WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 496,414 COMMITMENTS 100,470 106,971 69,248 290,911 259,906 460,629 436,125 35,785 60,289 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -5,817) -4,020 -2,311 -1,469 3,718 676 -1,771 -3,104 -4,046 -2,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 21.5 13.9 58.6 52.4 92.8 87.9 7.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437) 144 139 144 88 127 316 344 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,630,025 COMMITMENTS 545,278 152,985 231,474 682,910 998,800 1459662 1383259 170,363 246,766 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2,176) -14,665 2,095 12,625 -2,658 -16,434 -4,698 -1,714 2,522 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 9.4 14.2 41.9 61.3 89.5 84.9 10.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 938) 285 150 247 280 414 683 729 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,409 COMMITMENTS 3,481 403 239 6,854 10,635 10,574 11,277 2,835 2,132 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -180) -37 35 -14 -244 -497 -295 -476 115 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 3.0 1.8 51.1 79.3 78.9 84.1 21.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 18 4 2 16 10 35 16 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 622,648 COMMITMENTS 237,538 38,260 61,531 273,964 440,742 573,033 540,533 49,615 82,115 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 5,179) 3,930 -694 7,744 -2,428 4,321 9,246 11,371 -4,067 -6,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 6.1 9.9 44.0 70.8 92.0 86.8 8.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552) 200 89 115 111 223 358 400 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,957 COMMITMENTS 18,765 2,035 383 36 4,126 19,184 6,544 2,773 15,413 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2,015) -1,616 -127 -284 0 25 -1,900 -386 -115 -1,629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.5 9.3 1.7 0.2 18.8 87.4 29.8 12.6 70.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 20 7 3 2 8 22 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 357,167 COMMITMENTS 92,449 31,694 47,327 185,259 254,084 325,035 333,105 32,132 24,062 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -1,320) -3,872 -1,775 11,811 -4,924 -11,566 3,015 -1,530 -4,335 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 8.9 13.3 51.9 71.1 91.0 93.3 9.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 93 49 88 67 61 215 175 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,882 COMMITMENTS 68,657 81,354 12,512 413,199 391,011 494,368 484,877 132,514 142,005 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -20,541) -14,098 13,311 -1,806 6,132 -28,391 -9,772 -16,886 -10,769 -3,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 13.0 2.0 65.9 62.4 78.9 77.3 21.1 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 27 30 18 81 81 117 121 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 342,063 COMMITMENTS 33,304 48,466 3,425 236,201 241,866 272,930 293,757 69,133 48,306 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 29,132) 910 3,232 2,770 15,841 14,828 19,521 20,830 9,611 8,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 14.2 1.0 69.1 70.7 79.8 85.9 20.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 10 5 30 29 39 39 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,947 COMMITMENTS 1,006 867 663 6,000 6,179 7,669 7,709 278 238 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 85) 102 89 -2 41 -48 141 39 -56 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 10.9 8.3 75.5 77.8 96.5 97.0 3.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 5 6 16 17 27 24 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 205,404 COMMITMENTS 51,490 12,421 23,604 94,549 153,208 169,643 189,233 35,761 16,171 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 8,546) 1,041 370 1,104 3,804 5,238 5,949 6,712 2,597 1,834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 6.0 11.5 46.0 74.6 82.6 92.1 17.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 62 24 54 78 64 177 123 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,276 COMMITMENTS 4,079 2,377 1,395 7,169 12,093 12,643 15,865 4,633 1,411 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -209) -205 76 107 25 -401 -73 -218 -136 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 13.8 8.1 41.5 70.0 73.2 91.8 26.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 31 11 13 27 16 65 38 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 742,159 COMMITMENTS 88,321 139,637 27,116 518,051 463,702 633,488 630,455 108,671 111,704 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 52,652) -16,861 -687 10,376 58,298 38,270 51,813 47,959 839 4,693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 18.8 3.7 69.8 62.5 85.4 84.9 14.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 34 38 24 84 102 131 151 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,476,806 COMMITMENTS 237,822 210,541 40,951 928,020 913,183 1206793 1164675 270,013 312,131 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -47,174) -52,557 17,508 -4,847 17,658 -53,870 -39,746 -41,209 -7,428 -5,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 14.3 2.8 62.8 61.8 81.7 78.9 18.3 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 63 39 39 127 123 206 185 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,147,478 COMMITMENTS 197,215 103,397 52,737 709,769 728,600 959,721 884,734 187,757 262,744 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 16,825) -16,099 -7,032 25,150 5,487 -30,306 14,538 -12,188 2,287 29,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 9.0 4.6 61.9 63.5 83.6 77.1 16.4 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 30 30 21 76 87 115 129 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 597,916 COMMITMENTS 148,915 24,737 72,179 337,851 447,584 558,945 544,500 38,971 53,416 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 21,729) 6,484 575 4,209 8,244 11,303 18,937 16,087 2,792 5,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 4.1 12.1 56.5 74.9 93.5 91.1 6.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 21 16 23 53 46 86 75 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 50,667 COMMITMENTS 17,610 6,959 278 25,972 38,265 43,859 45,502 6,808 5,165 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 2,862) 345 1,342 192 2,263 1,205 2,799 2,739 63 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 13.7 0.5 51.3 75.5 86.6 89.8 13.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 27 17 5 31 31 62 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 101,333 COMMITMENTS 35,219 13,918 555 51,943 76,530 87,717 91,003 13,616 10,330 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 5,724) 690 2,684 383 4,525 2,410 5,598 5,477 126 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 13.7 0.5 51.3 75.5 86.6 89.8 13.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 27 17 5 31 31 62 49 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 17,263 COMMITMENTS 818 858 147 16,154 16,090 17,119 17,095 144 168 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,486) -26 221 -207 1,765 1,416 1,532 1,430 -46 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 5.0 0.9 93.6 93.2 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 7 1 12 13 16 20 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 11/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 50,701 COMMITMENTS 460 2,827 699 49,221 46,858 50,380 50,384 321 317 CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3,969) -269 -468 402 3,799 3,978 3,932 3,912 37 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 5.6 1.4 97.1 92.4 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 5 1 7 17 11 22
Updated November 29, 2010