WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 619,175 COMMITMENTS 107,883 86,475 158,044 305,894 306,073 571,821 550,592 47,355 68,583 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 17,055) 498 1,129 7,397 -638 2,847 7,257 11,372 9,799 5,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 14.0 25.5 49.4 49.4 92.4 88.9 7.6 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468) 165 153 180 100 136 369 371 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,999,764 COMMITMENTS 531,575 99,753 594,300 684,607 994,743 1810482 1688796 189,282 310,968 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 73,586) 21,135 4,214 39,752 -867 21,657 60,020 65,623 13,566 7,963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 5.0 29.7 34.2 49.7 90.5 84.4 9.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 956) 290 196 299 239 418 669 794 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,760 COMMITMENTS 3,208 252 899 5,606 9,981 9,713 11,132 3,047 1,628 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,445) 940 -138 318 -64 916 1,194 1,096 251 349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 2.0 7.0 43.9 78.2 76.1 87.2 23.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 22 1 7 14 12 37 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 691,008 COMMITMENTS 169,259 27,720 181,067 284,415 395,516 634,741 604,303 56,267 86,705 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 4,551) 666 -1,384 -561 4,346 8,066 4,450 6,121 101 -1,570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 4.0 26.2 41.2 57.2 91.9 87.5 8.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563) 204 116 177 125 214 418 434 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,880 COMMITMENTS 23,934 1,945 291 19 6,002 24,244 8,238 2,636 18,642 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -300) -446 -107 46 0 100 -400 39 100 -339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.0 7.2 1.1 0.1 22.3 90.2 30.6 9.8 69.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 22 6 8 1 13 24 26 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 344,716 COMMITMENTS 73,956 38,393 69,602 165,287 219,252 308,845 327,246 35,871 17,469 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 20,042) 8,005 -6,083 7,566 3,789 19,425 19,360 20,909 683 -867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 11.1 20.2 47.9 63.6 89.6 94.9 10.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 85 60 90 68 73 209 189 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 780,032 COMMITMENTS 86,833 89,733 75,131 460,032 482,528 621,996 647,391 158,036 132,641 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -20,701) -3,798 -11,990 -6,425 -7,871 6,666 -18,094 -11,748 -2,607 -8,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 11.5 9.6 59.0 61.9 79.7 83.0 20.3 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 36 31 46 88 84 149 136 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 221,176 COMMITMENTS 28,098 26,345 5,232 144,687 158,714 178,017 190,291 43,159 30,885 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,551) 394 -2,789 -1,210 1,777 6,939 961 2,940 590 -1,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 11.9 2.4 65.4 71.8 80.5 86.0 19.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 8 5 25 23 35 33 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,495 COMMITMENTS 984 517 369 7,815 8,390 9,168 9,276 327 219 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -418) 150 -355 -6 -550 -55 -406 -416 -12 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 5.4 3.9 82.3 88.4 96.6 97.7 3.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 5 4 21 23 29 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 233,291 COMMITMENTS 75,694 10,652 35,334 85,088 169,666 196,116 215,652 37,174 17,639 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -7,797) -10,309 -3,399 1,111 5,850 -4,167 -3,348 -6,455 -4,449 -1,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 4.6 15.1 36.5 72.7 84.1 92.4 15.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 87 25 56 64 59 176 126 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,981 COMMITMENTS 6,313 3,670 2,854 5,662 11,430 14,829 17,954 5,152 2,027 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 533) 292 -81 -6 195 470 481 382 52 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 18.4 14.3 28.3 57.2 74.2 89.9 25.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 51 16 16 23 23 85 48 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 727,502 COMMITMENTS 120,213 174,605 26,184 471,699 408,012 618,095 608,801 109,407 118,701 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 33,067) -4,075 24,691 936 42,160 -5,459 39,021 20,168 -5,954 12,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 24.0 3.6 64.8 56.1 85.0 83.7 15.0 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 33 46 23 81 101 127 157 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,135,969 COMMITMENTS 185,279 181,146 262,500 1387272 1359010 1835050 1802656 300,918 333,313 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -100,889) -3,016 -2,637 -17,682 -75,084 -61,224 -95,782 -81,543 -5,107 -19,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 8.5 12.3 64.9 63.6 85.9 84.4 14.1 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 50 46 67 147 149 226 233 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 980,481 COMMITMENTS 163,753 72,968 55,775 545,877 613,088 765,405 741,831 215,076 238,650 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -53,698) -27,395 -20,214 6,511 -25,239 -31,011 -46,123 -44,714 -7,575 -8,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 7.4 5.7 55.7 62.5 78.1 75.7 21.9 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 34 21 31 71 83 115 125 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,261,443 COMMITMENTS 139,287 19,588 687,550 396,948 501,643 1223785 1208781 37,658 52,662 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 17,312) -1,058 1,851 3,982 16,224 6,883 19,148 12,716 -1,836 4,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 1.6 54.5 31.5 39.8 97.0 95.8 3.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 35 19 43 60 59 111 105 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 54,258 COMMITMENTS 11,190 6,172 2,994 32,321 38,986 46,505 48,152 7,753 6,106 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,682) 4,510 1,711 -2,239 -495 4,747 1,776 4,219 -95 -2,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 11.4 5.5 59.6 71.9 85.7 88.7 14.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 30 17 16 38 43 75 70 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 108,515 COMMITMENTS 22,380 12,344 5,988 64,642 77,972 93,010 96,304 15,505 12,211 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 23,690) 5,445 1,249 4,046 10,264 15,660 19,755 20,955 3,935 2,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 11.4 5.5 59.6 71.9 85.7 88.7 14.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 30 17 16 38 43 75 70 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,884 COMMITMENTS 931 1,320 0 8,777 8,538 9,708 9,858 176 26 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -7,388) -118 -1,303 -426 -6,734 -5,534 -7,278 -7,263 -110 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 13.4 0.0 88.8 86.4 98.2 99.7 1.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 5 0 8 13 11 18 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 33,802 COMMITMENTS 1,670 2,819 0 31,982 30,771 33,652 33,590 150 212 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -7,104) 333 -656 -260 -7,135 -6,056 -7,062 -6,972 -42 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 8.3 0.0 94.6 91.0 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 3 0 6 19 10 22
Updated September 17, 2010