WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,421 COMMITMENTS 84,483 103,855 60,149 278,107 234,669 422,739 398,673 36,682 60,748 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -36,993) -15,987 -3,116 -9,099 -12,804 -25,237 -37,890 -37,452 897 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 22.6 13.1 60.5 51.1 92.0 86.8 8.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 119 147 134 80 123 284 329 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,518,147 COMMITMENTS 531,645 116,899 184,757 634,980 970,712 1351382 1272368 166,765 245,779 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -111,878) -13,633 -36,086 -46,717 -47,930 -28,088 -108,280 -110,891 -3,598 -987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 7.7 12.2 41.8 63.9 89.0 83.8 11.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 895) 264 122 210 224 405 587 685 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,971 COMMITMENTS 3,067 196 145 6,344 9,935 9,556 10,276 2,415 1,695 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -1,438) -414 -207 -94 -510 -700 -1,018 -1,001 -420 -437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 1.6 1.2 53.0 83.0 79.8 85.8 20.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 17 2 1 16 10 33 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 631,522 COMMITMENTS 238,157 34,902 65,896 272,769 445,131 576,822 545,929 54,700 85,593 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 8,874) 619 -3,358 4,365 -1,195 4,389 3,789 5,396 5,085 3,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 5.5 10.4 43.2 70.5 91.3 86.4 8.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532) 198 79 127 104 208 358 389 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 22,517 COMMITMENTS 19,597 3,198 303 36 3,897 19,936 7,398 2,581 15,119 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 560) 832 1,163 -80 0 -229 752 854 -192 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.0 14.2 1.3 0.2 17.3 88.5 32.9 11.5 67.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 22 11 3 2 8 24 22 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 326,408 COMMITMENTS 85,383 26,570 40,100 163,827 233,153 289,310 299,823 37,098 26,585 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -30,759) -7,066 -5,124 -7,227 -21,432 -20,931 -35,725 -33,282 4,966 2,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 8.1 12.3 50.2 71.4 88.6 91.9 11.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 86 65 89 63 61 208 172 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 634,661 COMMITMENTS 64,585 76,656 5,365 428,144 411,956 498,094 493,977 136,567 140,684 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 7,779) -4,072 -4,698 -7,147 14,945 20,945 3,726 9,100 4,053 -1,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 12.1 0.8 67.5 64.9 78.5 77.8 21.5 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 21 29 12 73 72 102 105 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 332,705 COMMITMENTS 34,886 45,215 356 237,924 239,096 273,166 284,667 59,539 48,038 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -9,358) 1,582 -3,251 -3,069 1,723 -2,770 236 -9,090 -9,594 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 13.6 0.1 71.5 71.9 82.1 85.6 17.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 7 3 28 27 36 34 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,412 COMMITMENTS 1,046 784 444 5,639 5,886 7,129 7,114 283 298 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -535) 40 -83 -219 -361 -293 -540 -595 5 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 10.6 6.0 76.1 79.4 96.2 96.0 3.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 4 4 15 17 24 22 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 196,050 COMMITMENTS 56,099 8,914 18,062 87,252 152,141 161,413 179,117 34,637 16,933 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -9,354) 4,609 -3,507 -5,542 -7,297 -1,067 -8,230 -10,116 -1,124 762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 4.5 9.2 44.5 77.6 82.3 91.4 17.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 67 17 49 68 59 163 118 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,447 COMMITMENTS 4,145 2,381 1,236 7,394 12,210 12,775 15,827 4,672 1,620 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 171) 66 4 -159 225 117 132 -38 39 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 13.6 7.1 42.4 70.0 73.2 90.7 26.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 29 11 11 26 15 61 34 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 678,768 COMMITMENTS 102,520 133,614 9,302 465,404 430,458 577,226 573,374 101,542 105,394 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -63,391) 14,199 -6,023 -17,814 -52,647 -33,244 -56,262 -57,081 -7,129 -6,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 19.7 1.4 68.6 63.4 85.0 84.5 15.0 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 30 37 17 74 92 114 137 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,353,052 COMMITMENTS 143,975 211,630 33,622 871,067 786,892 1048664 1032144 304,388 320,908 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -123,754) -93,847 1,089 -7,329 -56,953 -126,291 -158,129 -132,531 34,375 8,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 15.6 2.5 64.4 58.2 77.5 76.3 22.5 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 43 43 22 103 109 158 162 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,036,706 COMMITMENTS 142,748 90,473 30,042 671,214 677,302 844,004 797,817 192,702 238,889 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -110,772) -54,467 -12,924 -22,695 -38,555 -51,298 -115,717 -86,917 4,945 -23,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 8.7 2.9 64.7 65.3 81.4 77.0 18.6 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 25 28 16 70 84 101 122 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 626,706 COMMITMENTS 179,367 27,985 70,422 339,847 474,024 589,636 572,431 37,070 54,275 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 28,790) 30,452 3,248 -1,757 1,996 26,440 30,691 27,931 -1,901 859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 4.5 11.2 54.2 75.6 94.1 91.3 5.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 34 13 25 54 47 95 79 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 48,594 COMMITMENTS 15,798 5,617 205 25,850 36,767 41,853 42,589 6,742 6,005 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -2,073) -1,812 -1,342 -73 -122 -1,498 -2,006 -2,913 -67 840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 11.6 0.4 53.2 75.7 86.1 87.6 13.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 29 15 11 28 31 62 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 97,188 COMMITMENTS 31,596 11,234 410 51,699 73,534 83,705 85,178 13,483 12,010 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -4,145) -3,623 -2,684 -145 -244 -2,996 -4,012 -5,825 -133 1,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 11.6 0.4 53.2 75.7 86.1 87.6 13.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 29 15 11 28 31 62 52 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 19,105 COMMITMENTS 766 1,037 955 17,261 16,934 18,982 18,926 123 179 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,842) -52 179 808 1,107 844 1,863 1,831 -21 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 5.4 5.0 90.3 88.6 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 7 1 13 13 17 20 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 58,174 COMMITMENTS 677 2,489 1,873 55,134 53,732 57,684 58,094 490 80 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 7,473) 217 -338 1,174 5,913 6,874 7,304 7,710 169 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 4.3 3.2 94.8 92.4 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 5 1 7 18 13 23
Updated December 3, 2010