WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 649,033 COMMITMENTS 90,266 106,349 175,155 337,031 301,490 602,452 582,994 46,581 66,039 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 24,201) 1,444 7,884 14,647 7,231 3,071 23,323 25,602 879 -1,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 16.4 27.0 51.9 46.5 92.8 89.8 7.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483) 157 164 190 105 143 376 395 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,357,123 COMMITMENTS 549,402 99,568 817,706 768,431 1134977 2135538 2052251 221,585 304,872 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 246,336) 20,330 5,046 157,029 50,023 83,044 227,382 245,119 18,954 1,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 4.2 34.7 32.6 48.2 90.6 87.1 9.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 947) 293 176 304 273 429 687 799 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,427 COMMITMENTS 3,314 203 868 7,056 11,765 11,238 12,837 3,189 1,590 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 47) -593 -78 -28 222 172 -398 67 445 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 1.4 6.0 48.9 81.5 77.9 89.0 22.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 19 4 7 16 13 39 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 882,934 COMMITMENTS 189,561 26,882 277,568 351,834 482,246 818,963 786,697 63,971 96,237 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 80,631) 6,500 -6,497 40,819 31,556 42,222 78,875 76,544 1,756 4,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 3.0 31.4 39.8 54.6 92.8 89.1 7.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615) 214 132 222 135 224 471 491 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 30,040 COMMITMENTS 25,401 3,409 2,032 32 6,485 27,465 11,926 2,575 18,114 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,682) 1,224 824 559 13 -283 1,796 1,100 -114 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.6 11.3 6.8 0.1 21.6 91.4 39.7 8.6 60.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 17 11 10 2 13 22 31 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,654 COMMITMENTS 105,176 24,567 88,599 172,831 273,832 366,606 386,998 41,048 20,656 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 24,515) -8,632 -1,752 15,184 13,936 9,100 20,488 22,532 4,027 1,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 6.0 21.7 42.4 67.2 89.9 94.9 10.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 120 50 82 64 75 229 177 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 790,917 COMMITMENTS 97,425 105,686 49,510 473,550 494,227 620,485 649,423 170,432 141,494 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 14,845) 15,142 9,959 -3,248 -4,877 766 7,017 7,478 7,828 7,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 13.4 6.3 59.9 62.5 78.5 82.1 21.5 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 34 31 42 89 91 144 143 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 232,943 COMMITMENTS 37,984 26,310 284 148,546 170,939 186,814 197,533 46,129 35,411 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 6,581) 2,039 2,940 -41 6,489 1,965 8,488 4,864 -1,906 1,717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 11.3 0.1 63.8 73.4 80.2 84.8 19.8 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 6 2 20 25 28 32 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,449 COMMITMENTS 822 1,377 341 8,028 7,563 9,191 9,281 258 168 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -202) -39 134 27 -234 -356 -246 -195 44 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 14.6 3.6 85.0 80.0 97.3 98.2 2.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 6 5 18 18 27 24 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 233,016 COMMITMENTS 63,265 13,366 42,168 90,134 159,129 195,567 214,663 37,449 18,353 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 11,837) 4,173 -1,356 5,171 3,387 9,993 12,731 13,808 -894 -1,971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 5.7 18.1 38.7 68.3 83.9 92.1 16.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 76 30 55 75 70 176 137 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,090 COMMITMENTS 4,941 2,293 3,573 6,637 12,736 15,152 18,602 4,938 1,488 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 476) -26 -349 216 227 1,029 418 897 58 -421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 11.4 17.8 33.0 63.4 75.4 92.6 24.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 47 9 15 28 22 82 45 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 773,585 COMMITMENTS 188,080 123,562 35,936 433,715 491,069 657,732 650,568 115,853 123,017 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 15,610) -14,931 -3,200 8,382 16,791 1,887 10,242 7,069 5,368 8,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 16.0 4.6 56.1 63.5 85.0 84.1 15.0 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 36 43 29 84 103 138 158 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,313,493 COMMITMENTS 247,911 182,956 302,783 1415243 1478643 1965936 1964382 347,556 349,110 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 37,093) 9,024 -28,007 27,894 -26,815 18,467 10,103 18,354 26,989 18,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 7.9 13.1 61.2 63.9 85.0 84.9 15.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 54 56 82 156 165 253 260 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,140,360 COMMITMENTS 212,982 85,113 76,845 619,801 720,035 909,628 881,993 230,732 258,367 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 70,816) 1,349 3,939 13,630 53,940 44,436 68,919 62,005 1,897 8,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 7.5 6.7 54.4 63.1 79.8 77.3 20.2 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 34 32 33 75 89 126 137 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,313,146 COMMITMENTS 121,130 22,424 736,280 420,521 504,648 1277931 1263352 35,215 49,795 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 36,387) 905 -633 17,522 20,951 21,864 39,377 38,752 -2,990 -2,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 1.7 56.1 32.0 38.4 97.3 96.2 2.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 33 17 40 57 57 104 101 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 47,098 COMMITMENTS 17,240 4,668 794 22,532 36,596 40,566 42,058 6,532 5,040 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -3,456) -4,131 775 114 1,510 -3,659 -2,507 -2,769 -949 -687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 9.9 1.7 47.8 77.7 86.1 89.3 13.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 27 11 10 29 39 59 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 94,196 COMMITMENTS 34,479 9,336 1,589 45,065 73,191 81,133 84,116 13,063 10,080 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -6,912) -8,262 1,550 228 3,020 -7,317 -5,013 -5,539 -1,899 -1,373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 9.9 1.7 47.8 77.7 86.1 89.3 13.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 27 11 10 29 39 59 57 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 4,679 COMMITMENTS 2,814 2,449 46 1,720 2,147 4,580 4,642 99 37 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 118) 168 125 5 142 -12 315 118 -197 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.1 52.3 1.0 36.8 45.9 97.9 99.2 2.1 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 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,094 COMMITMENTS 1,188 3,460 0 10,572 8,558 11,760 12,018 334 76 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 931) 73 761 0 865 197 938 958 -7 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 28.6 0.0 87.4 70.8 97.2 99.4 2.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 7 0 12 12 16 19 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 41,014 COMMITMENTS 2,229 1,000 0 38,516 39,888 40,745 40,888 269 126 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,934) 85 -1,513 0 1,940 3,398 2,025 1,885 -91 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 2.4 0.0 93.9 97.3 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 4 0 6 18 12 22
Updated October 15, 2010