WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 500,545 COMMITMENTS 102,683 98,675 66,137 291,769 276,251 460,589 441,063 39,956 59,482 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 5,773) -3,703 2,588 -317 13,754 5,799 9,734 8,070 -3,961 -2,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 19.7 13.2 58.3 55.2 92.0 88.1 8.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435) 150 137 135 96 124 336 319 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,439,869 COMMITMENTS 555,109 110,974 166,721 560,663 907,609 1282493 1185304 157,376 254,565 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -9,712) -22,818 2,200 9,029 4,287 -22,325 -9,502 -11,096 -210 1,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 7.7 11.6 38.9 63.0 89.1 82.3 10.9 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 889) 282 146 183 203 377 570 647 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,120 COMMITMENTS 4,265 287 90 6,136 11,226 10,491 11,603 2,629 1,517 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 673) 336 31 -29 585 593 892 595 -219 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 2.2 0.7 46.8 85.6 80.0 88.4 20.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 22 4 3 15 12 39 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 604,208 COMMITMENTS 208,913 41,618 80,089 259,034 399,374 548,036 521,081 56,172 83,127 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 700) -10,804 2,100 -3,075 17,039 402 3,160 -573 -2,460 1,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 6.9 13.3 42.9 66.1 90.7 86.2 9.3 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553) 224 91 143 110 194 409 383 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 28,358 COMMITMENTS 24,177 2,585 1,473 19 6,768 25,669 10,826 2,689 17,532 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -626) -1,097 -188 679 0 -364 -418 127 -208 -753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.3 9.1 5.2 0.1 23.9 90.5 38.2 9.5 61.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 8 9 1 13 18 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 309,013 COMMITMENTS 121,361 27,692 28,447 123,045 234,831 272,853 290,970 36,160 18,043 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -10,061) 7,498 -5,432 -10,317 -6,670 5,035 -9,489 -10,714 -572 653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 9.0 9.2 39.8 76.0 88.3 94.2 11.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 111 51 69 54 63 214 151 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 674,322 COMMITMENTS 79,438 92,440 11,709 436,823 453,540 527,970 557,689 146,352 116,633 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,546) 1,077 12,644 -8,466 8,955 -3,083 1,566 1,095 -4,112 -3,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 13.7 1.7 64.8 67.3 78.3 82.7 21.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 30 25 16 78 75 119 105 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 225,497 COMMITMENTS 35,945 23,278 230 142,000 168,974 178,175 192,482 47,322 33,015 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -777) -3,403 1,134 -942 2,438 -5,012 -1,907 -4,820 1,130 4,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 10.3 0.1 63.0 74.9 79.0 85.4 21.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 5 2 20 22 28 28 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,651 COMMITMENTS 861 1,243 314 8,262 7,919 9,437 9,476 214 175 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -487) -134 15 7 -424 -575 -551 -553 64 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 12.9 3.3 85.6 82.1 97.8 98.2 2.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 4 3 21 21 29 26 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 187,127 COMMITMENTS 60,590 18,076 16,200 74,103 133,941 150,893 168,217 36,234 18,910 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -20,294) -15,914 1,098 -3,144 2,999 -18,792 -16,059 -20,838 -4,235 544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 9.7 8.7 39.6 71.6 80.6 89.9 19.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 62 29 43 64 54 154 110 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,999 COMMITMENTS 4,669 3,568 1,750 6,106 10,060 12,525 15,378 4,474 1,621 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -803) -880 -668 330 268 -450 -282 -788 -521 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 21.0 10.3 35.9 59.2 73.7 90.5 26.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 35 16 10 27 18 72 39 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 733,189 COMMITMENTS 204,531 129,414 6,722 412,987 484,797 624,240 620,933 108,949 112,256 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 9,616) 27,307 -17,996 350 -12,520 28,786 15,137 11,140 -5,521 -1,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 17.7 0.9 56.3 66.1 85.1 84.7 14.9 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 39 42 18 81 98 133 146 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,706,764 COMMITMENTS 232,628 209,031 31,840 1145184 1156777 1409652 1397648 297,112 309,116 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 52,854) 16,109 27,627 15,168 18,158 24,101 49,435 66,896 3,419 -14,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 12.2 1.9 67.1 67.8 82.6 81.9 17.4 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 56 44 40 109 128 185 192 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 946,385 COMMITMENTS 206,620 87,770 11,570 507,235 606,607 725,425 705,947 220,960 240,438 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 4,474) 10,631 17,807 895 -383 -14,311 11,143 4,391 -6,669 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 9.3 1.2 53.6 64.1 76.7 74.6 23.3 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 30 32 14 64 72 101 111 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 582,320 COMMITMENTS 142,279 23,833 77,403 327,527 431,272 547,209 532,508 35,111 49,812 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -39,841) -23,862 360 2,436 -17,951 -42,228 -39,377 -39,432 -464 -409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 4.1 13.3 56.2 74.1 94.0 91.4 6.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 28 19 28 47 47 89 82 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,007 COMMITMENTS 21,368 3,873 348 19,905 39,239 41,620 43,459 7,387 5,548 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 4,578) 3,645 130 -313 -84 5,425 3,248 5,242 1,330 -664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 7.9 0.7 40.6 80.1 84.9 88.7 15.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 27 10 5 24 37 53 50 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 98,014 COMMITMENTS 42,735 7,746 695 39,810 78,477 83,240 86,918 14,774 11,096 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 9,155) 7,290 259 -626 -168 10,850 6,496 10,483 2,659 -1,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 7.9 0.7 40.6 80.1 84.9 88.7 15.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 27 10 5 24 37 53 50 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 4,561 COMMITMENTS 2,646 2,324 41 1,578 2,159 4,265 4,524 296 37 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.0 51.0 0.9 34.6 47.3 93.5 99.2 6.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 5 1 2 3 13 8 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,163 COMMITMENTS 1,115 2,699 0 9,707 8,361 10,822 11,060 341 103 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 52) 109 254 0 -118 -180 -9 74 61 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 24.2 0.0 87.0 74.9 96.9 99.1 3.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 6 0 11 12 15 18 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 39,080 COMMITMENTS 2,144 2,513 0 36,576 36,490 38,720 39,003 360 77 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 3,229) 514 -102 0 2,638 3,443 3,152 3,341 77 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.4 0.0 93.6 93.4 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 4 0 6 18 12 22
Updated October 8, 2010