WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 449,237 COMMITMENTS 104,265 84,548 85,681 218,258 216,916 408,204 387,145 41,033 62,092 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -13,697) 3,659 8,643 -16,155 -2,868 191 -15,364 -7,321 1,667 -6,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 18.8 19.1 48.6 48.3 90.9 86.2 9.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 112 123 144 85 118 306 300 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,452,992 COMMITMENTS 472,503 116,245 155,484 662,465 915,605 1290452 1187334 162,540 265,658 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -1,570) 11,624 -1,728 -2,244 -7,574 5,013 1,806 1,041 -3,376 -2,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 8.0 10.7 45.6 63.0 88.8 81.7 11.2 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 772) 236 108 184 248 334 572 570 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,586 COMMITMENTS 4,058 2,104 278 6,300 10,431 10,636 12,813 3,950 1,773 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 202) 194 41 -182 -254 -171 -242 -312 444 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 14.4 1.9 43.2 71.5 72.9 87.8 27.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 22 4 5 16 13 39 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 596,447 COMMITMENTS 197,116 44,754 77,324 255,864 369,817 530,304 491,895 66,143 104,552 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 361) 2,884 4,715 -783 3,761 413 5,862 4,345 -5,501 -3,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 7.5 13.0 42.9 62.0 88.9 82.5 11.1 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522) 198 83 135 122 184 386 371 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 25,228 COMMITMENTS 21,335 4,479 190 2 2,713 21,527 7,382 3,701 17,846 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -144) 1,123 108 -40 0 -120 1,083 -52 -1,227 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.6 17.8 0.8 0.0 10.8 85.3 29.3 14.7 70.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 17 9 7 1 6 19 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 284,517 COMMITMENTS 62,054 23,468 47,683 144,203 198,423 253,940 269,574 30,577 14,943 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -2,590) 3,463 -51 -2,592 -760 -502 111 -3,145 -2,701 555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 8.2 16.8 50.7 69.7 89.3 94.7 10.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 69 36 58 60 56 165 130 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,033,489 COMMITMENTS 223,201 203,661 10,494 651,865 629,750 885,560 843,905 147,929 189,584 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -4,476) 18,787 -15,815 2,073 -17,595 3,669 3,265 -10,073 -7,741 5,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 19.7 1.0 63.1 60.9 85.7 81.7 14.3 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 42 42 30 74 81 130 140 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 232,869 COMMITMENTS 64,313 15,407 19,215 108,849 178,740 192,377 213,362 40,492 19,507 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 528) 3,006 -1,334 -453 -1,583 1,745 970 -42 -442 570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 6.6 8.3 46.7 76.8 82.6 91.6 17.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 73 20 35 70 58 159 106 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,245 COMMITMENTS 8,033 284 1,100 7,209 17,961 16,342 19,345 3,903 900 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 579) 169 -7 -187 605 796 587 602 -8 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 1.4 5.4 35.6 88.7 80.7 95.6 19.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 36 3 10 29 19 68 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,302,125 COMMITMENTS 357,672 347,096 12,768 793,840 830,766 1164280 1190630 137,845 111,495 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 71,167) 37,446 4,057 115 42,414 56,938 79,975 61,110 -8,808 10,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 26.7 1.0 61.0 63.8 89.4 91.4 10.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 68 47 21 98 90 175 150 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,586,463 COMMITMENTS 581,738 463,275 99,423 1568827 1579651 2249988 2142349 336,475 444,114 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 11,134) -15,445 -20,819 17,640 13,843 19,168 16,038 15,989 -4,904 -4,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 17.9 3.8 60.7 61.1 87.0 82.8 13.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 48 79 41 119 133 190 230 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,099,917 COMMITMENTS 446,891 524,253 75,115 1319826 1262470 1841832 1861838 258,085 238,079 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 59,568) 47,217 28,649 2,181 12,900 20,717 62,298 51,547 -2,730 8,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 25.0 3.6 62.9 60.1 87.7 88.7 12.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 49 49 31 94 89 161 152 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 345,584 COMMITMENTS 87,675 59,228 38,317 195,609 217,746 321,601 315,291 23,983 30,293 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 20,651) -2,504 12,771 3,499 16,293 4,463 17,288 20,733 3,363 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 17.1 11.1 56.6 63.0 93.1 91.2 6.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 27 20 26 45 53 87 87 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,136 COMMITMENTS 3,010 2,301 886 1,620 6,084 5,516 9,271 8,620 4,865 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -188) -324 105 -1 525 741 200 845 -388 -1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 16.3 6.3 11.5 43.0 39.0 65.6 61.0 34.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 6 2 4 6 13 13 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 32,660 COMMITMENTS 15,688 12,821 692 12,485 11,714 28,865 25,227 3,795 7,433 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 3,023) 2,038 67 549 257 1,878 2,844 2,494 179 529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 39.3 2.1 38.2 35.9 88.4 77.2 11.6 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 18 20 8 13 8 37 30 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 93,023 COMMITMENTS 42,436 32,813 1,802 28,992 41,329 73,230 75,944 19,793 17,079 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 7,067) 3,338 2,790 315 940 -119 4,593 2,986 2,474 4,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 35.3 1.9 31.2 44.4 78.7 81.6 21.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 45 37 11 20 19 68 64 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 55,484 COMMITMENTS 11,583 11,515 1,045 42,466 42,881 55,094 55,441 390 43 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 4) -552 870 188 384 -437 20 621 -16 -617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 20.8 1.9 76.5 77.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 11 18 4 17 11 29 32 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 16,082 COMMITMENTS 838 2,499 111 14,958 13,403 15,907 16,013 175 69 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 718) -448 596 0 1,104 116 656 712 62 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 15.5 0.7 93.0 83.3 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 6 1 8 8 14 15
Updated February 15, 2008