WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 496,375 COMMITMENTS 107,769 82,076 78,510 268,841 278,420 455,120 439,006 41,255 57,369 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -2,163) -2,427 -1,568 5,611 -4,313 -6,084 -1,129 -2,041 -1,034 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 16.5 15.8 54.2 56.1 91.7 88.4 8.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426) 143 131 137 83 128 317 320 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,553,651 COMMITMENTS 587,467 126,516 167,671 644,154 1021248 1399292 1315435 154,359 238,216 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 7,496) 3,211 -1,270 23,763 -20,654 -10,379 6,320 12,114 1,176 -4,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 8.1 10.8 41.5 65.7 90.1 84.7 9.9 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 879) 272 127 190 222 385 578 655 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,073 COMMITMENTS 3,997 197 398 4,923 10,462 9,318 11,057 2,755 1,016 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -490) -1,131 -31 196 281 -497 -654 -332 164 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 1.6 3.3 40.8 86.7 77.2 91.6 22.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 22 3 6 17 12 42 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 619,456 COMMITMENTS 253,146 34,369 55,872 256,053 448,442 565,071 538,683 54,385 80,773 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -3,155) 809 448 -6,728 3,632 3,904 -2,287 -2,376 -868 -779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 5.5 9.0 41.3 72.4 91.2 87.0 8.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569) 233 74 120 103 221 387 389 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,264 COMMITMENTS 20,579 1,696 6 28 5,066 20,613 6,768 2,651 16,496 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,168) 1,443 -60 -38 0 488 1,405 390 -237 778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 88.5 7.3 0.0 0.1 21.8 88.6 29.1 11.4 70.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 17 5 2 2 12 20 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 366,728 COMMITMENTS 103,692 26,964 35,678 192,528 285,068 331,898 347,710 34,830 19,018 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 7,512) 179 1,764 -520 9,013 8,933 8,672 10,177 -1,160 -2,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 7.4 9.7 52.5 77.7 90.5 94.8 9.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 99 48 64 60 61 196 149 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 548,390 COMMITMENTS 51,280 69,696 3,689 373,840 331,624 428,809 405,009 119,581 143,381 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 9,760) -12,460 284 400 9,125 3,878 -2,935 4,562 12,695 5,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 12.7 0.7 68.2 60.5 78.2 73.9 21.8 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 19 31 9 66 69 90 104 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 306,139 COMMITMENTS 42,865 51,609 250 203,323 208,588 246,438 260,447 59,701 45,692 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -699) 1,020 2,664 0 -2,622 -4,664 -1,602 -2,000 903 1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 16.9 0.1 66.4 68.1 80.5 85.1 19.5 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 10 1 25 30 31 41 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,171 COMMITMENTS 967 693 437 5,532 5,887 6,936 7,017 235 154 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 133) 73 239 -80 100 17 93 176 40 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 9.7 6.1 77.1 82.1 96.7 97.9 3.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 7 6 22 22 32 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 192,977 COMMITMENTS 65,155 10,735 11,716 78,280 156,393 155,151 178,844 37,826 14,133 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,942) 1,363 795 -20 2,404 3,270 3,747 4,045 -805 -1,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 5.6 6.1 40.6 81.0 80.4 92.7 19.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 75 20 35 65 53 162 99 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,281 COMMITMENTS 5,285 2,681 1,482 6,526 12,814 13,293 16,977 4,988 1,304 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -487) -149 -219 -260 -97 -176 -506 -655 19 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 14.7 8.1 35.7 70.1 72.7 92.9 27.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 34 12 15 20 15 63 39 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 686,782 COMMITMENTS 104,685 134,930 5,819 482,710 419,986 593,214 560,735 93,568 126,047 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 41,674) 28,016 14,960 3,409 -840 18,763 30,585 37,132 11,089 4,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 19.6 0.8 70.3 61.2 86.4 81.6 13.6 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 24 40 14 72 100 105 145 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,350,022 COMMITMENTS 160,460 241,156 15,862 912,230 772,895 1088552 1029913 261,470 320,109 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -7,088) 4,756 9,059 -855 -21,949 -31,770 -18,048 -23,566 10,960 16,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 17.9 1.2 67.6 57.3 80.6 76.3 19.4 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 44 46 33 100 120 158 185 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,051,652 COMMITMENTS 240,403 79,783 8,625 635,075 724,630 884,103 813,038 167,549 238,614 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 63,226) 34,906 13,378 268 22,949 47,423 58,123 61,069 5,103 2,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 7.6 0.8 60.4 68.9 84.1 77.3 15.9 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 29 30 11 79 75 113 111 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 549,865 COMMITMENTS 126,876 36,570 61,042 332,666 409,443 520,584 507,055 29,281 42,810 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 35,653) 9,238 788 4,887 18,871 24,710 32,996 30,385 2,657 5,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 6.7 11.1 60.5 74.5 94.7 92.2 5.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 23 21 30 46 46 84 84 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 42,612 COMMITMENTS 15,079 3,129 0 20,959 35,748 36,038 38,877 6,575 3,735 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,593) 1,725 -223 -187 845 3,246 2,383 2,836 210 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 7.3 0.0 49.2 83.9 84.6 91.2 15.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 25 13 0 27 32 52 45 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 85,224 COMMITMENTS 30,158 6,258 0 41,917 71,496 72,075 77,754 13,149 7,470 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 5,185) 3,450 -446 -374 1,689 6,492 4,765 5,672 420 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 7.3 0.0 49.2 83.9 84.6 91.2 15.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 25 13 0 27 32 52 45 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 5,065 COMMITMENTS 3,236 1,776 37 1,524 3,238 4,797 5,051 268 14 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.9 35.1 0.7 30.1 63.9 94.7 99.7 5.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 5 1 1 3 12 9 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,110 COMMITMENTS 1,575 1,742 0 12,349 12,019 13,924 13,761 186 349 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 326) 529 -154 0 -339 354 190 200 136 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 12.3 0.0 87.5 85.2 98.7 97.5 1.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 9 0 9 15 11 24 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 42,554 COMMITMENTS 2,630 1,724 0 39,842 40,392 42,472 42,116 82 438 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -1,462) -1,507 539 0 38 -2,235 -1,469 -1,696 7 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 4.1 0.0 93.6 94.9 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 7 0 6 18 9 25
Updated January 14, 2011