WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 666,905 COMMITMENTS 102,719 80,201 203,207 315,834 314,427 621,760 597,835 45,146 69,070 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 10,355) 3,261 1,710 5,378 3,781 1,503 12,421 8,592 -2,065 1,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 12.0 30.5 47.4 47.1 93.2 89.6 6.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476) 164 152 206 104 131 391 388 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,874,004 COMMITMENTS 455,776 99,298 559,314 701,370 908,316 1716460 1566929 157,543 307,075 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -3,907) 8,303 -1,061 -468 -5,127 2,842 2,708 1,312 -6,615 -5,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 5.3 29.8 37.4 48.5 91.6 83.6 8.4 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 899) 270 170 290 254 402 648 767 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,448 COMMITMENTS 1,903 401 1,132 6,461 9,516 9,496 11,050 2,951 1,398 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -81) -42 -11 -268 472 368 163 89 -244 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 3.2 9.1 51.9 76.4 76.3 88.8 23.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 6 5 15 13 33 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 672,089 COMMITMENTS 157,973 27,008 180,592 280,055 373,752 618,620 581,352 53,469 90,737 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -4,766) -12,767 -4,738 2,831 7,204 -4,227 -2,732 -6,134 -2,033 1,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 4.0 26.9 41.7 55.6 92.0 86.5 8.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554) 195 121 174 122 212 406 432 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,469 COMMITMENTS 23,810 1,866 211 9 5,817 24,030 7,894 2,439 18,575 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -168) 70 -42 6 4 35 80 -1 -248 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 90.0 7.0 0.8 0.0 22.0 90.8 29.8 9.2 70.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 22 7 7 1 14 23 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 333,593 COMMITMENTS 69,987 38,328 72,743 157,665 201,500 300,395 312,571 33,198 21,022 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -45,368) -17,224 -1,005 -19,208 -5,119 -24,777 -41,550 -44,989 -3,818 -379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 11.5 21.8 47.3 60.4 90.0 93.7 10.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 89 61 92 69 64 216 183 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 923,410 COMMITMENTS 84,093 98,889 101,107 551,740 557,347 736,939 757,343 186,471 166,067 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 72,774) 9,878 6,970 29,768 42,461 26,384 82,107 63,123 -9,333 9,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 10.7 10.9 59.8 60.4 79.8 82.0 20.2 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 36 32 48 94 93 154 149 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 236,454 COMMITMENTS 31,035 33,740 2,660 147,170 156,280 180,865 192,680 55,589 43,774 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 38,717) 9,156 3,146 2,535 20,547 23,381 32,238 29,062 6,479 9,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 14.3 1.1 62.2 66.1 76.5 81.5 23.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 7 3 27 22 34 30 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,206 COMMITMENTS 917 474 536 9,328 9,836 10,781 10,846 425 360 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 265) -164 158 -123 423 67 136 102 129 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 4.2 4.8 83.2 87.8 96.2 96.8 3.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 6 4 16 20 26 26 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 228,579 COMMITMENTS 76,765 9,340 32,547 78,222 164,076 187,534 205,963 41,045 22,616 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -4,472) -5,617 -1,840 -725 2,166 -613 -4,177 -3,178 -295 -1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 4.1 14.2 34.2 71.8 82.0 90.1 18.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 75 25 46 67 60 169 113 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,569 COMMITMENTS 5,591 3,043 4,253 6,706 12,231 16,549 19,527 5,020 2,042 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,021) 813 -34 312 -310 850 815 1,128 207 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 14.1 19.7 31.1 56.7 76.7 90.5 23.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 43 17 16 26 25 83 50 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 905,321 COMMITMENTS 179,885 170,018 98,245 497,520 507,520 775,651 775,784 129,670 129,537 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 19,849) 458 554 14,361 -10,417 -9,412 4,403 5,503 15,446 14,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 18.8 10.9 55.0 56.1 85.7 85.7 14.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 35 55 30 85 117 144 178 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,901,220 COMMITMENTS 255,860 167,002 420,648 1871824 1968721 2548333 2556371 352,887 344,849 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 182,510) 40,662 -19,951 59,221 53,816 128,180 153,699 167,450 28,811 15,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 5.8 14.5 64.5 67.9 87.8 88.1 12.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 51 45 66 153 163 234 244 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,310,156 COMMITMENTS 182,063 124,020 85,814 807,316 833,477 1075193 1043312 234,963 266,844 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 98,554) -2,073 25,527 2,667 84,301 62,245 84,895 90,439 13,659 8,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 9.5 6.5 61.6 63.6 82.1 79.6 17.9 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 33 27 30 87 98 134 141 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,294,733 COMMITMENTS 136,636 16,225 691,982 419,438 528,717 1248056 1236924 46,677 57,810 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 20,929) -5,158 6,067 26,109 2,186 -7,769 23,136 24,406 -2,207 -3,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 1.3 53.4 32.4 40.8 96.4 95.5 3.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 31 18 37 59 56 105 96 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 45,422 COMMITMENTS 9,900 4,633 584 27,637 34,858 38,122 40,075 7,300 5,347 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -3,817) -3,753 142 191 40 -4,017 -3,522 -3,683 -296 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 10.2 1.3 60.8 76.7 83.9 88.2 16.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 30 13 12 31 36 66 56 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 90,843 COMMITMENTS 19,801 9,266 1,168 55,275 69,716 76,244 80,149 14,599 10,694 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -7,635) -7,506 284 383 80 -8,034 -7,043 -7,367 -592 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 10.2 1.3 60.8 76.7 83.9 88.2 16.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 30 13 12 31 36 66 56 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,769 COMMITMENTS 999 1,323 296 11,238 10,953 12,533 12,572 236 197 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 912) -564 424 140 1,332 331 908 895 4 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 10.4 2.3 88.0 85.8 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 8 1 10 17 15 25 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 41,638 COMMITMENTS 1,888 4,653 340 39,157 36,505 41,385 41,498 253 140 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,078) 231 1,148 90 749 -218 1,070 1,020 8 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 11.2 0.8 94.0 87.7 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 2 5 19 11 22
Updated August 27, 2010