WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,440 COMMITMENTS 79,245 90,316 106,651 240,360 209,366 426,255 406,333 33,185 53,107 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 23,111) 4,307 6,250 2,463 14,232 8,155 21,003 16,869 2,108 6,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 19.7 23.2 52.3 45.6 92.8 88.4 7.2 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 115 141 132 83 102 289 296 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,384,055 COMMITMENTS 326,717 70,306 309,416 615,840 717,497 1251973 1097218 132,082 286,836 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 84,487) 16,163 9,862 29,427 35,052 28,385 80,642 67,674 3,845 16,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 5.1 22.4 44.5 51.8 90.5 79.3 9.5 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709) 216 125 231 221 300 546 581 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,757 COMMITMENTS 2,869 160 977 7,567 11,332 11,412 12,469 2,344 1,288 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 888) 259 -6 250 768 394 1,278 639 -389 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 1.2 7.1 55.0 82.4 83.0 90.6 17.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 3 2 14 16 28 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 554,547 COMMITMENTS 115,523 56,347 143,491 244,631 256,190 503,644 456,028 50,902 98,519 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 20,549) -15,142 13,762 5,084 26,219 -6,841 16,161 12,005 4,388 8,544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 10.2 25.9 44.1 46.2 90.8 82.2 9.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468) 156 128 172 106 163 361 376 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 15,014 COMMITMENTS 11,735 1,267 509 0 1,491 12,244 3,267 2,770 11,747 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.2 8.4 3.4 0.0 9.9 81.6 21.8 18.4 78.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 14 3 10 0 4 15 16 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 247,076 COMMITMENTS 49,955 25,658 48,123 117,342 152,171 215,420 225,952 31,655 21,124 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 6,828) -3,998 3,577 -430 14,395 2,326 9,967 5,473 -3,139 1,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 10.4 19.5 47.5 61.6 87.2 91.5 12.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 67 61 68 56 57 168 150 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 743,633 COMMITMENTS 55,736 148,912 52,453 513,534 378,743 621,722 580,107 121,910 163,526 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 19,316) 3,002 -3,550 16,731 -530 -12,376 19,203 805 113 18,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 20.0 7.1 69.1 50.9 83.6 78.0 16.4 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 29 42 44 68 77 126 134 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,401 COMMITMENTS 0 229 65 6,876 6,819 6,941 7,113 460 288 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 391) 0 -91 0 242 410 242 319 149 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.9 92.9 92.1 93.8 96.1 6.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 15 18 16 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 185,815 COMMITMENTS 51,581 20,083 30,676 72,683 112,217 154,940 162,976 30,874 22,838 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,019) -3,573 433 4,903 2,296 -7,310 3,626 -1,974 -1,607 3,993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 10.8 16.5 39.1 60.4 83.4 87.7 16.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 54 35 46 58 53 144 111 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,445 COMMITMENTS 5,573 1,069 918 6,146 13,298 12,638 15,285 3,807 1,160 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 148) -462 114 24 415 -323 -23 -185 172 334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 6.5 5.6 37.4 80.9 76.8 92.9 23.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 34 9 9 30 20 69 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 926,645 COMMITMENTS 278,395 135,154 58,311 499,429 598,365 836,136 791,830 90,509 134,815 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 55,857) 40,337 -9,798 4,865 13,032 48,462 58,234 43,529 -2,377 12,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 14.6 6.3 53.9 64.6 90.2 85.5 9.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 37 52 34 75 115 129 184 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,671,970 COMMITMENTS 113,402 324,917 226,429 1060619 802,965 1400450 1354311 271,519 317,659 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 31,440) -31,703 -3,325 2,521 41,312 37,982 12,130 37,178 19,310 -5,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 19.4 13.5 63.4 48.0 83.8 81.0 16.2 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 43 55 64 120 125 197 210 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 839,037 COMMITMENTS 64,389 74,719 57,319 553,150 498,625 674,857 630,662 164,180 208,375 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 36,785) -30,768 -15,009 23,985 49,533 47,385 42,750 56,362 -5,965 -19,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 8.9 6.8 65.9 59.4 80.4 75.2 19.6 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 24 24 26 74 80 109 119 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 850,681 COMMITMENTS 64,571 63,848 268,658 477,574 471,106 810,803 803,612 39,878 47,069 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 66,520) 15,430 11,915 16,923 33,531 34,602 65,884 63,440 635 3,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 7.5 31.6 56.1 55.4 95.3 94.5 4.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 29 32 46 54 60 104 120 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 66,318 COMMITMENTS 24,683 7,630 1,207 25,776 43,538 51,665 52,375 14,653 13,943 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -2,771) -2,841 988 506 -1,383 -8,374 -3,719 -6,880 947 4,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 11.5 1.8 38.9 65.7 77.9 79.0 22.1 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 27 13 4 24 31 51 48 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 12,842 COMMITMENTS 9,495 12,102 0 1,970 640 11,465 12,742 1,377 100 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -167) -219 -229 0 42 63 -177 -166 10 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.9 94.2 0.0 15.3 5.0 89.3 99.2 10.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 6 0 2 2 12 8 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,655 COMMITMENTS 213 2,564 174 8,923 6,327 9,310 9,065 345 590 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 70) 86 294 -3 51 -123 134 168 -64 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 26.6 1.8 92.4 65.5 96.4 93.9 3.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 12 2 13 13 18 26 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 18,427 COMMITMENTS 1,982 651 0 16,370 17,701 18,352 18,352 75 75 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 3,873) -355 568 0 4,237 3,338 3,882 3,906 -9 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 3.5 0.0 88.8 96.1 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 4 0 9 11 16 15
Updated January 15, 2010