WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 633,208 COMMITMENTS 103,950 78,874 166,454 314,328 323,400 584,732 568,729 48,476 64,480 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 16,965) 1,267 2,571 8,608 5,409 5,336 15,284 16,515 1,680 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 12.5 26.3 49.6 51.1 92.3 89.8 7.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 479) 156 159 192 95 142 379 381 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,441,969 COMMITMENTS 541,711 111,218 799,804 873,896 1229558 2215411 2140579 226,558 301,389 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 148,265) 36,154 -1,940 82,849 12,951 52,110 131,954 133,018 16,311 15,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 4.6 32.8 35.8 50.4 90.7 87.7 9.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 948) 277 174 311 296 430 723 792 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,921 COMMITMENTS 4,059 77 1,976 5,975 11,796 12,011 13,850 2,910 1,071 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,751) 419 -122 867 369 1,011 1,654 1,756 97 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 0.5 13.2 40.0 79.1 80.5 92.8 19.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 23 4 9 17 14 43 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 965,579 COMMITMENTS 208,482 25,200 334,602 352,428 514,067 895,512 873,869 70,068 91,710 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 56,482) 11,917 -789 32,519 5,979 21,457 50,416 53,188 6,066 3,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 2.6 34.7 36.5 53.2 92.7 90.5 7.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605) 232 114 216 135 232 459 484 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 25,357 COMMITMENTS 22,704 2,355 12 21 5,729 22,737 8,096 2,620 17,261 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,093) 2,125 659 6 -7 663 2,124 1,328 -31 765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.5 9.3 0.0 0.1 22.6 89.7 31.9 10.3 68.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 19 8 3 2 13 22 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 460,591 COMMITMENTS 89,393 25,664 99,881 235,616 315,665 424,890 441,210 35,701 19,381 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 12,516) 136 -909 6,559 6,470 7,446 13,165 13,096 -649 -580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 5.6 21.7 51.2 68.5 92.2 95.8 7.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 104 51 81 69 72 221 173 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 622,506 COMMITMENTS 56,932 66,044 37,474 392,490 360,479 486,896 463,997 135,610 158,509 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 12,542) 7,072 1,622 4,062 -3,128 4,043 8,006 9,727 4,536 2,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 10.6 6.0 63.1 57.9 78.2 74.5 21.8 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 31 30 34 73 76 117 127 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 307,633 COMMITMENTS 43,253 57,123 648 199,728 204,261 243,629 262,033 64,004 45,601 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -465) 388 5,665 78 -4,622 -5,119 -4,156 625 3,691 -1,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 18.6 0.2 64.9 66.4 79.2 85.2 20.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 12 3 27 31 34 44 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,773 COMMITMENTS 1,357 497 459 5,759 6,623 7,575 7,579 198 194 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 602) 390 -196 22 227 736 639 562 -37 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 6.4 5.9 74.1 85.2 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 6 6 21 23 32 31 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 251,314 COMMITMENTS 55,171 11,402 48,295 103,511 173,213 206,978 232,910 44,336 18,404 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 18,001) -244 -1,440 9,097 6,829 7,926 15,683 15,584 2,318 2,418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 4.5 19.2 41.2 68.9 82.4 92.7 17.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 74 25 53 70 65 174 126 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,797 COMMITMENTS 6,077 2,632 2,365 6,584 14,366 15,027 19,364 5,770 1,433 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 877) 722 -14 -32 -408 895 282 849 594 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 12.7 11.4 31.7 69.1 72.3 93.1 27.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 42 12 23 28 19 80 50 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 750,673 COMMITMENTS 138,451 125,699 25,309 482,518 466,748 646,279 617,756 104,394 132,917 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 34,562) 34,078 -7,524 241 -8,528 38,415 25,792 31,133 8,770 3,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 16.7 3.4 64.3 62.2 86.1 82.3 13.9 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 36 36 27 76 100 127 148 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,746,039 COMMITMENTS 136,873 235,197 194,437 1132810 973,723 1464120 1403357 281,918 342,682 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -30,404) -7,217 437 -4,900 -14,016 -24,383 -26,132 -28,846 -4,272 -1,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 13.5 11.1 64.9 55.8 83.9 80.4 16.1 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 40 60 66 128 139 208 225 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,208,462 COMMITMENTS 240,073 61,307 68,878 714,096 823,303 1023048 953,488 185,414 254,974 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 48,254) 4,860 -14,332 5,815 33,857 55,179 44,532 46,662 3,722 1,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 5.1 5.7 59.1 68.1 84.7 78.9 15.3 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 36 25 32 95 93 144 137 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 826,707 COMMITMENTS 116,629 37,937 295,479 381,439 444,382 793,547 777,798 33,160 48,908 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 31,391) -9,701 -3,958 21,062 18,478 10,411 29,839 27,514 1,552 3,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 4.6 35.7 46.1 53.8 96.0 94.1 4.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 26 23 31 51 52 95 90 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 47,149 COMMITMENTS 16,100 5,025 654 23,177 36,446 39,931 42,126 7,218 5,024 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,923) 1,027 1,841 118 1,201 -204 2,345 1,754 577 1,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 10.7 1.4 49.2 77.3 84.7 89.3 15.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 30 17 6 30 34 63 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 94,299 COMMITMENTS 32,200 10,051 1,308 46,354 72,893 79,862 84,252 14,437 10,047 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 5,845) 2,054 3,681 236 2,401 -409 4,691 3,509 1,154 2,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 10.7 1.4 49.2 77.3 84.7 89.3 15.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 30 17 6 30 34 63 54 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 5,092 COMMITMENTS 3,464 1,776 37 1,510 3,260 5,011 5,073 81 19 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 27) 228 0 0 -14 22 214 22 -187 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.0 34.9 0.7 29.7 64.0 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 5 1 1 3 13 9 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,645 COMMITMENTS 1,448 1,594 17 13,095 12,809 14,560 14,420 85 225 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 535) -127 -148 17 746 790 636 659 -101 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 10.9 0.1 89.4 87.5 99.4 98.5 0.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 9 1 9 14 12 23 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 48,263 COMMITMENTS 3,213 1,934 0 44,480 45,908 47,693 47,842 570 421 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 5,709) 583 210 0 4,638 5,516 5,221 5,726 488 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 4.0 0.0 92.2 95.1 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 9 0 7 17 10 26
Updated January 21, 2011