WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 380,892 COMMITMENTS 74,449 119,190 55,246 219,603 152,962 349,298 327,398 31,594 53,494 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 1,257) -1,875 -10,835 2,891 1,398 11,021 2,414 3,077 -1,157 -1,820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 31.3 14.5 57.7 40.2 91.7 86.0 8.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 98 144 125 76 101 259 302 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,153,978 COMMITMENTS 293,731 138,924 146,892 578,234 633,727 1018857 919,543 135,121 234,435 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -11,341) 3,408 -17,122 -6,870 -10,420 8,586 -13,882 -15,406 2,541 4,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 12.0 12.7 50.1 54.9 88.3 79.7 11.7 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660) 166 137 159 190 297 432 531 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,618 COMMITMENTS 2,600 2,104 49 8,136 8,695 10,785 10,848 1,833 1,770 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -190) -45 -9 -6 -76 -133 -127 -148 -63 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 16.7 0.4 64.5 68.9 85.5 86.0 14.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 11 10 4 16 7 30 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 480,007 COMMITMENTS 104,823 75,814 70,462 257,041 257,615 432,326 403,891 47,681 76,116 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -52,231) -7,156 -12,260 -18,348 -28,872 -22,094 -54,376 -52,702 2,145 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 15.8 14.7 53.5 53.7 90.1 84.1 9.9 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428) 120 106 149 103 141 317 342 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 290,339 COMMITMENTS 64,023 72,216 33,740 164,044 153,527 261,807 259,483 28,532 30,856 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -13,497) 69 -9,438 -4,173 -11,168 1,427 -15,272 -12,184 1,775 -1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 24.9 11.6 56.5 52.9 90.2 89.4 9.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 69 66 71 67 66 181 178 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 581,902 COMMITMENTS 60,024 92,496 2,371 384,265 367,110 446,660 461,977 135,242 119,925 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -17,151) 881 78 -205 -17,107 -18,559 -16,431 -18,686 -720 1,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 15.9 0.4 66.0 63.1 76.8 79.4 23.2 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 26 23 9 63 64 95 90 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 368,614 COMMITMENTS 59,028 35,464 1,146 247,659 293,229 307,833 329,839 60,781 38,775 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 1,329) 0 640 43 2,861 3,487 2,904 4,170 -1,575 -2,841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 9.6 0.3 67.2 79.5 83.5 89.5 16.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 7 7 4 43 40 53 48 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,798 COMMITMENTS 1,114 1,134 952 7,138 7,205 9,204 9,291 594 507 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -74) -20 -85 18 -26 5 -28 -62 -46 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 11.6 9.7 72.9 73.5 93.9 94.8 6.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 3 5 19 18 28 24 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 196,580 COMMITMENTS 30,789 48,240 26,674 110,416 93,243 167,879 168,157 28,701 28,423 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -7,908) 1,292 -6,705 -1,671 -6,155 3,032 -6,534 -5,344 -1,374 -2,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 24.5 13.6 56.2 47.4 85.4 85.5 14.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 34 44 49 70 61 139 133 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,632 COMMITMENTS 2,970 5,642 1,927 8,525 6,674 13,422 14,243 3,210 2,389 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -668) -830 204 -110 132 -689 -808 -595 140 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 33.9 11.6 51.3 40.1 80.7 85.6 19.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 23 27 16 20 17 52 57 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 691,704 COMMITMENTS 172,800 127,800 9,201 402,513 452,656 584,514 589,657 107,190 102,047 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -25,494) -23,748 7,520 -5,252 4,639 -35,114 -24,361 -32,846 -1,133 7,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 18.5 1.3 58.2 65.4 84.5 85.2 15.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 30 39 13 79 98 119 140 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,475,878 COMMITMENTS 206,185 209,166 15,913 992,181 964,583 1214279 1189662 261,599 286,216 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 11,117) 28,717 9,157 -5,342 -5,598 489 17,777 4,304 -6,660 6,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 14.2 1.1 67.2 65.4 82.3 80.6 17.7 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 34 42 15 95 105 138 153 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,223,689 COMMITMENTS 370,371 146,697 8,200 648,011 850,312 1026582 1005209 197,107 218,480 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -4,639) -12,372 4,129 -1,282 23,401 -9,807 9,747 -6,960 -14,386 2,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 12.0 0.7 53.0 69.5 83.9 82.1 16.1 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 24 26 12 70 96 99 129 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 575,653 COMMITMENTS 97,375 71,666 69,357 382,308 398,248 549,040 539,271 26,613 36,382 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 9,737) 6,619 416 -882 5,443 10,733 11,180 10,267 -1,443 -530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 12.4 12.0 66.4 69.2 95.4 93.7 4.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 25 18 23 48 53 79 91 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 44,765 COMMITMENTS 12,651 4,184 285 26,733 36,408 39,668 40,877 5,097 3,888 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -745) -1,799 386 125 1,138 -933 -536 -423 -209 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 9.3 0.6 59.7 81.3 88.6 91.3 11.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 24 11 6 31 25 58 39 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 89,529 COMMITMENTS 25,301 8,367 570 53,465 72,816 79,336 81,753 10,193 7,776 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -1,489) -3,597 771 249 2,276 -1,866 -1,072 -846 -417 -643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 9.3 0.6 59.7 81.3 88.6 91.3 11.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 24 11 6 31 25 58 39 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,062 COMMITMENTS 13,784 15,369 685 1,385 0 15,854 16,054 208 8 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -152) 6,670 -252 173 -6,983 -58 -140 -137 -12 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.8 95.7 4.3 8.6 0.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 12 3 3 0 15 12 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,483 COMMITMENTS 1,204 1,912 25 9,006 8,452 10,235 10,389 248 94 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 19) 9 -5 0 4 9 13 4 6 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 18.2 0.2 85.9 80.6 97.6 99.1 2.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 6 1 6 11 13 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,939 COMMITMENTS 891 579 0 10,689 11,171 11,580 11,750 359 189 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -476) -131 -260 0 -294 -179 -425 -439 -51 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 4.8 0.0 89.5 93.6 97.0 98.4 3.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 5 0 5 12 14 17
Updated December 30, 2011