WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 437,771 COMMITMENTS 72,899 86,690 105,682 227,824 195,366 406,405 387,738 31,366 50,033 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -2,251) 1,103 2,382 -2,856 -1,896 -471 -3,649 -945 1,398 -1,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 19.8 24.1 52.0 44.6 92.8 88.6 7.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 115 125 124 79 96 267 284 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,247,226 COMMITMENTS 283,385 60,629 260,677 575,403 654,720 1119465 976,026 127,761 271,200 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 26,749) 14,254 -7,105 5,302 -319 23,333 19,237 21,530 7,511 5,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 4.9 20.9 46.1 52.5 89.8 78.3 10.2 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646) 176 113 190 219 297 490 530 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,904 COMMITMENTS 2,051 1,093 832 7,570 9,676 10,453 11,601 2,451 1,303 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -123) 166 -48 -124 -526 35 -484 -137 361 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 8.5 6.4 58.7 75.0 81.0 89.9 19.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 11 7 3 13 15 25 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 526,575 COMMITMENTS 112,646 39,958 136,319 226,959 258,637 475,924 434,914 50,651 91,661 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -79,869) -2,651 -3,705 -38,688 -34,125 -31,308 -75,464 -73,701 -4,404 -6,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 7.6 25.9 43.1 49.1 90.4 82.6 9.6 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434) 144 97 158 114 157 353 344 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 241,324 COMMITMENTS 43,083 20,465 59,952 108,321 141,654 211,355 222,071 29,969 19,252 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -18,657) 2,173 -618 -6,371 -14,992 -9,376 -19,190 -16,365 533 -2,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 8.5 24.8 44.9 58.7 87.6 92.0 12.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 68 50 90 53 56 185 170 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 724,400 COMMITMENTS 47,602 149,076 29,390 520,550 407,596 597,542 586,062 126,858 138,338 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -29,323) -13,928 -2,200 -11,091 -1,394 -11,449 -26,414 -24,741 -2,909 -4,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 20.6 4.1 71.9 56.3 82.5 80.9 17.5 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 27 35 30 72 78 118 124 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,726 COMMITMENTS 0 376 155 6,335 6,000 6,490 6,531 236 195 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -694) -166 296 2 -429 -891 -593 -593 -101 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.6 2.3 94.2 89.2 96.5 97.1 3.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 2 14 17 16 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 177,304 COMMITMENTS 50,244 19,992 24,136 71,381 114,573 145,760 158,701 31,543 18,603 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -10,515) 167 -1,076 -2,965 -2,101 476 -4,899 -3,565 -5,616 -6,950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 11.3 13.6 40.3 64.6 82.2 89.5 17.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 65 28 41 50 47 141 97 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,821 COMMITMENTS 5,962 847 1,055 5,728 13,791 12,746 15,693 4,076 1,128 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -490) -57 540 -166 68 -735 -156 -361 -334 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 5.0 6.3 34.1 82.0 75.8 93.3 24.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 32 7 6 30 19 67 28 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 884,201 COMMITMENTS 286,525 131,351 37,761 477,439 599,825 801,724 768,936 82,477 115,265 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -42,837) -46,763 -3,358 -4,151 10,236 -24,199 -40,678 -31,708 -2,160 -11,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 14.9 4.3 54.0 67.8 90.7 87.0 9.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 34 55 30 72 111 126 176 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,577,970 COMMITMENTS 145,953 309,739 202,736 968,665 771,976 1317354 1284452 260,616 293,518 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -63,440) -16,455 33,354 -16,618 -15,094 -81,258 -48,167 -64,522 -15,273 1,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 19.6 12.8 61.4 48.9 83.5 81.4 16.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 36 47 53 107 109 173 179 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 797,191 COMMITMENTS 106,138 75,591 32,532 491,978 468,940 630,648 577,063 166,543 220,128 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -65,525) -25,471 5,870 3,321 -25,774 -81,026 -47,924 -71,836 -17,601 6,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 9.5 4.1 61.7 58.8 79.1 72.4 20.9 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 20 22 16 72 75 100 105 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 929,783 COMMITMENTS 77,282 48,900 317,467 499,712 520,844 894,461 887,211 35,322 42,572 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 23,355) -1,136 83 10,562 14,011 12,820 23,436 23,465 -81 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 5.3 34.1 53.7 56.0 96.2 95.4 3.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 38 26 48 55 62 112 120 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 66,837 COMMITMENTS 26,476 6,712 997 27,391 50,083 54,864 57,792 11,973 9,045 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,955) 644 -1,789 -103 674 4,060 1,215 2,168 740 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 10.0 1.5 41.0 74.9 82.1 86.5 17.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 29 13 6 24 29 56 45 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 12,802 COMMITMENTS 9,904 12,066 0 1,531 635 11,435 12,701 1,367 101 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -67) -31 14 0 -37 -80 -68 -66 1 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.4 94.3 0.0 12.0 5.0 89.3 99.2 10.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 5 0 1 3 12 8 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,226 COMMITMENTS 104 2,364 175 8,411 6,012 8,690 8,551 536 675 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 263) -41 237 0 498 116 457 353 -194 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 25.6 1.9 91.2 65.2 94.2 92.7 5.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 9 2 12 13 16 22 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,303 COMMITMENTS 2,389 1,010 0 10,632 12,073 13,021 13,083 282 220 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -701) -686 -42 0 93 -568 -593 -610 -108 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 7.6 0.0 79.9 90.8 97.9 98.3 2.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 4 0 8 10 14 14
Updated January 7, 2010