 92.2 15.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 101 24 88 78 79 221 176 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,787 COMMITMENTS 3,625 4,273 1,357 7,200 7,969 12,182 13,599 2,605 1,188 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 251) -320 -190 472 58 -100 210 182 41 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 28.9 9.2 48.7 53.9 82.4 92.0 17.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 25 21 15 25 12 60 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,142,490 COMMITMENTS 293,716 153,058 116,303 611,123 785,925 1021143 1055287 121,348 87,204 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -7,538) -18,605 -32,502 6,288 8,983 13,179 -3,334 -13,035 -4,204 5,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 13.4 10.2 53.5 68.8 89.4 92.4 10.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 46 39 31 108 112 171 165 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,148,082 COMMITMENTS 230,749 167,797 291,085 1316472 1354107 1838307 1812989 309,775 335,092 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 28,805) 7,298 -17,513 21,000 -2,004 7,788 26,293 11,275 2,511 17,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 7.8 13.6 61.3 63.0 85.6 84.4 14.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 44 53 63 151 161 228 244 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,381,822 COMMITMENTS 201,120 114,828 75,249 862,190 931,756 1138559 1121833 243,263 259,990 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 74,562) -13,116 2,088 10,151 70,553 47,512 67,588 59,750 6,975 14,812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 8.3 5.4 62.4 67.4 82.4 81.2 17.6 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 26 41 36 89 106 139 159 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 486,647 COMMITMENTS 22,065 57,851 84,714 355,574 309,776 462,353 452,341 24,294 34,306 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 13,194) 4,665 12,707 1,760 6,067 5,639 12,492 20,106 702 -6,912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 11.9 17.4 73.1 63.7 95.0 93.0 5.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 21 14 28 47 45 77 79 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 58,000 COMMITMENTS 21,358 7,044 327 26,910 43,896 48,594 51,267 9,406 6,733 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 4,417) 2,698 933 72 1,050 2,429 3,820 3,434 597 983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 12.1 0.6 46.4 75.7 83.8 88.4 16.2 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 31 19 8 36 27 73 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 116,000 COMMITMENTS 42,715 14,088 653 53,820 87,793 97,188 102,534 18,813 13,467 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 8,834) 5,396 1,866 145 2,100 4,858 7,640 6,869 1,194 1,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 12.1 0.6 46.4 75.7 83.8 88.4 16.2 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 31 19 8 36 27 73 48 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,501 COMMITMENTS 5,934 6,451 982 1,448 1,062 8,364 8,495 137 6 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 70) 20 0 82 0 -13 102 69 -32 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.8 75.9 11.6 17.0 12.5 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 10 3 1 2 10 13 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,474 COMMITMENTS 1,098 3,782 7 9,110 6,643 10,215 10,432 259 42 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -371) -240 -766 -43 -29 437 -312 -372 -59 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 36.1 0.1 87.0 63.4 97.5 99.6 2.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 7 1 6 9 13 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,738 COMMITMENTS 2,227 3,203 0 12,227 11,503 14,454 14,706 284 32 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -208) 22 -55 0 -242 -144 -220 -199 12 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 21.7 0.0 83.0 78.0 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 7 0 5 13 12 20
Updated August 24, 2012