WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 642,134 COMMITMENTS 96,384 72,728 182,927 316,906 322,948 596,217 578,603 45,917 63,531 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 16,271) 4,779 -4,676 8,308 3,460 12,098 16,548 15,731 -277 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 11.3 28.5 49.4 50.3 92.8 90.1 7.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468) 150 145 204 112 141 380 395 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,455,167 COMMITMENTS 451,074 101,041 818,558 960,865 1225937 2230497 2145536 224,670 309,630 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 206,233) 47,684 7,620 109,372 37,714 66,692 194,771 183,685 11,462 22,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 4.1 33.3 39.1 49.9 90.8 87.4 9.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 918) 277 155 309 307 430 710 792 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,797 COMMITMENTS 2,633 358 1,539 8,219 12,388 12,391 14,285 3,406 1,512 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 54) 592 -171 -629 125 1,012 87 212 -34 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 2.3 9.7 52.0 78.4 78.4 90.4 21.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 18 4 7 21 15 41 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 898,833 COMMITMENTS 165,804 37,457 305,080 356,962 461,997 827,846 804,534 70,987 94,299 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 16,051) 7,144 3,849 2,250 1,284 10,764 10,678 16,863 5,373 -812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 4.2 33.9 39.7 51.4 92.1 89.5 7.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577) 225 106 231 141 211 467 473 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,086 COMMITMENTS 22,710 2,634 593 17 5,585 23,320 8,812 2,766 17,274 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 1,121) 750 606 222 -4 -218 968 610 153 511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.1 10.1 2.3 0.1 21.4 89.4 33.8 10.6 66.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 22 6 6 1 15 23 27 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,989 COMMITMENTS 988 9,589 1,582 8,802 518 11,372 11,690 617 300 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -660) 384 -701 112 -1,041 -123 -544 -712 -115 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 80.0 13.2 73.4 4.3 94.9 97.5 5.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 6 7 14 7 27 15 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 470,843 COMMITMENTS 104,623 37,940 114,804 213,401 292,855 432,827 445,599 38,016 25,244 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 25,311) 15,658 3,885 8,443 -935 13,146 23,165 25,474 2,146 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 8.1 24.4 45.3 62.2 91.9 94.6 8.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 108 60 106 74 79 240 210 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 653,916 COMMITMENTS 71,978 120,002 33,435 409,139 325,550 514,552 478,987 139,364 174,929 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 3,175) -2,740 25,845 1,365 9,992 -27,591 8,617 -382 -5,442 3,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 18.4 5.1 62.6 49.8 78.7 73.2 21.3 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 25 39 34 79 69 123 123 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 329,049 COMMITMENTS 42,527 59,475 1,310 218,809 226,914 262,646 287,698 66,403 41,351 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 7,349) -1,435 2,822 180 7,571 7,508 6,317 10,510 1,033 -3,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 18.1 0.4 66.5 69.0 79.8 87.4 20.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 11 3 33 32 39 45 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,416 COMMITMENTS 600 369 775 5,517 5,900 6,892 7,044 524 372 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -178) 34 92 114 -398 -405 -250 -199 72 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 5.0 10.5 74.4 79.6 92.9 95.0 7.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 4 6 19 21 29 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 256,611 COMMITMENTS 49,470 27,886 49,439 113,670 153,941 212,580 231,267 44,031 25,344 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 4,965) -2,125 2,996 -1,270 4,887 14 1,493 1,740 3,472 3,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 10.9 19.3 44.3 60.0 82.8 90.1 17.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 62 37 57 74 72 170 144 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,533 COMMITMENTS 7,634 3,344 2,622 9,125 18,942 19,381 24,908 7,152 1,626 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 110) 351 94 -199 -79 373 73 268 37 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 12.6 9.9 34.4 71.4 73.0 93.9 27.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 57 17 22 30 23 97 58 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,057,149 COMMITMENTS 184,266 172,005 70,733 704,416 650,620 959,415 893,358 97,734 163,790 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 81,931) -52,411 43,862 2,240 138,728 21,098 88,558 67,201 -6,626 14,731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 16.3 6.7 66.6 61.5 90.8 84.5 9.2 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 32 58 38 102 122 158 194 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,993,458 COMMITMENTS 203,880 271,444 230,273 1273764 1077026 1707917 1578743 285,541 414,715 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 40,908) 1,934 55,485 212 36,297 -39,963 38,443 15,735 2,465 25,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 13.6 11.6 63.9 54.0 85.7 79.2 14.3 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 43 72 71 130 150 218 248 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,432,024 COMMITMENTS 249,880 123,296 84,955 899,026 907,947 1233861 1116198 198,162 315,826 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 52,434) -20,182 -8,861 663 85,295 24,887 65,776 16,689 -13,341 35,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 8.6 5.9 62.8 63.4 86.2 77.9 13.8 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 24 43 33 100 106 146 160 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 957,084 COMMITMENTS 103,389 68,139 322,975 478,162 501,429 904,527 892,544 52,557 64,540 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -6,317) -14,311 7,991 2,729 -12,667 -35,385 -24,250 -24,665 17,933 18,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 7.1 33.7 50.0 52.4 94.5 93.3 5.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 31 28 44 61 66 114 123 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,333 COMMITMENTS 26,447 5,000 873 26,151 46,157 53,471 52,030 6,862 8,302 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 94) 2,337 549 -95 234 -2,794 2,476 -2,340 -2,382 2,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.8 8.3 1.4 43.3 76.5 88.6 86.2 11.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 30 11 7 30 33 62 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 120,665 COMMITMENTS 52,895 10,001 1,745 52,302 92,315 106,942 104,061 13,723 16,605 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 188) 4,673 1,098 -190 469 -5,588 4,952 -4,680 -4,764 4,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.8 8.3 1.4 43.3 76.5 88.6 86.2 11.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 30 11 7 30 33 62 49 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,886 COMMITMENTS 5,594 1,669 37 1,674 5,680 7,305 7,386 1,581 1,500 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -793) -725 -1,411 0 -74 642 -799 -769 6 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.0 18.8 0.4 18.8 63.9 82.2 83.1 17.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 4 1 1 4 13 9 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,225 COMMITMENTS 650 1,353 7 10,440 9,606 11,097 10,966 128 259 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -697) 377 88 -4 -1,116 -780 -743 -696 46 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 12.1 0.1 93.0 85.6 98.9 97.7 1.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 9 1 6 14 8 24 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 28,465 COMMITMENTS 1,205 1,536 0 26,975 26,697 28,180 28,233 285 232 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -15) 46 -217 0 -186 109 -140 -108 125 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 5.4 0.0 94.8 93.8 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 5 0 7 15 10 20
Updated April 8, 2011