Spreadsheet: 71b9a756-2146-4c76-93cb-a20b6a47b961
Sheet: Unadjusted Open Interest

Commodity Information |  |  |  | Referenced Contract Month-End Open Interest for 2010 Calendar Months (delta-adjusted ; not adjusted by a size conversion factor)*
Contract | Exchange | [NAME] | Core Futures Contract Size Conversion Factor | Jan. | Feb. | Mar. | Apr. | May | Jun. | Jul. | Aug. | Sep. | Oct. | Nov. | Dec.
Agricultural Contracts
Cocoa | ICE US | Cocoa Futures | 1 | 154567 | 132399 | 146268 | 141879 | 139349 | 130596 | 136741 | 131395 | 143201 | 154467 | 139335 | 155054
 | NYMEX | Cocoa Futures | 1 | 15 | 10 | 7 | 12 | 8 | 13 | 14 | 9 | 22 | 21 | 17 | 25
Coffee | ICE US | Coffee C Futures | 1 | 159155 | 150605 | 163693 | 175483 | 181879 | 235714 | 241004 | 196270 | 200310 | 229336 | 175803 | 209312
 | ICE US | Cleared Only Coffee C Swap | 1 | 0 | 0 | 2 | 0 | 0 | 2150 | 2932 | 4266 | 1236 | 0 | 0 | 0
 | NYMEX | Coffee Futures | 1 | 15 | 11 | 12 | 14 | 9 | 10 | 15 | 12 | 19 | 14 | 8 | 10
Corn | CBOT | Corn Futures | 1 | 1468989 | 1386503 | 1516369 | 1531851 | 1610287 | 1443872 | 1645477 | 1822805 | 2102978 | 2488996 | 2043404 | 2246078
 | CBOT | Mini-sized Corn Futures | 0.2 | 9876 | 7597 | 7907 | 9000 | 9959 | 8153 | 12092 | 15131 | 20201 | 21845 | 13866 | 17299
 | CBOT | Corn Calendar Swaps | 1 | 1068 | 1579 | 2212 | 2607 | 2265 | 3819 | 2553 | 3213 | 5667 | 6989 | 7146 | 6241
Cotton No. 2 | ICE US | Cotton No. 2 Futures | 1 | 236071 | 252514 | 284034 | 272729 | 270416 | 218502 | 241984 | 318896 | 395394 | 437391 | 333790 | 367002
 | NYMEX | Cotton Futures | 1 | 6 | 28 | 31 | 14 | 28 | 7 | 6 | 8 | 36 | 183 | 22 | 59
[NAME] | CME | Feeder Cattle Futures | 1 | 39412 | 40173 | 47132 | 49182 | 36765 | 41010 | 42667 | 41818 | 37149 | 28602 | 40972 | 53921
[NAME] Juice | ICE US | FCOJ-A Futures | 1 | 48702 | 41469 | 41901 | 38910 | 40384 | 38673 | 38389 | 32911 | 45680 | 34592 | 36684 | 39243
[NAME] | CME | Lean Hogs Futures | 1 | 218696 | 207121 | 226867 | 256914 | 236476 | 224695 | 243966 | 248105 | 268439 | 230507 | 229552 | 228793
Live Cattle | CME | Live Cattle Futures | 1 | 347212 | 373777 | 457552 | 449504 | 432912 | 391175 | 417485 | 439303 | 439752 | 402165 | 447790 | 408869
Milk Class III | CME | Class III Milk Futures | 1 | 44182 | 47638 | 49723 | 41869 | 46068 | 41802 | 32722 | 37563 | 37999 | 41023 | 44646 | 40962
Oats | CBOT | Oat Futures | 1 | 15618 | 15685 | 19039 | 17498 | 19889 | 14121 | 11999 | 11101 | 14079 | 15573 | 12689 | 13155
Rough [NAME] | CBOT | Rough Rice Futures | 1 | 16289 | 16221 | 18620 | 17080 | 16573 | 15107 | 18843 | 20133 | 20162 | 21227 | 20061 | 20465
Soybeans | CBOT | Soybean Futures | 1 | 599351 | 526373 | 571314 | 601023 | 603354 | 555411 | 606342 | 659521 | 812457 | 806491 | 907072 | 923788
 | CBOT | Mini-sized Soybean | 0.2 | 15740 | 13438 | 17624 | 18540 | 18424 | 17357 | 22966 | 26390 | 28323 | 19669 | 22517 | 22712
 | CBOT | Soybean Calendar Swaps | 1 | 105 | 371 | 586 | 586 | 761 | 556 | 445 | 495 | 458 | 538 | 443 | 443
Soybean Meal | CBOT | Soybean Meal Futures | 1 | 205277 | 221768 | 224029 | 218832 | 194112 | 206663 | 217485 | 234433 | 231572 | 250464 | 227793 | 228906
Soybean Oil | CBOT | Soybean Oil Futures | 1 | 288579 | 316310 | 322956 | 311778 | 370565 | 336179 | 334370 | 313603 | 394478 | 456590 | 398807 | 439110
Sugar No. 11 | ICE US | Sugar No. 11 Futures | 1 | 1363274 | 1001620 | 994976 | 823480 | 903032 | 727850 | 827114 | 877084 | 815022 | 924372 | 936194 | 1029929
 | ICE US | Cleared Only Sugar No. 11 Swap | 1 | 5353 | 6356 | 10633 | 9642 | 10586 | 10683 | 12203 | 12016 | 10447 | 11347 | 13272 | 13522
 | NYMEX | Sugar No. 11 Futures | 1 | 73 | 32 | 476 | 395 | 134 | 87 | 60 | 278 | 243 | 24 | 138 | 44
Sugar No. 16 | ICE US | Sugar No. 16 Futures | 1 | 14108 | 13035 | 13670 | 12749 | 12802 | 11767 | 11461 | 11678 | 12725 | 12668 | 11391 | 11309
Wheat (CBOT) | CBOT | Wheat Futures | 1 | 513283 | 489867 | 544054 | 525301 | 590991 | 523461 | 642035 | 578381 | 622592 | 681685 | 525597 | 600445
 | CBOT | Mini-sized Wheat | 0.2 | 2068 | 1680 | 1876 | 1797 | 1843 | 1302 | 3501 | 4320 | 4836 | 5774 | 5320 | 5664
 | CBOT | Wheat Calendar Swap Futures | 1 | 300 | 150 | 0 | 20 | 70 | 70 | 555 | 470 | 610 | 660 | 725 | 670
 | MGE | Soft Red Winter Wheat Index | 1 | 2013 | 2217 | 2113 | 1867 | 1873 | 1796 | 332 | 284 | 264 | 264 | 264 | 0
Wheat, Hard Red Spring | MGE | Hard Red Spring Wheat Options | 1 | 45846 | 41521 | 43636 | 42145 | 49104 | 52031 | 60806 | 59955 | 64407 | 68863 | 64470 | 72170
 | MGE | Hard Red Spring Wheat Index | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Wheat, Hard Winter | KCBT | Hard Red Winter Wheat Futures | 1 | 154699 | 139657 | 157708 | 153716 | 170373 | 165155 | 210141 | 206781 | 220780 | 247430 | 216648 | 228823
 | MGE | Hard Red Winter Wheat Index | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Base Metals Contracts
Copper Grade #1 | COMEX | Copper Futures | 1 | 137857 | 124872 | 147923 | 148076 | 126852 | 131364 | 138846 | 134538 | 148976 | 161789 | 148391 | 167063
 | COMEX | E-mini Copper Futures | 0.5 | 62 | 52 | 82 | 60 | 65 | 70 | 87 | 55 | 96 | 94 | 82 | 166
Precious Metals Contracts
Gold | COMEX | Gold Futures | 1 | 626637 | 633344 | 612096 | 731370 | 740446 | 826870 | 696675 | 781195 | 839813 | 886528 | 804955 | 805974
 | COMEX | COMEX miNY Gold Futures | 0.5 | 3078 | 3094 | 3056 | 2977 | 3727 | 3775 | 3672 | 3701 | 3723 | 3664 | 3833 | 4137
 | COMEX | E-Mini Gold Futures | 0.33 | 57 | 68 | 42 | 117 | 60 | 84 | 48 | 74 | 54 | 125 | 61 | 96
 | COMEX | E-Micro Gold Futures | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 306 | 362 | 757
 | NYSE Liffe | 100 Ounce Gold Futures | 1 | 2252 | 3241 | 2750 | 3309 | 2944 | 3393 | 2617 | 2776 | 2488 | 2550 | 2523 | 2747
 | NYSE Liffe | 33.2 Ounce Mini Gold Futures | 0.332 | 3940 | 4979 | 4412 | 5289 | 5134 | 8013 | 5587 | 5594 | 5979 | 5016 | 3892 | 5000
Palladium | NYMEX | Palladium Futures | 1 | 23070 | 21801 | 23287 | 24440 | 21566 | 20475 | 20366 | 20257 | 25639 | 28898 | 24376 | 25441
Platinum | NYMEX | Platinum Futures | 1 | 34509 | 34852 | 38534 | 37828 | 30389 | 29558 | 30386 | 31035 | 37995 | 38930 | 35020 | 39893
Silver | COMEX | Silver Futures | 1 | 151258 | 131300 | 140816 | 152062 | 155308 | 154630 | 143809 | 159078 | 192595 | 210749 | 174328 | 184911
 | COMEX | COMEX miNY Silver Futures | 0.5 | 164 | 45 | 65 | 65 | 169 | 77 | 83 | 48 | 80 | 226 | 314 | 438
 | COMEX | E-mini Silver Futures | 0.2 | 36 | 25 | 21 | 28 | 25 | 11 | 40 | 18 | 43 | 50 | 34 | 5
 | NYSE Liffe | 5,000 Ounce Silver Futures | 1 | 1508 | 1545 | 1539 | 1457 | 1637 | 1463 | 1532 | 1340 | 1499 | 1555 | 1402 | 1337
 | NYSE Liffe | 1,000 Ounce Mini Silver Futures | 0.2 | 3821 | 3030 | 3516 | 3136 | 3107 | 2703 | 3626 | 2780 | 3338 | 3010 | 3955 | 4630
Energy Contracts
Crude Oil, Light [NAME] ("WTI") | NYMEX | Light Sweet Crude Oil Futures | 1 | 2613971 | 2529083 | 2625752 | 2875655 | 2761325 | 2602427 | 2531584 | 2656537 | 2709023 | 2733730 | 2389568 | 2518226
 | NYMEX | E-mini Crude Oil Futures | 0.5 | 7290 | 6615 | 6658 | 7712 | 5371 | 3955 | 5308 | 8422 | 7429 | 8204 | 5436 | 7007
 | NYMEX | WTI Calendar Swap Futures | 1 | 223617 | 226107 | 226251 | 239901 | 246539 | 255533 | 239726 | 246576 | 244312 | 250132 | 248578 | 246059
 | NYMEX | WTI Look-Alike Option | 1 | 149444 | 141481 | 148117 | 170895 | 147071 | 136928 | 132902 | 135718 | 137114 | 143690 | 113860 | 127012
 | NYMEX | WTI Average Price Option | 1 | 567300 | 569090 | 618378 | 681769 | 621382 | 631044 | 613816 | 595746 | 601965 | 579093 | 567973 | 563925
 | NYMEX | Crude Oil Financial Futures | 1 | 133861 | 129578 | 127137 | 132822 | 123445 | 117519 | 118070 | 111482 | 105804 | 106119 | 84939 | 87880
 | NYMEX | Daily Crude Oil Option | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | NYMEX | NYME Crude Oil Backwardation/Contango (B/C) Index | 0.2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | NYMEX | NYME Crude Oil MACI Index | 0.2 | 6195 | 6195 | 6195 | 6195 | 6195 | 5200 | 5200 | 5200 | 5200 | 5200 | 3400 | 0
 | NYMEX | Crude Oil Last Day Financial Futures | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | NYMEX | Crude Oil Option on Quarterly Futures Strip | 3 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | NYMEX | Crude Oil Option on Calendar Strip | 12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 6 | 5 | 0
 | NYMEX | Daily WTI Calendar Swap Futures | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | ICE Europe | ICE WTI Light Sweet Crude Oil Futures** | 1 | 503009 | 494094 | 521623 | 544564 | 533108 | 486251 | 481395 | 481077 | 526091 | 522660 | 488684 | 572188
Gasoline Blendstock (RBOB) | NYMEX | RBOB Gasoline Futures | 1 | 283429 | 300712 | 358638 | 355098 | 275789 | 265415 | 282117 | 273077 | 273354 | 305710 | 296240 | 293177
 | NYMEX | RBOB Gasoline Financial Futures | 1 | 3001 | 4260 | 4482 | 6002 | 3701 | 3277 | 2502 | 351 | 387 | 1490 | 1455 | 3156
 | NYMEX | RBOB Gasoline Calendar Swap Futures | 1 | 23878 | 23500 | 29641 | 31063 | 30286 | 30963 | 30798 | 28159 | 24345 | 24644 | 23716 | 20766
 | NYMEX | E-mini RBOB Gasoline Futures | 0.5 | 7 | 8 | 23 | 24 | 12 | 9 | 9 | 10 | 9 | 8 | 8 | 8
 | NYMEX | RBOB Gasoline Look-Alike European Option | 1 | 619 | 328 | 1279 | 1549 | 22 | 0 | 0 | 0 | 0 | 0 | 4 | 12
 | NYMEX | RBOB Gasoline Average Price Option | 1 | 7822 | 8049 | 11327 | 18649 | 18577 | 21465 | 20602 | 16888 | 17558 | 15058 | 14509 | 15748
 | NYMEX | RBOB Gasoline BALMO Swap Futures | 1 | 167 | 253 | 641 | 616 | 549 | 1288 | 58 | 1238 | 466 | 517 | 255 | 134
 | NYMEX | RBOB Gasoline Last Day Financial Futures | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | ICE Europe | ICE NYH (RBOB) Gasoline Futures** | 1 | 95 | 97 | 47 | 1 | 3 | 0 | 25 | 0 | 0 | 1 | 0 | 0
Natural Gas | NYMEX | Henry Hub Natural Gas Futures | 1 | 937681 | 965970 | 972854 | 999342 | 966470 | 895033 | 900174 | 920071 | 877038 | 870617 | 838078 | 841934
 | NYMEX | E-mini Natural Gas Futures | 0.25 | 4540 | 4687 | 4547 | 4289 | 4021 | 2962 | 3931 | 4953 | 5465 | 4477 | 5857 | 7074
 | NYMEX | [NAME] | 1 | 1562620 | 1543828 | 1648203 | 1635551 | 1624681 | 1688488 | 1635838 | 1714471 | 1643125 | 1675005 | 1705943 | 1626631
 | NYMEX | Daily Natural Gas Option | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | NYMEX | [NAME] Last Day Financial Futures | 1 | 5578 | 5627 | 6138 | 5948 | 7287 | 7471 | 7424 | 7832 | 8142 | 8797 | 8303 | 7532
 | NYMEX | [NAME] Penultimate Financial Futures | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | NYMEX | Natural Gas Option on Calendar Futures Strip | 3 | 130 | 134 | 301 | 336 | 558 | 705 | 1208 | 1739 | 1619 | 1763 | 1522 | 591
 | NYMEX | Natural Gas Option on Summer Futures Strip | 1.75 | 447 | 561 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | NYMEX | Natural Gas Option on Winter Futures Strip | 1.25 | 0 | 0 | 0 | 0 | 0 | 0 | 12 | 845 | 1445 | 0 | 0 | 0
 | NYMEX | [NAME] | 0.25 | 2879348 | 2894537 | 2882867 | 2817111 | 2787556 | 2637374 | 2700581 | 2665426 | 2625551 | 2615647 | 2571930 | 2483515
 | NYMEX | [NAME] | 0.25 | 925994 | 939000 | 970573 | 962986 | 921299 | 955356 | 963860 | 1008742 | 878857 | 915519 | 955427 | 920291
 | ICE OTC | Henry Financial LD1 Fixed Price** | 0.25 | 3731495 | 3736291 | 3902796 | 4092829 | 4168000 | 4093226 | 3979424 | 3764325 | 3774652 | 3875419 | 3847005 | 3961715
 | ICE OTC | Henry Financial Penultimate Fixed Price** | 0.25 | 714688 | 712590 | 762303 | 795638 | 803395 | 884054 | 908870 | 1039783 | 1124751 | 1384455 | 1518461 | 1594730
No. 2 Heating Oil, New York Harbor | NYMEX | New York Harbor No. 2 Heating Oil Futures | 1 | 353791 | 350772 | 381436 | 391831 | 361752 | 388329 | 383142 | 415259 | 445929 | 425947 | 374644 | 378088
 | NYMEX | Heating Oil Average Price Option | 1 | 66327 | 67744 | 87936 | 105445 | 108750 | 122825 | 121180 | 105726 | 114437 | 101526 | 99413 | 107854
 | NYMEX | Heating Oil Look-Alike Option | 1 | 1324 | 1256 | 1332 | 1336 | 1087 | 1011 | 917 | 833 | 910 | 870 | 533 | 496
 | NYMEX | E-mini Heating Oil Futures | 0.5 | 29 | 31 | 33 | 39 | 36 | 29 | 27 | 18 | 22 | 15 | 14 | 17
 | NYMEX | Heating Oil Financial Futures | 1 | 11925 | 11282 | 10027 | 9468 | 7565 | 6596 | 7082 | 5870 | 5689 | 5628 | 3194 | 5721
 | NYMEX | Heating Oil Calendar Swap Futures | 1 | 38742 | 40963 | 46413 | 48994 | 49281 | 44662 | 41391 | 39457 | 35961 | 33665 | 30054 | 23829
 | NYMEX | Heating Oil BALMO Swap Futures | 1 | 0 | 0 | 0 | 19 | 0 | 0 | 0 | 0 | 0 | 0 | 20 | 100
 | NYMEX | Heating Oil Last Day Financial Futures | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | ICE Europe | ICE Heating Oil Futures** | 1 | 2331 | 1873 | 4361 | 5109 | 3282 | 3521 | 4289 | 5765 | 4281 | 3747 | 1255 | 2158
* These open interest figures have been rounded to the nearest whole number for display purposes.  All calculations were performed with a greater degree of precision than displayed, which may result in slight differences when replicating 2010 averages.
** The April and May open interest figures for these contracts use trading dates April 29 and May 27 instead of April 30 and May 28 since the exchange was unable to publish open interest for the last U.S. trading date in those months.