WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 698,258 COMMITMENTS 118,040 84,653 189,639 333,914 354,269 641,593 628,561 56,665 69,697 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -24,665) -8,560 1,484 -12,823 687 -11,494 -20,696 -22,832 -3,969 -1,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 12.1 27.2 47.8 50.7 91.9 90.0 8.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487) 167 151 205 100 142 389 395 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,573,509 COMMITMENTS 524,775 111,937 874,348 935,581 1280827 2334704 2267112 238,805 306,398 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 62,867) -14,746 4,171 51,395 26,216 17,768 62,865 73,334 2 -10,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 4.3 34.0 36.4 49.8 90.7 88.1 9.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 963) 292 163 347 309 424 771 810 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,733 COMMITMENTS 5,053 183 1,250 5,406 12,859 11,709 14,292 4,024 1,441 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 105) 112 1 -324 -115 165 -327 -158 432 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 1.2 7.9 34.4 81.7 74.4 90.8 25.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 25 7 10 15 13 46 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,003,821 COMMITMENTS 199,200 41,388 366,285 361,679 491,318 927,164 898,990 76,657 104,831 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -5,494) -20,832 9,964 1,069 14,708 -22,132 -5,055 -11,099 -439 5,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 4.1 36.5 36.0 48.9 92.4 89.6 7.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636) 244 116 267 153 227 519 526 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,616 COMMITMENTS 24,034 4,337 133 24 5,211 24,191 9,681 2,425 16,935 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -190) -201 263 13 -2 82 -190 358 0 -548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 90.3 16.3 0.5 0.1 19.6 90.9 36.4 9.1 63.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 20 12 8 1 14 22 33 SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,038 COMMITMENTS 547 7,626 1,578 7,441 634 9,566 9,837 472 201 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 802) -194 733 183 854 -106 843 811 -42 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 76.0 15.7 74.1 6.3 95.3 98.0 4.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 6 6 9 7 17 14 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 490,148 COMMITMENTS 100,248 35,503 109,858 240,071 317,402 450,177 462,763 39,971 27,385 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -12,875) -13,209 10,907 -6,072 7,789 -23,386 -11,492 -18,551 -1,383 5,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 7.2 22.4 49.0 64.8 91.8 94.4 8.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 99 62 95 75 74 227 196 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 670,069 COMMITMENTS 50,729 92,502 44,126 433,933 357,988 528,789 494,616 141,281 175,453 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,911) -9,984 4,888 -3,494 18,181 -8,500 4,702 -7,106 -6,613 5,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 13.8 6.6 64.8 53.4 78.9 73.8 21.1 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 21 41 40 85 77 132 132 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 326,702 COMMITMENTS 43,228 60,859 2,219 214,333 213,807 259,780 276,885 66,922 49,817 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 11,512) 1,557 3,414 1,812 8,000 6,751 11,368 11,977 143 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 18.6 0.7 65.6 65.4 79.5 84.8 20.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 13 6 31 30 40 45 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,447 COMMITMENTS 593 407 410 6,228 6,290 7,231 7,107 216 340 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -294) -684 79 -8 415 -321 -277 -250 -17 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 5.5 5.5 83.6 84.5 97.1 95.4 2.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 5 20 25 27 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 263,524 COMMITMENTS 55,252 19,854 54,119 110,989 168,765 220,361 242,738 43,163 20,786 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,664) -6,295 5,342 -3,093 10,653 -4,611 1,265 -2,362 -2,930 697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 7.5 20.5 42.1 64.0 83.6 92.1 16.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 68 34 57 72 73 177 140 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,772 COMMITMENTS 10,082 2,680 2,429 7,333 21,342 19,845 26,451 7,927 1,321 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 622) 259 36 -95 231 692 394 633 227 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 9.6 8.7 26.4 76.8 71.5 95.2 28.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 71 18 23 28 24 112 59 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 963,532 COMMITMENTS 181,185 209,401 40,102 650,679 562,703 871,965 812,206 91,567 151,327 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 60,728) 28,166 30,313 10,988 27,296 15,238 66,450 56,539 -5,721 4,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 21.7 4.2 67.5 58.4 90.5 84.3 9.5 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 32 53 31 87 115 137 181 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,087,559 COMMITMENTS 172,681 285,253 277,811 1364149 1169425 1814641 1732490 272,918 355,070 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -48,015) 10,550 33,965 -47,936 10,411 -11,145 -26,974 -25,116 -21,041 -22,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 13.7 13.3 65.3 56.0 86.9 83.0 13.1 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 50 64 77 136 153 230 250 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,540,233 COMMITMENTS 318,877 140,184 125,719 914,039 955,846 1358635 1221749 181,598 318,483 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 67,567) -3,121 17,124 9,433 51,748 38,936 58,060 65,493 9,507 2,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 9.1 8.2 59.3 62.1 88.2 79.3 11.8 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 31 41 32 101 108 146 167 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 816,212 COMMITMENTS 107,670 43,271 251,707 417,785 475,081 777,162 770,059 39,050 46,152 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 48,132) -5,626 6,151 19,925 25,876 17,575 40,175 43,651 7,957 4,481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 5.3 30.8 51.2 58.2 95.2 94.3 4.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 31 24 36 59 57 106 102 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,443 COMMITMENTS 16,947 4,034 3,184 31,067 44,753 51,197 51,971 9,246 8,471 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,698) 1,514 -1,286 301 322 3,544 2,138 2,560 560 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 6.7 5.3 51.4 74.0 84.7 86.0 15.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 31 11 10 37 35 74 54 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 11,558 COMMITMENTS 3,050 513 0 6,574 8,839 9,624 9,352 1,934 2,206 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 766) 253 37 0 383 795 636 832 130 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 4.4 0.0 56.9 76.5 83.3 80.9 16.7 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 0 7 8 13 10 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 97,769 COMMITMENTS 31,957 11,206 2,204 48,985 71,829 83,146 85,239 14,623 12,531 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 3,863) 3,350 -1,819 -224 -122 5,499 3,004 3,456 860 407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 11.5 2.3 50.1 73.5 85.0 87.2 15.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 30 13 5 34 34 65 51 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 5,613 COMMITMENTS 3,783 2,157 37 1,721 3,419 5,541 5,613 72 0 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 149) 172 78 0 0 71 172 149 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.4 38.4 0.7 30.7 60.9 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 13 5 1 1 4 14 10 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,430 COMMITMENTS 195 1,442 0 14,173 12,769 14,368 14,211 62 219 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,272) -1,032 131 0 -220 -1,397 -1,252 -1,266 -20 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 10.0 0.0 98.2 88.5 99.6 98.5 0.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 7 0 9 15 11 22 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 49,316 COMMITMENTS 191 1,009 16 48,732 48,109 48,939 49,134 377 182 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -4,582) -1,424 -268 16 -3,310 -4,385 -4,718 -4,637 136 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.0 0.0 98.8 97.6 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 5 1 6 17 9 22
Updated February 18, 2011