WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 430,896 COMMITMENTS 77,828 99,776 114,287 204,354 163,931 396,469 377,995 34,427 52,901 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 8,556) 1,486 -3,229 -135 3,077 5,845 4,428 2,481 4,128 6,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 23.2 26.5 47.4 38.0 92.0 87.7 8.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 114 137 136 83 96 277 305 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,313,096 COMMITMENTS 229,160 123,234 386,647 578,353 547,763 1194159 1057644 118,937 255,452 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -32,123) -4,245 -27,259 -17,300 -7,084 14,415 -28,630 -30,144 -3,493 -1,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 9.4 29.4 44.0 41.7 90.9 80.5 9.1 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660) 162 171 226 208 272 502 557 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,047 COMMITMENTS 2,230 1,471 1,052 8,846 9,666 12,128 12,189 1,919 1,858 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -627) 636 -1,045 -66 -1,076 459 -505 -652 -122 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 10.5 7.5 63.0 68.8 86.3 86.8 13.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 10 6 16 12 30 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 589,428 COMMITMENTS 86,798 52,891 192,233 264,447 252,529 543,478 497,653 45,950 91,774 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -8,652) -3,434 -6,167 770 -4,405 -2,739 -7,069 -8,135 -1,583 -516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 9.0 32.6 44.9 42.8 92.2 84.4 7.8 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468) 140 137 198 119 158 369 407 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 22,367 COMMITMENTS 19,298 3,415 464 11 3,489 19,773 7,368 2,594 14,999 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -1,153) -778 330 246 2 -79 -530 497 -623 -1,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.3 15.3 2.1 0.0 15.6 88.4 32.9 11.6 67.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 15 9 8 2 8 19 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 250,762 COMMITMENTS 30,703 54,194 59,144 139,187 110,293 229,034 223,630 21,727 27,131 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -4,314) -4,858 1,850 -37 842 -7,601 -4,053 -5,787 -261 1,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 21.6 23.6 55.5 44.0 91.3 89.2 8.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 45 75 74 64 62 165 180 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 801,597 COMMITMENTS 73,349 140,258 26,177 566,039 506,362 665,566 672,797 136,031 128,800 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -613) 17,883 1,930 -8,446 -284 10,728 9,153 4,212 -9,766 -4,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 17.5 3.3 70.6 63.2 83.0 83.9 17.0 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 29 30 32 68 75 115 119 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 170,629 COMMITMENTS 39,184 10,843 31,511 75,324 107,029 146,019 149,383 24,610 21,245 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -7,264) 547 -1,042 513 -6,028 -5,976 -4,967 -6,505 -2,297 -759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 6.4 18.5 44.1 62.7 85.6 87.5 14.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 57 27 55 58 58 147 119 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,889 COMMITMENTS 2,904 1,137 1,547 5,551 7,585 10,002 10,269 1,886 1,620 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 424) -316 232 139 524 -188 347 183 77 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 9.6 13.0 46.7 63.8 84.1 86.4 15.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 21 4 13 21 17 46 34 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 833,788 COMMITMENTS 305,915 135,370 33,892 398,340 544,736 738,147 713,998 95,641 119,790 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 19,961) -11,671 27,522 -9,518 37,916 2,410 16,727 20,414 3,234 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 16.2 4.1 47.8 65.3 88.5 85.6 11.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 35 53 31 71 102 125 167 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,396,934 COMMITMENTS 141,324 181,646 129,615 839,387 754,179 1110326 1065439 286,608 331,494 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -9,930) 27,723 -15,508 -20,077 -35,532 5,602 -27,886 -29,984 17,955 20,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 13.0 9.3 60.1 54.0 79.5 76.3 20.5 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 41 41 56 115 121 184 190 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 827,367 COMMITMENTS 97,994 72,387 26,333 499,608 532,515 623,934 631,235 203,433 196,132 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -32,907) 7,508 -10,238 -2,220 -34,952 -16,464 -29,664 -28,922 -3,242 -3,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 8.7 3.2 60.4 64.4 75.4 76.3 24.6 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 22 23 20 66 73 98 106 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 797,814 COMMITMENTS 126,740 25,835 286,747 347,962 442,052 761,450 754,634 36,364 43,179 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 31,528) -9,602 -1,809 15,353 27,275 16,770 33,026 30,314 -1,498 1,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 3.2 35.9 43.6 55.4 95.4 94.6 4.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 32 18 45 42 47 93 95 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 74,347 COMMITMENTS 29,241 10,792 1,269 31,721 45,164 62,231 57,225 12,117 17,122 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 7,227) 3,494 3,147 826 1,645 4,224 5,964 8,196 1,262 -969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 14.5 1.7 42.7 60.7 83.7 77.0 16.3 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 32 13 9 30 27 64 47 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 10,168 COMMITMENTS 8,027 8,406 0 2,009 1,741 10,036 10,147 132 21 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.9 82.7 0.0 19.8 17.1 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 6 0 2 3 11 9 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 18,009 COMMITMENTS 579 3,088 90 17,192 14,677 17,861 17,855 148 154 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 298) 16 878 0 249 -571 265 307 33 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 17.1 0.5 95.5 81.5 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 14 1 13 15 18 29 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 31,022 COMMITMENTS 5,802 265 25 25,012 30,695 30,839 30,985 183 37 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,732) 1,950 106 0 -251 1,619 1,699 1,725 33 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 0.9 0.1 80.6 98.9 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 7 1 10 9 20 17
Updated October 2, 2009