WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 626,895 COMMITMENTS 107,600 87,501 143,551 318,907 328,812 570,058 559,864 56,837 67,031 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -71,363) -10,440 2,848 -46,087 -15,007 -25,457 -71,535 -68,696 173 -2,666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 14.0 22.9 50.9 52.5 90.9 89.3 9.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455) 158 132 187 102 138 369 367 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,342,713 COMMITMENTS 513,780 105,268 668,682 912,533 1245958 2094995 2019908 247,718 322,806 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -230,796) -10,995 -6,669 -205,666 -23,048 -34,869 -239,709 -247,204 8,913 16,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 4.5 28.5 39.0 53.2 89.4 86.2 10.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 931) 282 155 327 299 415 732 789 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,593 COMMITMENTS 5,012 110 1,118 5,618 13,051 11,748 14,279 3,845 1,313 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -140) -40 -72 -132 212 192 39 -13 -180 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 0.7 7.2 36.0 83.7 75.3 91.6 24.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 21 6 9 14 13 43 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 863,916 COMMITMENTS 172,284 39,381 273,705 345,395 446,328 791,385 759,414 72,531 104,501 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -139,905) -26,916 -2,007 -92,579 -16,284 -44,990 -135,779 -139,576 -4,126 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 4.6 31.7 40.0 51.7 91.6 87.9 8.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591) 200 109 235 156 225 477 492 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,684 COMMITMENTS 20,743 1,708 483 24 5,231 21,250 7,422 2,434 16,262 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -2,932) -3,291 -2,629 350 0 20 -2,941 -2,259 9 -673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.6 7.2 2.0 0.1 22.1 89.7 31.3 10.3 68.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 17 6 9 1 14 19 28 SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,812 COMMITMENTS 483 7,850 1,874 7,996 894 10,353 10,618 459 194 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 774) -64 225 297 554 260 787 781 -13 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 72.6 17.3 74.0 8.3 95.8 98.2 4.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 6 6 9 7 18 14 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 439,190 COMMITMENTS 86,950 37,492 82,167 227,510 286,857 396,626 406,516 42,564 32,674 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -50,958) -13,298 1,989 -27,692 -12,562 -30,544 -53,551 -56,247 2,593 5,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 8.5 18.7 51.8 65.3 90.3 92.6 9.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 87 69 100 69 78 217 208 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 710,660 COMMITMENTS 66,908 114,240 25,313 436,354 380,987 528,575 520,540 182,085 190,120 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 40,591) 16,179 21,737 -18,813 2,421 22,999 -213 25,923 40,804 14,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 16.1 3.6 61.4 53.6 74.4 73.2 25.6 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 22 33 26 75 68 111 114 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 332,605 COMMITMENTS 43,620 63,615 4,976 211,062 207,120 259,658 275,711 72,947 56,893 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 5,902) 392 2,756 2,757 -3,272 -6,687 -122 -1,174 6,025 7,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 19.1 1.5 63.5 62.3 78.1 82.9 21.9 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 13 6 32 28 41 43 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,802 COMMITMENTS 719 555 435 6,422 6,536 7,576 7,526 226 276 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 355) 126 148 25 194 246 345 419 10 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 7.1 5.6 82.3 83.8 97.1 96.5 2.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 5 6 21 26 30 33 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 241,659 COMMITMENTS 50,479 23,695 43,271 109,023 151,414 202,772 218,380 38,887 23,279 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -21,865) -4,773 3,841 -10,849 -1,967 -17,350 -17,589 -24,358 -4,277 2,493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 9.8 17.9 45.1 62.7 83.9 90.4 16.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 57 35 55 76 69 172 135 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,822 COMMITMENTS 9,172 2,549 2,387 7,503 20,722 19,061 25,658 7,761 1,164 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -949) -911 -131 -42 169 -619 -784 -793 -166 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 9.5 8.9 28.0 77.3 71.1 95.7 28.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 58 17 19 28 23 101 53 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,014,127 COMMITMENTS 197,892 231,203 43,169 669,315 587,359 910,376 861,731 103,751 152,396 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 50,595) 16,708 21,802 3,067 18,636 24,656 38,411 49,525 12,184 1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 22.8 4.3 66.0 57.9 89.8 85.0 10.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 28 55 33 92 114 140 182 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,820,681 COMMITMENTS 172,979 298,667 135,914 1211671 1002943 1520565 1437525 300,116 383,156 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -266,878) 298 13,414 -141,897 -152,478 -166,482 -294,076 -294,965 27,198 28,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 16.4 7.5 66.6 55.1 83.5 79.0 16.5 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 44 48 57 122 133 191 213 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,411,692 COMMITMENTS 318,486 124,330 84,772 814,889 890,052 1218147 1099153 193,546 312,539 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -128,540) -391 -15,854 -40,948 -99,149 -65,794 -140,488 -122,596 11,948 -5,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 8.8 6.0 57.7 63.0 86.3 77.9 13.7 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 37 37 37 95 99 145 160 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 836,962 COMMITMENTS 103,871 47,693 265,422 422,837 467,322 792,130 780,436 44,832 56,526 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 20,750) -3,799 4,421 13,715 5,052 -7,759 14,968 10,377 5,782 10,373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 5.7 31.7 50.5 55.8 94.6 93.2 5.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 32 26 37 58 54 108 101 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 59,860 COMMITMENTS 16,361 5,620 3,553 31,132 42,479 51,047 51,652 8,813 8,208 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -583) -585 1,586 369 66 -2,274 -150 -319 -432 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 9.4 5.9 52.0 71.0 85.3 86.3 14.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 29 16 14 38 34 76 59 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 11,854 COMMITMENTS 3,326 753 0 6,582 8,839 9,908 9,592 1,946 2,262 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 296) 276 240 0 8 0 284 240 12 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 6.4 0.0 55.5 74.6 83.6 80.9 16.4 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 3 0 7 8 13 11 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 96,012 COMMITMENTS 31,139 14,802 2,038 49,100 67,280 82,277 84,120 13,734 11,892 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -1,758) -818 3,596 -166 115 -4,549 -869 -1,119 -889 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 15.4 2.1 51.1 70.1 85.7 87.6 14.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 29 17 8 36 33 68 55 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 5,634 COMMITMENTS 3,804 2,184 37 1,721 3,384 5,562 5,605 72 29 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 21) 21 27 0 0 -35 21 -8 0 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.5 38.8 0.7 30.5 60.1 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 13 4 1 1 3 14 8 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,635 COMMITMENTS 530 1,501 255 13,788 12,629 14,573 14,385 62 250 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 205) 335 59 255 -385 -140 205 174 0 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 10.3 1.7 94.2 86.3 99.6 98.3 0.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 7 1 9 15 11 23 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 47,125 COMMITMENTS 1,316 948 0 45,361 46,064 46,677 47,012 448 113 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -2,191) 1,125 -61 -16 -3,371 -2,045 -2,262 -2,122 71 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.0 0.0 96.3 97.7 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 5 0 7 17 11 22
Updated February 25, 2011