WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 616,141 COMMITMENTS 93,923 94,981 158,921 313,761 292,021 566,605 545,923 49,536 70,218 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -4,056) -6,528 4,538 -1,733 5,861 -6,934 -2,399 -4,129 -1,657 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 15.4 25.8 50.9 47.4 92.0 88.6 8.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470) 148 168 186 104 135 371 380 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,096,043 COMMITMENTS 553,500 95,043 632,252 710,990 1067469 1896741 1794763 199,301 301,279 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -29,794) 14,906 -79 -42,870 -5,470 9,814 -33,434 -33,135 3,640 3,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 4.5 30.2 33.9 50.9 90.5 85.6 9.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 945) 318 152 300 252 423 670 791 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,680 COMMITMENTS 3,491 240 954 6,277 10,953 10,721 12,147 2,958 1,532 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 15) 10 1 -90 187 49 107 -41 -92 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 1.8 7.0 45.9 80.1 78.4 88.8 21.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 19 4 7 15 13 38 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 812,023 COMMITMENTS 203,601 29,970 245,015 298,219 443,599 746,835 718,584 65,187 93,438 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 57,147) 16,303 1,282 27,282 8,859 23,481 52,444 52,044 4,703 5,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 3.7 30.2 36.7 54.6 92.0 88.5 8.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590) 221 124 201 118 210 444 457 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 28,984 COMMITMENTS 25,274 2,773 794 19 7,132 26,087 10,699 2,897 18,285 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,819) 1,400 499 428 0 310 1,828 1,237 -9 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.2 9.6 2.7 0.1 24.6 90.0 36.9 10.0 63.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 20 7 11 1 15 23 31 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 396,789 COMMITMENTS 105,571 31,424 85,918 167,546 261,645 359,035 378,987 37,755 17,802 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 14,787) 18,014 1,669 1,917 -3,513 11,045 16,418 14,631 -1,631 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 7.9 21.7 42.2 65.9 90.5 95.5 9.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 109 51 103 65 69 239 192 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 786,877 COMMITMENTS 83,025 82,778 62,906 475,516 504,268 621,448 649,951 165,429 136,925 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -4,346) -314 10,718 -9,936 3,864 -12,653 -6,386 -11,870 2,040 7,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 10.5 8.0 60.4 64.1 79.0 82.6 21.0 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 31 30 39 86 84 138 132 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 227,173 COMMITMENTS 39,348 22,277 1,304 139,638 173,986 180,290 197,567 46,883 29,606 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 3,494) 3,275 -1,287 61 -203 8,849 3,133 7,623 360 -4,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 9.8 0.6 61.5 76.6 79.4 87.0 20.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 5 3 22 25 32 31 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,138 COMMITMENTS 995 1,228 307 8,686 8,494 9,988 10,029 150 109 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 409) 9 117 10 476 295 495 422 -86 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 12.1 3.0 85.7 83.8 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 4 4 22 22 32 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 239,829 COMMITMENTS 77,155 13,206 39,253 80,840 167,791 197,248 220,250 42,581 19,579 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -6,868) -3,626 1,602 925 -5,998 -10,601 -8,700 -8,075 1,832 1,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 5.5 16.4 33.7 70.0 82.2 91.8 17.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 84 28 59 63 63 175 133 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,393 COMMITMENTS 5,862 3,286 3,025 6,095 12,197 14,982 18,508 5,411 1,885 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 342) 323 -272 118 143 752 584 597 -241 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 16.1 14.8 29.9 59.8 73.5 90.8 26.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 51 12 13 28 22 84 46 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 743,751 COMMITMENTS 176,634 145,697 22,070 429,416 459,989 628,120 627,756 115,631 115,995 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -11,465) 16,580 -8,013 -19,258 -12,626 19,616 -15,304 -7,654 3,838 -3,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 19.6 3.0 57.7 61.8 84.5 84.4 15.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 35 42 26 79 104 129 158 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,106,654 COMMITMENTS 208,157 180,356 203,614 1375997 1378719 1787768 1762690 318,886 343,964 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -80,032) -5,659 13,956 -80,359 3,949 -23,802 -82,068 -90,205 2,037 10,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 8.6 9.7 65.3 65.4 84.9 83.7 15.1 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 50 42 62 143 148 220 225 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,052,998 COMMITMENTS 200,648 66,652 51,562 562,790 683,002 815,000 801,216 237,999 251,782 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,002) 1,243 3,175 -12,261 7,874 125 -3,144 -8,961 5,147 10,963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 6.3 4.9 53.4 64.9 77.4 76.1 22.6 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 39 16 28 71 86 116 124 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,319,132 COMMITMENTS 146,200 22,560 716,760 417,186 526,823 1280147 1266143 38,986 52,989 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 42,528) -467 1,408 22,783 18,391 21,916 40,707 46,107 1,821 -3,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 1.7 54.3 31.6 39.9 97.0 96.0 3.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 39 17 44 58 59 111 106 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 45,773 COMMITMENTS 17,776 3,794 925 20,920 34,690 39,621 39,409 6,153 6,365 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 5,450) 5,605 -2,008 500 -1,255 6,824 4,850 5,317 599 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 8.3 2.0 45.7 75.8 86.6 86.1 13.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 24 10 9 27 38 53 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 91,547 COMMITMENTS 35,553 7,589 1,849 41,840 69,379 79,242 78,817 12,305 12,730 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 10,899) 11,210 -4,015 1,000 -2,510 13,648 9,700 10,634 1,199 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 8.3 2.0 45.7 75.8 86.6 86.1 13.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 24 10 9 27 38 53 55 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,111 COMMITMENTS 1,006 2,445 0 9,825 8,541 10,831 10,986 280 125 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,246) 12 1,736 -48 1,286 -443 1,250 1,245 -4 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 22.0 0.0 88.4 76.9 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 5 0 10 13 14 18 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 35,851 COMMITMENTS 1,630 2,615 0 33,938 33,047 35,568 35,662 283 189 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 794) -86 14 0 839 666 753 680 41 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 7.3 0.0 94.7 92.2 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 3 0 6 20 12 23
Updated October 1, 2010