WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED 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: 624,832 COMMITMENTS 88,822 98,465 160,508 329,799 298,419 579,130 557,392 45,702 67,439 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 8,691) -5,100 3,485 1,586 16,038 6,398 12,524 11,469 -3,834 -2,779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 15.8 25.7 52.8 47.8 92.7 89.2 7.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476) 160 158 192 108 136 380 386 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED 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: 2,110,788 COMMITMENTS 529,072 94,522 660,677 718,408 1051933 1908157 1807132 202,631 303,656 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 14,745) -24,428 -521 28,425 7,418 -15,536 11,415 12,368 3,330 2,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 4.5 31.3 34.0 49.8 90.4 85.6 9.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 943) 312 159 301 266 418 693 780 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED 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: 14,381 COMMITMENTS 3,906 281 896 6,834 11,593 11,636 12,770 2,744 1,610 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 701) 416 41 -58 557 640 915 623 -214 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 2.0 6.2 47.5 80.6 80.9 88.8 19.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 23 3 7 16 13 41 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED 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: 802,303 COMMITMENTS 183,061 33,379 236,749 320,278 440,024 740,088 710,153 62,215 92,151 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -9,719) -20,540 3,410 -8,267 22,060 -3,575 -6,747 -8,432 -2,972 -1,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 4.2 29.5 39.9 54.8 92.2 88.5 7.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587) 215 129 212 128 208 455 463 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 383,139 COMMITMENTS 113,808 26,319 73,415 158,895 264,732 346,118 364,466 37,021 18,673 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -13,651) 8,237 -5,105 -12,503 -8,650 3,087 -12,917 -14,521 -734 871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 6.9 19.2 41.5 69.1 90.3 95.1 9.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 121 46 82 64 72 231 170 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED 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: 776,072 COMMITMENTS 82,283 95,726 52,758 478,427 493,460 613,468 641,945 162,604 134,127 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -10,805) -742 12,949 -10,148 2,910 -10,807 -7,979 -8,006 -2,826 -2,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 12.3 6.8 61.6 63.6 79.0 82.7 21.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 31 31 42 90 89 144 139 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED 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: 226,362 COMMITMENTS 35,945 23,370 325 142,057 168,974 178,326 192,669 48,036 33,694 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -811) -3,403 1,093 -980 2,419 -5,012 -1,964 -4,898 1,153 4,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 10.3 0.1 62.8 74.6 78.8 85.1 21.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 5 2 20 22 28 28 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 221,179 COMMITMENTS 59,092 14,721 36,997 86,747 149,137 182,836 200,855 38,343 20,324 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -18,649) -18,063 1,516 -2,256 5,908 -18,655 -14,412 -19,395 -4,238 746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 6.7 16.7 39.2 67.4 82.7 90.8 17.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 69 30 55 69 64 167 131 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED 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: 19,614 COMMITMENTS 4,967 2,642 3,357 6,410 11,706 14,734 17,705 4,880 1,909 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -779) -896 -644 332 316 -490 -248 -803 -530 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 13.5 17.1 32.7 59.7 75.1 90.3 24.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 43 12 13 30 21 80 44 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED 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: 757,975 COMMITMENTS 203,012 126,762 27,554 416,924 489,183 647,490 643,498 110,485 114,477 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 14,224) 26,377 -18,935 5,484 -12,492 29,194 19,370 15,742 -5,145 -1,518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 16.7 3.6 55.0 64.5 85.4 84.9 14.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 41 41 29 84 100 142 154 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED 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: 2,276,400 COMMITMENTS 238,886 210,963 274,889 1442058 1460176 1955833 1946028 320,567 330,372 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 169,746) 30,729 30,607 71,275 66,061 81,457 168,065 183,338 1,681 -13,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 9.3 12.1 63.3 64.1 85.9 85.5 14.1 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 53 54 78 142 154 235 246 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED 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: 1,069,544 COMMITMENTS 211,632 81,174 63,216 565,861 675,599 840,709 819,988 228,835 249,555 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 16,546) 10,984 14,522 11,654 3,072 -7,404 25,710 18,773 -9,164 -2,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 7.6 5.9 52.9 63.2 78.6 76.7 21.4 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 35 27 31 76 89 125 133 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED 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: 1,276,759 COMMITMENTS 120,225 23,057 718,758 399,571 482,784 1238554 1224600 38,205 52,159 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -42,373) -25,975 498 1,998 -17,616 -44,039 -41,593 -41,543 -781 -830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 1.8 56.3 31.3 37.8 97.0 95.9 3.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 32 18 40 55 55 103 98 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED 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: 50,554 COMMITMENTS 21,371 3,893 680 21,022 40,254 43,073 44,827 7,481 5,727 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 4,780) 3,594 99 -245 102 5,565 3,452 5,419 1,328 -638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.3 7.7 1.3 41.6 79.6 85.2 88.7 14.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 27 11 8 26 38 57 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED 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: 101,108 COMMITMENTS 42,741 7,786 1,360 42,044 80,509 86,146 89,655 14,962 11,453 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 9,561) 7,189 197 -489 205 11,129 6,904 10,837 2,657 -1,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.3 7.7 1.3 41.6 79.6 85.2 88.7 14.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 27 11 8 26 38 57 53 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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