WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 498,538 COMMITMENTS 110,196 83,644 72,899 273,154 284,504 456,249 441,047 42,289 57,491 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 10,204) -3,157 -2,098 7,280 3,940 3,601 8,063 8,783 2,141 1,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 16.8 14.6 54.8 57.1 91.5 88.5 8.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 148 126 129 80 129 315 308 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,546,155 COMMITMENTS 584,256 127,786 143,908 664,808 1031627 1392972 1303321 153,183 242,834 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 3,708) -15,949 8,016 9,420 16,678 -11,056 10,149 6,380 -6,441 -2,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 8.3 9.3 43.0 66.7 90.1 84.3 9.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 869) 268 132 173 221 385 570 634 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,563 COMMITMENTS 5,128 228 202 4,642 10,959 9,972 11,389 2,591 1,174 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 793) 555 92 129 -77 418 607 639 186 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 1.8 1.6 36.9 87.2 79.4 90.7 20.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 26 3 4 17 13 44 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 622,611 COMMITMENTS 252,337 33,921 62,600 252,421 444,538 567,358 541,059 55,253 81,552 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -23,745) -7,194 2,663 -7,962 -1,487 -12,585 -16,643 -17,884 -7,102 -5,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 5.4 10.1 40.5 71.4 91.1 86.9 8.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590) 228 85 140 105 219 402 415 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 22,096 COMMITMENTS 19,136 1,756 44 28 4,578 19,208 6,378 2,888 15,718 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -388) -465 512 8 0 179 -457 699 69 -1,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.6 7.9 0.2 0.1 20.7 86.9 28.9 13.1 71.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 17 6 4 2 11 20 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 359,216 COMMITMENTS 103,513 25,200 36,198 183,515 276,135 323,226 337,533 35,990 21,683 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 8,144) 4,370 -1,038 909 4,457 9,347 9,736 9,218 -1,592 -1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 7.0 10.1 51.1 76.9 90.0 94.0 10.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 97 48 66 61 58 196 144 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 538,630 COMMITMENTS 63,740 69,412 3,289 364,715 327,746 431,744 400,447 106,886 138,183 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 9,033) 19,514 -1,813 -1,658 1,677 8,073 19,533 4,602 -10,500 4,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 12.9 0.6 67.7 60.8 80.2 74.3 19.8 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 20 25 11 62 63 89 92 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 306,838 COMMITMENTS 41,845 48,945 250 205,945 213,252 248,040 262,447 58,798 44,391 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -723) 1,531 -261 0 -681 -3,413 850 -3,674 -1,573 2,951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 16.0 0.1 67.1 69.5 80.8 85.5 19.2 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 10 1 24 28 30 39 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,038 COMMITMENTS 894 454 517 5,432 5,870 6,843 6,841 195 197 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -217) -75 74 -29 -87 -68 -191 -23 -26 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 6.5 7.3 77.2 83.4 97.2 97.2 2.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 5 5 20 22 29 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 190,035 COMMITMENTS 63,792 9,940 11,736 75,876 153,123 151,404 174,799 38,631 15,236 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -6,228) 1,221 343 -5,577 -3,786 -288 -8,142 -5,522 1,914 -706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 5.2 6.2 39.9 80.6 79.7 92.0 20.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 75 19 38 63 54 165 101 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,768 COMMITMENTS 5,434 2,900 1,742 6,623 12,990 13,799 17,632 4,969 1,136 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -313) 739 440 -634 -507 11 -402 -183 89 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 15.5 9.3 35.3 69.2 73.5 93.9 26.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 35 15 17 21 15 68 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 645,108 COMMITMENTS 76,669 119,970 2,410 483,550 401,223 562,629 523,603 82,479 121,505 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,337) 10,522 10,025 -420 -12,727 -4,735 -2,625 4,870 1,288 -6,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 18.6 0.4 75.0 62.2 87.2 81.2 12.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 22 32 11 74 89 102 126 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,357,110 COMMITMENTS 155,704 232,097 16,717 934,179 804,665 1106600 1053479 250,510 303,631 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 22,408) 8,150 -21,050 7,165 18,633 27,952 33,948 14,067 -11,540 8,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 17.1 1.2 68.8 59.3 81.5 77.6 18.5 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 49 43 26 105 111 166 168 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 988,426 COMMITMENTS 205,497 66,405 8,357 612,126 677,207 825,980 751,969 162,446 236,457 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -13,666) 32,251 -16,817 -5,181 -30,134 -304 -3,064 -22,302 -10,602 8,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 6.7 0.8 61.9 68.5 83.6 76.1 16.4 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 29 26 11 70 73 104 105 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 514,212 COMMITMENTS 117,638 35,782 56,155 313,795 384,733 487,588 476,670 26,624 37,542 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -61,066) -52,823 2,601 -4,560 -3,673 -57,694 -61,056 -59,653 -10 -1,413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 7.0 10.9 61.0 74.8 94.8 92.7 5.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 26 17 27 44 42 81 78 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 40,020 COMMITMENTS 13,354 3,352 187 20,114 32,502 33,655 36,041 6,365 3,979 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 3,474) 3,510 711 141 -333 2,599 3,318 3,450 156 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 8.4 0.5 50.3 81.2 84.1 90.1 15.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 30 9 1 24 31 54 41 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 80,039 COMMITMENTS 26,708 6,704 374 40,228 65,004 67,310 72,082 12,729 7,957 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 6,947) 7,020 1,421 281 -666 5,198 6,635 6,900 312 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 8.4 0.5 50.3 81.2 84.1 90.1 15.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 30 9 1 24 31 54 41 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,784 COMMITMENTS 1,046 1,896 0 12,688 11,665 13,734 13,561 50 223 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -388) -729 -58 0 335 -355 -394 -413 6 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 13.8 0.0 92.0 84.6 99.6 98.4 0.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 10 0 10 15 12 25 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 44,016 COMMITMENTS 4,137 1,185 0 39,804 42,627 43,941 43,812 75 204 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 2,858) -141 130 0 3,231 2,703 3,090 2,833 -232 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 2.7 0.0 90.4 96.8 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 5 0 7 16 10 21
Updated January 7, 2011