WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 576,076 COMMITMENTS 141,108 88,723 153,707 242,192 278,628 537,007 521,057 39,069 55,018 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -72,459) -5,735 2,358 -45,782 -17,666 -27,985 -69,183 -71,409 -3,275 -1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 15.4 26.7 42.0 48.4 93.2 90.4 6.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 142 114 158 98 134 322 337 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,810,958 COMMITMENTS 412,766 57,950 559,347 657,882 929,020 1629995 1546317 180,963 264,641 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -262,542) -18,591 2,394 -168,034 -63,258 -83,643 -249,883 -249,283 -12,660 -13,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 3.2 30.9 36.3 51.3 90.0 85.4 10.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 891) 272 148 283 320 425 690 767 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,907 COMMITMENTS 3,636 472 561 5,348 9,985 9,545 11,017 2,362 890 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -443) 342 324 -412 -283 -347 -353 -434 -90 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 4.0 4.7 44.9 83.9 80.2 92.5 19.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 25 4 8 13 12 39 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,156,476 COMMITMENTS 295,043 58,299 415,070 356,665 596,620 1066778 1069988 89,697 86,487 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -74,579) -12,390 5,464 -52,824 -11,280 -25,123 -76,493 -72,484 1,914 -2,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 5.0 35.9 30.8 51.6 92.2 92.5 7.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675) 259 168 269 178 230 559 553 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 391,175 COMMITMENTS 83,225 45,177 87,650 180,001 231,056 350,876 363,883 40,298 27,291 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -491) 9,793 -2,822 -4,440 -9,281 7,391 -3,928 130 3,437 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 11.5 22.4 46.0 59.1 89.7 93.0 10.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 84 67 103 82 76 231 208 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 702,399 COMMITMENTS 56,815 57,583 47,714 423,747 434,742 528,276 540,039 174,123 162,360 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,860) 2,987 17,836 -19,477 15,599 -6,290 -891 -7,931 -969 6,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 8.2 6.8 60.3 61.9 75.2 76.9 24.8 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 27 21 30 67 71 107 109 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 385,010 COMMITMENTS 43,325 25,022 10,574 254,329 282,078 308,228 317,674 76,782 67,336 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 22,686) 1,256 3,628 10,067 2,532 -2,573 13,855 11,121 8,832 11,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 6.5 2.7 66.1 73.3 80.1 82.5 19.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 6 5 31 39 41 48 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,981 COMMITMENTS 2,047 202 2,856 6,462 8,654 11,365 11,712 616 269 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 67) -89 50 -129 268 96 50 17 17 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 1.7 23.8 53.9 72.2 94.9 97.8 5.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 4 8 20 21 35 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 325,467 COMMITMENTS 85,296 9,290 95,498 92,140 192,818 272,934 297,605 52,533 27,862 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -24,189) -3,021 2,548 -14,855 -3,793 -12,552 -21,670 -24,859 -2,519 670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 2.9 29.3 28.3 59.2 83.9 91.4 16.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 92 34 90 80 80 224 180 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,049 COMMITMENTS 3,343 4,354 1,551 7,243 7,916 12,137 13,821 2,912 1,228 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 262) -282 81 194 43 -53 -45 222 306 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 28.9 10.3 48.1 52.6 80.7 91.8 19.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 23 23 15 25 12 59 44 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,062,133 COMMITMENTS 252,593 151,463 83,282 589,991 732,585 925,866 967,331 136,267 94,802 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -80,357) -41,123 -1,595 -33,021 -21,133 -53,340 -95,277 -87,956 14,920 7,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 14.3 7.8 55.5 69.0 87.2 91.1 12.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 42 37 30 108 104 162 159 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,872,486 COMMITMENTS 212,685 168,208 178,286 1135201 1190359 1526173 1536853 346,313 335,633 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -275,596) -18,064 411 -112,799 -181,271 -163,748 -312,134 -276,137 36,538 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 9.0 9.5 60.6 63.6 81.5 82.1 18.5 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 34 54 56 125 135 194 210 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,377,516 COMMITMENTS 221,512 106,148 69,787 829,003 946,318 1120301 1122253 257,215 255,263 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -4,306) 20,392 -8,679 -5,463 -33,187 14,563 -18,258 421 13,952 -4,727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 7.7 5.1 60.2 68.7 81.3 81.5 18.7 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 31 34 33 85 98 134 147 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 512,436 COMMITMENTS 29,245 62,283 86,461 367,005 327,385 482,712 476,129 29,724 36,307 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 25,789) 7,180 4,432 1,747 11,432 17,609 20,359 23,788 5,430 2,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 12.2 16.9 71.6 63.9 94.2 92.9 5.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 20 15 27 46 45 76 79 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,194 COMMITMENTS 22,537 5,123 821 27,467 49,023 50,825 54,967 9,369 5,227 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,194) 1,179 -1,921 495 558 5,126 2,231 3,700 -37 -1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 8.5 1.4 45.6 81.4 84.4 91.3 15.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 37 9 7 34 25 75 37 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 120,389 COMMITMENTS 45,073 10,247 1,643 54,935 98,046 101,651 109,935 18,738 10,454 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,388) 2,358 -3,841 990 1,115 10,253 4,463 7,401 -75 -3,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 8.5 1.4 45.6 81.4 84.4 91.3 15.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 37 9 7 34 25 75 37 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,432 COMMITMENTS 6,040 6,429 954 1,293 1,044 8,287 8,427 145 5 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -69) 106 -22 -28 -155 -18 -77 -68 8 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.6 76.2 11.3 15.3 12.4 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 10 3 1 2 11 13 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,619 COMMITMENTS 1,241 3,794 7 9,115 6,752 10,363 10,553 256 66 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 145) 143 12 0 5 109 148 121 -3 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 35.7 0.1 85.8 63.6 97.6 99.4 2.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 7 1 6 9 14 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,524 COMMITMENTS 1,888 2,977 101 12,292 11,305 14,281 14,383 243 141 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -214) -339 -226 101 65 -198 -173 -323 -41 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 20.5 0.7 84.6 77.8 98.3 99.0 1.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 5 1 5 13 12 18
Updated August 31, 2012