WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 609,012 COMMITMENTS 104,321 77,411 150,262 306,504 316,947 561,087 544,620 47,926 64,392 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 12,113) -2,653 -2,436 8,337 4,538 4,893 10,223 10,794 1,890 1,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 12.7 24.7 50.3 52.0 92.1 89.4 7.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452) 166 129 171 93 142 355 356 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,225,065 COMMITMENTS 516,095 116,251 652,428 851,013 1169185 2019536 1937864 205,530 287,202 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 4,484) -25,557 1,352 19,843 16,762 -12,926 11,047 8,269 -6,563 -3,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 5.2 29.3 38.2 52.5 90.8 87.1 9.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 904) 283 147 286 285 416 684 749 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,675 COMMITMENTS 4,897 305 822 5,311 11,319 11,030 12,446 2,645 1,229 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,066) 565 91 260 83 568 908 919 158 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 2.2 6.0 38.8 82.8 80.7 91.0 19.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 24 6 8 19 15 46 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 910,214 COMMITMENTS 198,659 26,473 303,831 342,935 489,792 845,424 820,096 64,790 90,118 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -17,283) -14,093 334 1,931 2,006 -13,426 -10,156 -11,161 -7,127 -6,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 2.9 33.4 37.7 53.8 92.9 90.1 7.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609) 219 114 218 133 235 457 496 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 22,096 COMMITMENTS 19,136 1,756 44 28 4,578 19,208 6,378 2,888 15,718 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -388) -465 512 8 0 179 -457 699 69 -1,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.6 7.9 0.2 0.1 20.7 86.9 28.9 13.1 71.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 17 6 4 2 11 20 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 438,899 COMMITMENTS 90,796 24,050 92,103 218,741 299,955 401,640 416,108 37,259 22,791 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 9,491) 2,455 205 1,747 7,031 8,527 11,233 10,480 -1,743 -989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 5.5 21.0 49.8 68.3 91.5 94.8 8.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 101 48 80 66 70 208 167 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,357 COMMITMENTS 62,176 65,010 30,072 385,391 350,819 477,639 445,901 118,718 150,456 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 16,536) 18,681 -2,463 1,285 7,761 13,817 27,727 12,639 -11,192 3,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 10.9 5.0 64.6 58.8 80.1 74.8 19.9 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 23 28 29 71 69 109 111 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 308,729 COMMITMENTS 41,845 48,949 430 206,658 213,273 248,934 262,652 59,795 46,077 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -76) 1,531 -217 106 -925 -3,392 713 -3,503 -789 3,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 15.9 0.1 66.9 69.1 80.6 85.1 19.4 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 10 2 25 28 32 39 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,038 COMMITMENTS 894 454 517 5,432 5,870 6,843 6,841 195 197 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -217) -75 74 -29 -87 -68 -191 -23 -26 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 6.5 7.3 77.2 83.4 97.2 97.2 2.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 5 5 20 22 29 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 227,659 COMMITMENTS 54,789 11,231 37,316 93,217 162,567 185,322 211,114 42,337 16,546 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -4,918) 1,277 269 -4,637 -3,458 356 -6,818 -4,013 1,900 -905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 4.9 16.4 40.9 71.4 81.4 92.7 18.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 70 25 52 70 63 174 123 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,316 COMMITMENTS 5,556 2,827 2,565 7,064 13,692 15,184 19,084 5,132 1,232 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -281) 753 492 -642 -493 -9 -383 -159 103 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 13.9 12.6 34.8 67.4 74.7 93.9 25.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 43 13 23 28 19 82 50 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 670,689 COMMITMENTS 76,929 117,090 20,109 489,076 408,670 586,114 545,869 84,575 124,820 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,948) 10,680 8,694 2,678 -12,782 -4,053 577 7,319 1,371 -5,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 17.5 3.0 72.9 60.9 87.4 81.4 12.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 21 37 23 77 92 113 137 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,754,686 COMMITMENTS 133,706 232,163 187,483 1161168 1013181 1482358 1432827 272,329 321,860 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 17,513) 19,781 -20,731 -9,131 14,233 36,018 24,883 6,157 -7,371 11,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 13.2 10.7 66.2 57.7 84.5 81.7 15.5 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 47 53 67 128 139 211 223 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,091,741 COMMITMENTS 198,581 64,189 63,319 653,117 714,404 915,016 841,912 176,725 249,830 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -17,842) 28,880 -21,231 -6,167 -32,012 -2,224 -9,299 -29,621 -8,543 11,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 5.9 5.8 59.8 65.4 83.8 77.1 16.2 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 27 29 28 81 81 124 122 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 750,602 COMMITMENTS 113,779 36,696 264,873 342,644 408,984 721,296 710,553 29,306 40,049 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -232,162) -38,124 3,379 -163,532 -30,759 -71,099 -232,414 -231,253 252 -909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 4.9 35.3 45.6 54.5 96.1 94.7 3.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 32 17 31 46 48 89 86 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 41,494 COMMITMENTS 13,314 3,351 640 21,096 33,384 35,050 37,374 6,444 4,119 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 3,557) 3,508 719 164 -300 2,622 3,371 3,505 186 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 8.1 1.5 50.8 80.5 84.5 90.1 15.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 31 8 4 28 32 59 44 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 82,987 COMMITMENTS 26,627 6,701 1,280 42,191 66,767 70,099 74,749 12,888 8,238 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 7,115) 7,015 1,438 328 -601 5,243 6,743 7,009 372 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 8.1 1.5 50.8 80.5 84.5 90.1 15.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 31 8 4 28 32 59 44 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,784 COMMITMENTS 1,046 1,896 0 12,688 11,665 13,734 13,561 50 223 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -388) -729 -58 0 335 -355 -394 -413 6 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 13.8 0.0 92.0 84.6 99.6 98.4 0.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 10 0 10 15 12 25 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 44,016 COMMITMENTS 4,137 1,185 0 39,804 42,627 43,941 43,812 75 204 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 2,858) -141 130 0 3,231 2,703 3,090 2,833 -232 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 2.7 0.0 90.4 96.8 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 5 0 7 16 10 21
Updated January 7, 2011