WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 602,120 COMMITMENTS 107,385 85,346 150,647 306,532 303,227 564,564 539,220 37,556 62,900 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 23,739) 7,255 2,345 10,492 12,424 13,117 30,172 25,954 -6,432 -2,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 14.2 25.0 50.9 50.4 93.8 89.6 6.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463) 160 148 178 100 135 367 364 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,926,178 COMMITMENTS 510,440 95,540 554,548 685,474 973,085 1750462 1623173 175,716 303,005 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 103,373) 30,492 -2,773 39,804 18,771 64,979 89,067 102,009 14,306 1,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 5.0 28.8 35.6 50.5 90.9 84.3 9.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 952) 278 192 301 239 421 658 803 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,315 COMMITMENTS 2,268 390 581 5,670 9,065 8,519 10,036 2,796 1,279 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 214) 501 60 -21 -636 175 -156 214 369 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 3.4 5.1 50.1 80.1 75.3 88.7 24.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 5 6 16 12 32 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 686,457 COMMITMENTS 168,593 29,103 181,628 280,069 387,450 630,291 598,182 56,166 88,275 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 26,936) 10,114 3,099 9,286 4,791 16,406 24,191 28,792 2,745 -1,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 4.2 26.5 40.8 56.4 91.8 87.1 8.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562) 205 118 174 117 211 404 435 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 27,180 COMMITMENTS 24,380 2,052 245 19 5,902 24,644 8,199 2,536 18,981 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 790) 915 359 33 0 344 948 736 -158 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.7 7.5 0.9 0.1 21.7 90.7 30.2 9.3 69.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 24 6 10 1 13 26 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 324,673 COMMITMENTS 65,951 44,476 62,035 161,499 199,827 289,485 306,337 35,188 18,336 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 11,070) 5,288 1,345 1,518 874 7,827 7,681 10,690 3,390 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 13.7 19.1 49.7 61.5 89.2 94.4 10.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 87 65 87 65 64 204 176 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 800,733 COMMITMENTS 90,632 101,722 81,555 467,903 475,862 640,090 659,140 160,643 141,594 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -87,179) -4,176 -9,023 -13,545 -36,669 -32,763 -54,390 -55,331 -32,789 -31,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 12.7 10.2 58.4 59.4 79.9 82.3 20.1 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 31 32 43 88 82 145 131 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 219,625 COMMITMENTS 27,704 29,134 6,442 142,910 151,775 177,056 187,351 42,569 32,274 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -24,871) -4,397 -949 17 -16,235 -19,696 -20,616 -20,628 -4,255 -4,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 13.3 2.9 65.1 69.1 80.6 85.3 19.4 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 7 5 25 21 35 30 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,913 COMMITMENTS 834 872 375 8,365 8,445 9,574 9,692 339 221 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -205) -129 184 -61 -8 -284 -198 -161 -7 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 8.8 3.8 84.4 85.2 96.6 97.8 3.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 6 4 18 21 27 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 241,088 COMMITMENTS 86,003 14,051 34,223 79,238 173,832 199,464 222,107 41,624 18,981 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 6,656) 1,728 167 1,224 1,158 7,795 4,109 9,185 2,546 -2,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 5.8 14.2 32.9 72.1 82.7 92.1 17.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 87 32 56 59 60 177 127 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,448 COMMITMENTS 6,021 3,751 2,860 5,467 10,960 14,348 17,572 5,101 1,877 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -685) 238 321 -1,249 -174 194 -1,186 -735 501 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 19.3 14.7 28.1 56.4 73.8 90.4 26.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 49 16 14 23 21 80 46 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 694,435 COMMITMENTS 124,288 149,914 25,247 429,539 413,471 579,074 588,632 115,361 105,803 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -46,503) -19,859 -2,631 -3,605 -18,794 -28,561 -42,257 -34,797 -4,245 -11,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 21.6 3.6 61.9 59.5 83.4 84.8 16.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 30 46 22 74 95 120 147 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,236,858 COMMITMENTS 188,295 183,784 280,182 1462356 1420234 1930832 1884199 306,026 352,659 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -223,677) -14,849 26,802 -50,354 -118,708 -204,418 -183,911 -227,969 -39,766 4,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 8.2 12.5 65.4 63.5 86.3 84.2 13.7 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 49 44 63 141 145 218 224 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,034,179 COMMITMENTS 191,148 93,182 49,264 571,116 644,099 811,527 786,544 222,651 247,634 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -75,815) 34,899 -23,697 -4,162 -104,416 -47,790 -73,679 -75,649 -2,136 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 9.0 4.8 55.2 62.3 78.5 76.1 21.5 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 28 28 27 73 85 115 126 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,244,131 COMMITMENTS 140,344 17,737 683,568 380,724 494,759 1204637 1196065 39,494 48,067 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -63,768) -10,032 -92 -3,924 -49,088 -52,739 -63,044 -56,756 -723 -7,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 1.4 54.9 30.6 39.8 96.8 96.1 3.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 38 17 43 59 57 111 103 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 52,576 COMMITMENTS 6,680 4,461 5,233 32,816 34,239 44,729 43,933 7,847 8,643 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 8,601) -2,568 -899 4,777 5,076 1,264 7,285 5,142 1,316 3,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 8.5 10.0 62.4 65.1 85.1 83.6 14.9 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 24 15 19 31 36 67 64 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 10,163 COMMITMENTS 2,464 3,165 10 5,627 3,083 8,101 6,258 2,062 3,905 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 31.1 0.1 55.4 30.3 79.7 61.6 20.3 38.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 8 4 4 4 11 13 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 84,825 COMMITMENTS 16,935 11,095 1,942 54,378 62,312 73,255 75,349 11,570 9,476 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,125) -1,562 375 1,031 -1,101 -3,639 -1,632 -2,233 -1,493 -892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 13.1 2.3 64.1 73.5 86.4 88.8 13.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 27 16 12 30 36 64 57 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 17,272 COMMITMENTS 1,049 2,623 426 15,511 14,072 16,986 17,121 286 151 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 2,557) 103 969 -844 3,269 2,423 2,528 2,548 29 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 15.2 2.5 89.8 81.5 98.3 99.1 1.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 7 1 11 16 16 23 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 40,906 COMMITMENTS 1,337 3,475 260 39,117 36,827 40,714 40,562 192 344 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -172) -717 -575 10 625 195 -82 -370 -90 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 8.5 0.6 95.6 90.0 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 6 20 10 23
Updated September 10, 2010