WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 437,456 COMMITMENTS 103,601 83,493 82,689 214,061 213,268 400,351 379,450 37,105 58,006 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -11,781) -664 -1,055 -2,992 -4,197 -3,648 -7,853 -7,695 -3,928 -4,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 19.1 18.9 48.9 48.8 91.5 86.7 8.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 119 123 154 87 119 315 310 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,474,149 COMMITMENTS 483,845 111,234 172,978 659,850 937,056 1316673 1221268 157,476 252,881 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 21,157) 11,342 -5,011 17,494 -2,615 21,451 26,221 33,934 -5,064 -12,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 7.5 11.7 44.8 63.6 89.3 82.8 10.7 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 783) 246 106 190 241 339 576 581 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,129 COMMITMENTS 4,342 2,232 423 6,144 10,968 10,909 13,623 4,220 1,506 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 543) 284 128 145 -156 537 273 810 270 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 14.8 2.8 40.6 72.5 72.1 90.0 27.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 24 4 7 16 13 42 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 616,048 COMMITMENTS 201,702 48,956 79,328 266,005 384,516 547,035 512,800 69,013 103,248 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 19,601) 4,586 4,202 2,004 10,141 14,699 16,731 20,905 2,870 -1,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 7.9 12.9 43.2 62.4 88.8 83.2 11.2 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543) 201 84 144 130 191 409 382 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 25,143 COMMITMENTS 20,960 3,837 408 0 2,777 21,368 7,022 3,775 18,121 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -85) -375 -642 218 -2 64 -159 -360 74 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.4 15.3 1.6 0.0 11.0 85.0 27.9 15.0 72.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 17 5 9 0 7 18 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 293,887 COMMITMENTS 58,321 25,684 46,622 153,936 205,462 258,879 277,768 35,008 16,119 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 9,370) -3,733 2,216 -1,061 9,733 7,039 4,939 8,194 4,431 1,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 8.7 15.9 52.4 69.9 88.1 94.5 11.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 74 42 60 62 58 174 137 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,049,142 COMMITMENTS 226,874 205,645 12,499 662,155 642,802 901,528 860,946 147,614 188,196 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 15,653) 3,673 1,984 2,005 10,290 13,052 15,968 17,041 -315 -1,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 19.6 1.2 63.1 61.3 85.9 82.1 14.1 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 45 42 29 74 81 132 140 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 231,491 COMMITMENTS 63,611 14,730 17,715 110,316 181,342 191,642 213,787 39,849 17,704 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -1,378) -702 -677 -1,500 1,467 2,602 -735 425 -643 -1,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 6.4 7.7 47.7 78.3 82.8 92.4 17.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 72 24 34 71 58 158 106 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,946 COMMITMENTS 8,174 291 1,403 7,216 18,370 16,793 20,064 4,153 882 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 701) 141 7 303 7 409 451 719 250 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 1.4 6.7 34.5 87.7 80.2 95.8 19.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 35 4 11 28 19 67 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,330,394 COMMITMENTS 365,983 367,365 19,645 804,000 831,977 1189628 1218987 140,766 111,407 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 28,269) 8,311 20,269 6,877 10,160 1,211 25,348 28,357 2,921 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 27.6 1.5 60.4 62.5 89.4 91.6 10.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 66 44 25 101 88 176 149 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,573,682 COMMITMENTS 588,565 446,391 96,211 1587545 1636581 2272321 2179183 301,361 394,499 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -12,781) 6,827 -16,884 -3,212 18,718 56,930 22,333 36,834 -35,114 -49,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 17.3 3.7 61.7 63.6 88.3 84.7 11.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 51 79 43 115 136 188 237 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,181,380 COMMITMENTS 515,402 496,575 75,289 1342763 1352959 1933454 1924823 247,926 256,557 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 81,463) 68,511 -27,678 174 22,937 90,489 91,622 62,985 -10,159 18,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 22.8 3.5 61.6 62.0 88.6 88.2 11.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 49 49 34 97 88 165 153 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 353,991 COMMITMENTS 93,967 63,938 33,568 198,481 225,244 326,016 322,750 27,975 31,241 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 8,407) 6,292 4,710 -4,749 2,872 7,498 4,415 7,459 3,992 948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 18.1 9.5 56.1 63.6 92.1 91.2 7.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 30 24 28 45 54 89 95 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,825 COMMITMENTS 2,617 1,946 917 1,633 6,587 5,167 9,450 8,658 4,375 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -311) -393 -355 31 13 503 -349 179 38 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 14.1 6.6 11.8 47.6 37.4 68.4 62.6 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 5 2 4 6 12 13 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 31,969 COMMITMENTS 15,472 12,844 607 12,374 11,201 28,453 24,652 3,516 7,317 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -691) -216 23 -85 -111 -513 -412 -575 -279 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 40.2 1.9 38.7 35.0 89.0 77.1 11.0 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 18 19 8 13 8 37 29 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 92,228 COMMITMENTS 42,673 35,876 1,335 32,888 40,735 76,896 77,946 15,332 14,282 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -795) 237 3,063 -467 3,896 -594 3,666 2,002 -4,461 -2,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 38.9 1.4 35.7 44.2 83.4 84.5 16.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 45 38 10 18 20 67 64 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 53,885 COMMITMENTS 10,057 10,563 910 42,565 42,374 53,532 53,847 353 38 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -1,599) -1,526 -952 -135 99 -507 -1,562 -1,594 -37 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 19.6 1.7 79.0 78.6 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 11 19 4 18 10 30 32 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 02/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 16,011 COMMITMENTS 1,538 1,878 334 13,967 13,730 15,839 15,942 172 69 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -71) 700 -621 223 -991 327 -68 -71 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 11.7 2.1 87.2 85.8 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 6 2 9 8 17 15
Updated February 22, 2008