WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,694 COMMITMENTS 118,883 110,382 73,143 280,182 280,974 472,208 464,499 52,486 60,195 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,631) 2,397 2,757 -6,739 981 3,377 -3,361 -605 4,992 2,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 21.0 13.9 53.4 53.6 90.0 88.5 10.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460) 170 139 149 87 127 350 338 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,674,251 COMMITMENTS 586,970 151,362 227,958 669,543 1033156 1484471 1412476 189,780 261,775 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 56,051) 17,223 15,073 5,439 20,836 23,660 43,498 44,172 12,553 11,879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 9.0 13.6 40.0 61.7 88.7 84.4 11.3 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 944) 296 145 229 256 413 649 725 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,820 COMMITMENTS 3,912 305 128 6,460 11,640 10,500 12,073 3,320 1,747 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 134) -2 36 -38 26 -2 -14 -4 148 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 2.2 0.9 46.7 84.2 76.0 87.4 24.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 20 5 3 16 11 37 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 628,476 COMMITMENTS 245,713 40,801 58,433 264,133 441,976 568,279 541,210 60,197 87,266 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 14,491) 13,663 15,574 -987 94 -1,729 12,770 12,858 1,721 1,633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 6.5 9.3 42.0 70.3 90.4 86.1 9.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601) 224 97 124 99 232 382 422 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,404 COMMITMENTS 19,595 1,105 1,257 38 3,922 20,890 6,284 2,514 17,120 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,228) 3,384 715 -315 38 1,338 3,107 1,738 121 1,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.7 4.7 5.4 0.2 16.8 89.3 26.9 10.7 73.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 21 4 6 2 8 23 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 374,884 COMMITMENTS 101,629 35,020 48,600 182,743 269,580 332,972 353,200 41,912 21,684 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 15,579) -6,572 3,873 1,579 17,403 7,668 12,410 13,120 3,169 2,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 9.3 13.0 48.7 71.9 88.8 94.2 11.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 102 54 82 59 62 212 170 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 681,718 COMMITMENTS 103,408 106,420 11,769 429,912 423,039 545,089 541,228 136,629 140,490 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 6,226) 22,792 7,747 -3,996 -10,568 -9,361 8,228 -5,610 -2,002 11,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 15.6 1.7 63.1 62.1 80.0 79.4 20.0 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 34 28 22 78 72 125 109 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 295,946 COMMITMENTS 36,374 42,732 644 204,447 211,659 241,465 255,035 54,481 40,911 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 42,130) 1,940 6,743 55 38,777 31,407 40,772 38,205 1,358 3,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 14.4 0.2 69.1 71.5 81.6 86.2 18.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 7 1 31 30 37 37 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,114 COMMITMENTS 1,016 940 712 6,036 6,192 7,764 7,844 350 270 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 8) 80 215 -92 35 -124 23 -1 -15 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 11.6 8.8 74.4 76.3 95.7 96.7 4.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 5 5 15 19 27 26 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 198,155 COMMITMENTS 59,347 14,970 20,452 82,230 150,329 162,029 185,751 36,126 12,404 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -6,556) -2,468 -4,508 -1,039 -1,510 1,917 -5,017 -3,630 -1,539 -2,926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 7.6 10.3 41.5 75.9 81.8 93.7 18.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 78 27 50 71 61 176 119 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,530 COMMITMENTS 4,883 2,298 1,599 6,584 13,245 13,066 17,142 5,464 1,388 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 104) -85 -2 26 308 -66 249 -42 -145 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 12.4 8.6 35.5 71.5 70.5 92.5 29.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 38 11 12 25 18 71 37 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 731,140 COMMITMENTS 151,266 162,391 13,145 453,428 448,092 617,839 623,628 113,301 107,512 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 12,790) -28,189 23,798 2,306 40,999 -18,670 15,116 7,434 -2,326 5,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 22.2 1.8 62.0 61.3 84.5 85.3 15.5 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 31 47 21 81 101 129 154 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,565,838 COMMITMENTS 278,164 219,503 49,612 934,205 971,021 1261981 1240136 303,857 325,702 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 15,366) 43,040 22,708 -1,312 -44,693 -13,694 -2,965 7,702 18,331 7,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 14.0 3.2 59.7 62.0 80.6 79.2 19.4 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 47 59 37 127 119 196 193 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,208,127 COMMITMENTS 267,919 115,137 27,963 712,354 813,422 1008236 956,522 199,891 251,605 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 129,431) 24,267 23,967 7,629 94,661 91,362 126,557 122,958 2,874 6,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 9.5 2.3 59.0 67.3 83.5 79.2 16.5 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 34 32 25 70 86 117 130 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 593,896 COMMITMENTS 140,333 25,508 76,216 340,716 440,723 557,265 542,447 36,631 51,449 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 35,598) 1,052 2,380 5,588 25,747 23,920 32,387 31,888 3,211 3,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 4.3 12.8 57.4 74.2 93.8 91.3 6.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 25 14 24 51 44 86 74 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 50,875 COMMITMENTS 22,612 6,753 204 21,237 38,794 44,053 45,750 6,822 5,125 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 2,408) 2,661 2,623 -36 436 196 3,062 2,784 -654 -376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 13.3 0.4 41.7 76.3 86.6 89.9 13.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 32 12 5 25 32 59 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 101,749 COMMITMENTS 45,224 13,505 408 42,473 77,587 88,105 91,500 13,644 10,249 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 4,815) 5,322 5,246 -71 872 392 6,123 5,567 -1,308 -752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 13.3 0.4 41.7 76.3 86.6 89.9 13.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 32 12 5 25 32 59 47 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 15,463 COMMITMENTS 789 2,303 0 14,407 13,066 15,196 15,369 267 94 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,029) -135 449 0 1,142 588 1,007 1,037 22 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 14.9 0.0 93.2 84.5 98.3 99.4 1.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 7 0 12 12 16 19 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 44,100 COMMITMENTS 2,363 4,388 250 40,958 39,363 43,571 44,001 529 99 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -1,900) 563 407 250 -2,789 -2,407 -1,976 -1,750 76 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 10.0 0.6 92.9 89.3 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 4 1 7 18 15 22
Updated November 15, 2010