WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 435,402 COMMITMENTS 75,522 70,284 104,721 221,848 205,882 402,091 380,887 33,311 54,515 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 13,612) -61 5,983 5,032 8,393 -519 13,363 10,495 249 3,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 16.1 24.1 51.0 47.3 92.3 87.5 7.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 123 117 128 80 101 275 286 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,212,495 COMMITMENTS 272,089 67,873 256,424 564,032 622,373 1092545 946,670 119,950 265,825 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -6,364) 2,370 -12,702 -3,761 -954 16,098 -2,345 -365 -4,019 -5,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 5.6 21.1 46.5 51.3 90.1 78.1 9.9 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 652) 181 116 196 212 298 486 537 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,059 COMMITMENTS 1,717 870 922 8,114 9,922 10,753 11,714 2,307 1,345 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -128) -7 464 -6 522 59 509 518 -637 -645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 6.7 7.1 62.1 76.0 82.3 89.7 17.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 6 3 14 14 24 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 622,997 COMMITMENTS 150,150 35,276 163,508 246,961 321,017 560,618 519,801 62,378 103,196 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 11,101) 5,213 2,854 4,260 3,806 1,776 13,279 8,889 -2,178 2,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 5.7 26.2 39.6 51.5 90.0 83.4 10.0 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 489) 182 113 182 115 169 397 381 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 17,150 COMMITMENTS 13,631 2,405 334 0 2,154 13,965 4,893 3,185 12,257 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -1,726) -2,003 -70 -151 0 117 -2,154 -104 428 -1,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.5 14.0 1.9 0.0 12.6 81.4 28.5 18.6 71.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 17 4 12 0 5 18 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 268,540 COMMITMENTS 55,421 18,996 67,070 111,846 162,220 234,337 248,285 34,203 20,254 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -5,807) -3,896 -453 4,147 -1,932 -7,989 -1,680 -4,294 -4,127 -1,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 7.1 25.0 41.6 60.4 87.3 92.5 12.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 80 42 83 57 63 193 167 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 761,483 COMMITMENTS 56,758 156,376 35,466 528,929 441,476 621,153 633,319 140,330 128,165 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -20,470) -5,070 12,265 -6,416 -6,617 -24,401 -18,103 -18,551 -2,368 -1,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 20.5 4.7 69.5 58.0 81.6 83.2 18.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 31 35 37 77 81 129 132 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,014 COMMITMENTS 75 113 185 6,483 6,514 6,743 6,812 271 202 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.6 2.6 92.4 92.9 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 15 18 17 21 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 195,146 COMMITMENTS 60,110 19,099 27,447 67,599 124,876 155,156 171,422 39,989 23,723 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 13,771) 4,136 1,378 4,306 2,008 5,717 10,450 11,401 3,321 2,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 9.8 14.1 34.6 64.0 79.5 87.8 20.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 75 30 41 55 52 154 106 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,790 COMMITMENTS 7,070 122 1,551 4,951 15,940 13,572 17,613 5,218 1,177 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,089) 492 -96 601 34 765 1,127 1,270 -38 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 0.7 8.3 26.3 84.8 72.2 93.7 27.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 40 4 10 30 22 75 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 948,067 COMMITMENTS 333,341 149,749 44,293 479,548 625,725 857,182 819,767 90,885 128,300 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -33,641) -35,576 -10,762 -7,867 3,036 -21,018 -40,407 -39,647 6,766 6,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 15.8 4.7 50.6 66.0 90.4 86.5 9.6 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 34 58 34 75 112 130 183 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,492,829 COMMITMENTS 165,374 225,842 165,950 869,569 808,141 1200892 1199932 291,937 292,896 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 4,470) -26,340 29,991 20,730 11,154 -29,695 5,544 21,026 -1,074 -16,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 15.1 11.1 58.2 54.1 80.4 80.4 19.6 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 43 39 55 115 117 185 184 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 872,718 COMMITMENTS 130,741 92,004 26,740 504,192 536,528 661,673 655,272 211,045 217,446 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -22,200) -6,017 -3,157 -20,693 14,255 8,019 -12,455 -15,832 -9,745 -6,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 10.5 3.1 57.8 61.5 75.8 75.1 24.2 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 25 20 20 72 79 105 111 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 919,587 COMMITMENTS 79,571 52,246 300,449 502,970 524,554 882,990 877,249 36,596 42,338 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 55,471) 19,868 -106 5,297 30,666 48,157 55,831 53,349 -360 2,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 5.7 32.7 54.7 57.0 96.0 95.4 4.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 30 28 50 50 60 105 119 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 18,333 COMMITMENTS 3,618 3,165 565 9,005 9,025 13,188 12,755 5,145 5,578 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,577) 125 292 551 304 -197 980 646 1,597 1,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 17.3 3.1 49.1 49.2 71.9 69.6 28.1 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 8 4 7 9 13 19 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 92,119 COMMITMENTS 29,113 13,850 3,470 43,656 59,813 76,240 77,133 15,880 14,987 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 20,532) -2,963 -1,667 2,140 16,701 16,096 15,878 16,568 4,654 3,963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 15.0 3.8 47.4 64.9 82.8 83.7 17.2 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 39 15 14 31 37 73 63 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,144 COMMITMENTS 9,883 9,779 2,327 1,658 2,929 13,868 15,035 1,276 109 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,710) 278 242 2,327 0 36 2,605 2,605 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.3 64.6 15.4 10.9 19.3 91.6 99.3 8.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 6 2 1 2 15 8 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,275 COMMITMENTS 366 2,551 95 8,608 6,524 9,069 9,170 206 105 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -7,364) -354 -1,283 0 -6,992 -6,060 -7,346 -7,343 -18 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 27.5 1.0 92.8 70.3 97.8 98.9 2.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 11 1 14 12 18 23 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,290 COMMITMENTS 3,553 123 0 10,576 14,122 14,129 14,245 161 45 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -23,938) -371 -696 -270 -22,991 -22,717 -23,632 -23,683 -306 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 0.9 0.0 74.0 98.8 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 4 0 8 10 17 14
Updated December 18, 2009