WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 589,518 COMMITMENTS 149,742 96,902 162,952 238,193 276,252 550,887 536,106 38,630 53,412 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 4,522) 1,070 3,421 3,855 77 -1,497 5,002 5,778 -481 -1,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 16.4 27.6 40.4 46.9 93.4 90.9 6.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427) 151 125 162 99 138 330 352 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,800,348 COMMITMENTS 397,235 60,393 587,074 639,865 889,018 1624173 1536485 176,175 263,863 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -3,999) -23,957 6,316 16,979 4,753 -27,902 -2,226 -4,608 -1,774 609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 3.4 32.6 35.5 49.4 90.2 85.3 9.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 868) 267 146 272 276 404 638 737 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,612 COMMITMENTS 4,228 744 594 5,195 10,452 10,017 11,789 2,594 822 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 21) -212 150 -22 190 -103 -43 25 64 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 5.9 4.7 41.2 82.9 79.4 93.5 20.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 24 4 9 15 13 40 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,168,390 COMMITMENTS 286,566 52,764 438,637 355,244 588,841 1080447 1080241 87,943 88,149 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -29,383) -16,570 -3,658 -7,379 -1,462 -15,331 -25,410 -26,368 -3,973 -3,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 4.5 37.5 30.4 50.4 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680) 283 152 277 175 229 558 564 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 381,152 COMMITMENTS 89,367 42,574 76,897 172,060 237,019 338,323 356,489 42,829 24,663 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -19,631) -3,403 2,142 -10,226 -2,916 -10,360 -16,545 -18,445 -3,087 -1,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 11.2 20.2 45.1 62.2 88.8 93.5 11.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 98 64 91 83 76 234 195 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 660,672 COMMITMENTS 69,091 46,018 46,876 376,085 416,723 492,051 509,617 168,620 151,055 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -34,629) 4,696 1,161 -3,312 -38,238 -24,686 -36,854 -26,838 2,226 -7,791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 7.0 7.1 56.9 63.1 74.5 77.1 25.5 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 28 21 26 75 82 115 117 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,932 COMMITMENTS 39,342 33,964 13,406 258,351 272,972 311,099 320,342 67,832 58,589 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -4,718) -4,307 877 3,854 -4,915 -9,246 -5,368 -4,515 650 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 9.0 3.5 68.2 72.0 82.1 84.5 17.9 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 7 7 5 36 41 46 50 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,929 COMMITMENTS 2,757 129 2,663 5,868 8,855 11,288 11,647 641 282 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 683) 774 -61 18 -131 716 661 673 22 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 1.1 22.3 49.2 74.2 94.6 97.6 5.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 3 7 23 23 38 31 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 310,327 COMMITMENTS 81,583 11,949 89,309 89,483 182,236 260,375 283,494 49,952 26,833 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -13,034) -4,898 2,105 -5,811 78 -9,929 -10,631 -13,635 -2,403 601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 3.9 28.8 28.8 58.7 83.9 91.4 16.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 101 20 76 79 77 207 164 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,775 COMMITMENTS 2,823 5,863 698 8,264 6,590 11,785 13,152 2,990 1,623 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 961) -132 736 152 816 -220 836 668 126 293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 39.7 4.7 55.9 44.6 79.8 89.0 20.2 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 22 21 8 26 10 49 38 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,087,598 COMMITMENTS 293,611 204,248 89,878 581,191 714,119 964,680 1008245 122,918 79,352 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -30,720) -15,810 20,067 5,400 -7,915 -61,100 -18,325 -35,634 -12,395 4,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 18.8 8.3 53.4 65.7 88.7 92.7 11.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 45 34 28 105 95 161 146 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,945,060 COMMITMENTS 274,573 164,641 216,086 1133324 1260643 1623984 1641370 321,076 303,690 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 36,847) -5,048 -1,300 19,400 28,921 16,920 43,274 35,020 -6,427 1,827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 8.5 11.1 58.3 64.8 83.5 84.4 16.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 46 52 65 130 145 213 225 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,368,065 COMMITMENTS 303,775 127,902 78,668 742,578 924,016 1125022 1130586 243,043 237,479 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,922) 32,176 -8,599 1,628 -21,669 21,267 12,136 14,297 -14,058 -16,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 9.3 5.8 54.3 67.5 82.2 82.6 17.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 44 32 32 86 94 143 145 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 448,851 COMMITMENTS 13,493 51,993 81,816 325,343 278,616 420,652 412,425 28,199 36,426 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 10,973) 3,774 -1,431 -710 4,165 11,190 7,229 9,049 3,744 1,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 11.6 18.2 72.5 62.1 93.7 91.9 6.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 15 19 27 44 41 73 74 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 64,494 COMMITMENTS 22,315 5,944 1,148 31,396 51,255 54,859 58,348 9,634 6,146 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 6,929) 2,939 -113 196 2,827 5,936 5,962 6,019 967 910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 9.2 1.8 48.7 79.5 85.1 90.5 14.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 35 14 8 34 28 73 46 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 128,987 COMMITMENTS 44,630 11,889 2,297 62,792 102,510 109,719 116,695 19,268 12,292 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 13,858) 5,877 -227 393 5,655 11,872 11,925 12,039 1,933 1,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 9.2 1.8 48.7 79.5 85.1 90.5 14.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 35 14 8 34 28 73 46 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 9,157 COMMITMENTS 6,734 6,367 1,013 1,293 1,771 9,040 9,151 117 6 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 543) 512 -247 59 0 730 571 542 -28 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.5 69.5 11.1 14.1 19.3 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 11 7 3 1 2 14 10 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,926 COMMITMENTS 1,154 5,057 995 10,560 6,793 12,709 12,845 217 81 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,190) -71 216 962 328 -3 1,219 1,175 -29 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 39.1 7.7 81.7 52.6 98.3 99.4 1.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 8 4 6 8 16 16 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 16,022 COMMITMENTS 1,697 1,552 1,736 12,387 12,695 15,820 15,983 202 39 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,377) -95 -1,266 1,413 51 1,215 1,369 1,362 8 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 9.7 10.8 77.3 79.2 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 6 1 5 15 11 21
Updated September 14, 2012