WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 421,790 COMMITMENTS 75,583 64,302 99,689 213,455 206,401 388,728 370,392 33,062 51,398 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 88) -516 -1,776 1,413 -787 -2,086 110 -2,449 -22 2,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 15.2 23.6 50.6 48.9 92.2 87.8 7.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 121 121 119 74 98 263 276 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,218,859 COMMITMENTS 269,720 80,575 260,185 564,986 606,275 1094891 947,035 123,969 271,824 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,008) -12,865 20,974 -176 15,147 -14,836 2,105 5,961 -4,113 -7,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 6.6 21.3 46.4 49.7 89.8 77.7 10.2 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 674) 184 129 217 207 294 503 558 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,187 COMMITMENTS 1,723 406 928 7,593 9,863 10,244 11,197 2,943 1,990 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 546) -617 405 -260 1,078 -531 201 -386 344 931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 3.1 7.0 57.6 74.8 77.7 84.9 22.3 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 3 2 13 12 22 17 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 611,896 COMMITMENTS 144,937 32,422 159,248 243,155 319,241 547,339 510,911 64,556 100,984 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 3,306) 4,704 6,577 -3,395 2,344 -4,995 3,653 -1,812 -347 5,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 5.3 26.0 39.7 52.2 89.4 83.5 10.6 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 488) 173 111 173 112 173 387 377 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 18,876 COMMITMENTS 15,634 2,475 485 0 2,037 16,119 4,997 2,757 13,879 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -513) -120 490 1 0 -179 -119 312 -394 -825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.8 13.1 2.6 0.0 10.8 85.4 26.5 14.6 73.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 17 5 12 0 5 18 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 274,347 COMMITMENTS 59,317 19,448 62,922 113,778 170,209 236,017 252,580 38,330 21,767 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -19,663) -1,967 -695 -9,540 -8,706 -8,803 -20,213 -19,039 550 -624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 7.1 22.9 41.5 62.0 86.0 92.1 14.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 76 50 67 58 60 185 145 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 781,954 COMMITMENTS 61,828 144,111 41,882 535,546 465,876 639,256 651,870 142,698 130,084 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -83,688) -22,739 -16,079 -4,693 -47,891 -52,351 -75,322 -73,123 -8,366 -10,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 18.4 5.4 68.5 59.6 81.8 83.4 18.2 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 33 34 37 80 83 132 135 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 181,375 COMMITMENTS 55,974 17,721 23,141 65,591 119,160 144,706 160,021 36,668 21,354 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,088) -1,347 3,040 -693 1,076 -3,787 -964 -1,439 -1,124 -649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 9.8 12.8 36.2 65.7 79.8 88.2 20.2 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 68 32 43 54 51 146 106 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,701 COMMITMENTS 6,578 218 950 4,917 15,175 12,445 16,343 5,256 1,358 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 68) -112 -50 -282 139 323 -256 -9 324 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 1.2 5.4 27.8 85.7 70.3 92.3 29.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 33 5 6 29 20 67 28 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 981,708 COMMITMENTS 368,917 160,511 52,160 476,513 646,743 897,589 859,414 84,119 122,294 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -41,899) 8,404 16,399 -13,451 -32,291 -41,132 -37,338 -38,184 -4,560 -3,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 16.4 5.3 48.5 65.9 91.4 87.5 8.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 39 61 36 79 115 140 190 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,488,359 COMMITMENTS 191,713 195,850 145,220 858,415 837,836 1195348 1178906 293,011 309,453 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -113,211) -6,550 -6,474 -32,857 -53,258 -64,469 -92,665 -103,801 -20,546 -9,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 13.2 9.8 57.7 56.3 80.3 79.2 19.7 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 47 34 52 114 114 182 179 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 894,918 COMMITMENTS 136,759 95,161 47,433 489,937 528,510 674,129 671,104 220,790 223,814 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -41,082) 21,810 6,349 -17,215 -31,828 -9,766 -27,233 -20,633 -13,849 -20,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 10.6 5.3 54.7 59.1 75.3 75.0 24.7 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 23 25 22 74 85 111 118 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 864,116 COMMITMENTS 59,703 52,352 295,151 472,305 476,397 827,160 823,900 36,956 40,215 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -38,111) -12,013 6,973 7,609 -21,377 -44,765 -25,781 -30,183 -12,330 -7,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 6.1 34.2 54.7 55.1 95.7 95.3 4.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 24 34 50 47 57 100 118 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 15,756 COMMITMENTS 3,493 2,873 14 8,701 9,222 12,208 12,109 3,548 3,647 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 77) -26 19 10 1 0 -15 29 93 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 18.2 0.1 55.2 58.5 77.5 76.9 22.5 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 7 2 5 8 9 17 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 71,588 COMMITMENTS 32,077 15,517 1,330 26,955 43,717 60,362 60,564 11,226 11,024 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,500) -6,065 1,362 211 5,083 -2,537 -771 -964 -729 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 21.7 1.9 37.7 61.1 84.3 84.6 15.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 35 21 9 31 29 70 55 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 12,434 COMMITMENTS 9,605 9,537 0 1,658 2,893 11,263 12,430 1,171 4 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -22) 282 14 0 -324 -40 -42 -26 20 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.2 76.7 0.0 13.3 23.3 90.6 100.0 9.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 12 6 0 1 3 13 9 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 16,639 COMMITMENTS 720 3,834 95 15,600 12,584 16,415 16,513 224 126 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 625) 135 164 0 472 481 607 645 18 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 23.0 0.6 93.8 75.6 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 11 1 15 14 19 25 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 38,228 COMMITMENTS 3,924 819 270 33,567 36,839 37,761 37,928 467 300 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 373) -1,787 568 182 1,998 -339 393 411 -20 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 2.1 0.7 87.8 96.4 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 5 2 10 10 19 17
Updated December 11, 2009