WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 600,714 COMMITMENTS 153,321 99,646 167,449 240,156 277,584 560,927 544,679 39,787 56,035 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 11,196) 3,579 2,744 4,497 1,963 1,333 10,040 8,574 1,157 2,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 16.6 27.9 40.0 46.2 93.4 90.7 6.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 152 126 171 106 138 342 359 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,829,734 COMMITMENTS 394,226 70,385 609,853 653,115 876,118 1657195 1556357 172,540 273,377 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 29,386) -3,009 9,992 22,779 13,250 -12,900 33,021 19,872 -3,635 9,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 3.8 33.3 35.7 47.9 90.6 85.1 9.4 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 854) 243 164 270 275 407 631 734 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,291 COMMITMENTS 3,727 513 564 5,378 10,441 9,669 11,519 2,621 772 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -321) -501 -231 -29 183 -11 -348 -271 27 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 4.2 4.6 43.8 85.0 78.7 93.7 21.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 21 4 9 15 13 38 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,157,098 COMMITMENTS 269,798 55,489 434,176 369,650 573,388 1073624 1063054 83,474 94,044 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -11,292) -16,768 2,726 -4,461 14,406 -15,452 -6,823 -17,187 -4,469 5,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 4.8 37.5 31.9 49.6 92.8 91.9 7.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661) 252 162 272 173 224 538 556 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 364,847 COMMITMENTS 79,557 42,394 71,934 168,857 222,214 320,348 336,542 44,498 28,305 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -16,305) -9,809 -180 -4,963 -3,202 -14,805 -17,975 -19,948 1,670 3,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 11.6 19.7 46.3 60.9 87.8 92.2 12.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 87 63 86 82 77 219 191 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 678,750 COMMITMENTS 42,306 42,894 72,680 403,895 395,172 518,882 510,745 159,868 168,004 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 18,078) -26,784 -3,124 25,804 27,811 -21,551 26,830 1,129 -8,752 16,949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 6.3 10.7 59.5 58.2 76.4 75.2 23.6 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 24 31 36 82 80 129 124 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 361,877 COMMITMENTS 41,813 34,302 2,542 249,818 264,744 294,173 301,588 67,704 60,289 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -17,054) 2,471 338 -10,864 -8,533 -8,228 -16,926 -18,754 -128 1,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 9.5 0.7 69.0 73.2 81.3 83.3 18.7 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 6 5 33 39 42 47 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,199 COMMITMENTS 2,589 327 2,178 5,824 8,374 10,591 10,879 608 320 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -730) -168 198 -485 -44 -481 -697 -768 -33 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 2.9 19.4 52.0 74.8 94.6 97.1 5.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 4 6 20 22 33 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 312,833 COMMITMENTS 74,839 11,353 91,768 96,618 184,454 263,225 287,575 49,608 25,258 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 2,506) -6,744 -596 2,458 7,136 2,219 2,850 4,081 -344 -1,575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 3.6 29.3 30.9 59.0 84.1 91.9 15.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 84 33 71 81 77 201 163 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,628 COMMITMENTS 2,793 5,816 571 8,081 6,589 11,444 12,976 3,183 1,651 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -147) -30 -47 -128 -183 -1 -341 -176 193 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 39.8 3.9 55.2 45.0 78.2 88.7 21.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 16 24 8 26 11 47 38 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,043,803 COMMITMENTS 287,193 186,176 80,117 548,782 700,754 916,093 967,047 127,710 76,756 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -43,795) -6,417 -18,072 -9,761 -32,409 -13,365 -48,587 -41,198 4,792 -2,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 17.8 7.7 52.6 67.1 87.8 92.6 12.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 47 34 26 97 93 155 142 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,019,648 COMMITMENTS 272,582 173,203 241,553 1196019 1295711 1710154 1710467 309,494 309,181 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 74,588) -1,992 8,562 25,467 62,695 35,068 86,170 69,098 -11,582 5,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 8.6 12.0 59.2 64.2 84.7 84.7 15.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 39 60 67 140 146 226 226 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,410,330 COMMITMENTS 279,439 123,868 65,105 805,099 980,539 1149644 1169512 260,686 240,818 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 42,265) -24,336 -4,034 -13,563 62,521 56,523 24,622 38,926 17,643 3,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 8.8 4.6 57.1 69.5 81.5 82.9 18.5 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 40 28 32 84 96 135 145 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 453,132 COMMITMENTS 16,520 45,156 80,055 326,583 288,562 423,158 413,772 29,975 39,360 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 4,281) 3,027 -6,837 -1,761 1,240 9,946 2,506 1,347 1,776 2,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 10.0 17.7 72.1 63.7 93.4 91.3 6.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 16 16 25 42 41 69 71 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 77,763 COMMITMENTS 26,086 6,060 1,957 40,024 62,622 68,067 70,639 9,696 7,124 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 13,269) 3,771 116 808 8,628 11,367 13,208 12,291 61 978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 7.8 2.5 51.5 80.5 87.5 90.8 12.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 33 13 10 47 35 86 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 155,525 COMMITMENTS 52,171 12,120 3,914 80,049 125,244 136,134 141,277 19,391 14,248 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 26,538) 7,542 231 1,617 17,257 22,734 26,415 24,582 123 1,956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 7.8 2.5 51.5 80.5 87.5 90.8 12.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 33 13 10 47 35 86 53 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 14,185 COMMITMENTS 8,225 7,324 4,402 1,379 2,453 14,006 14,179 179 6 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 5,028) 1,491 957 3,389 86 682 4,966 5,028 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.0 51.6 31.0 9.7 17.3 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 7 6 2 2 15 12 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,426 COMMITMENTS 1,008 3,455 5 9,242 6,900 10,255 10,360 171 66 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -2,500) -146 -1,602 -990 -1,318 107 -2,454 -2,485 -46 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 33.1 0.0 88.6 66.2 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 9 1 6 9 13 18 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,415 COMMITMENTS 1,648 2,091 0 11,589 11,276 13,237 13,367 178 48 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -2,607) -49 539 -1,736 -798 -1,419 -2,583 -2,616 -24 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 15.6 0.0 86.4 84.1 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 0 4 14 8 19
Updated September 21, 2012