WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 362,266 COMMITMENTS 88,463 82,380 47,395 199,400 186,374 335,258 316,149 27,008 46,117 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -4,330) -2,978 3,990 914 -915 -8,279 -2,979 -3,375 -1,351 -955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 22.7 13.1 55.0 51.4 92.5 87.3 7.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 88 114 104 79 115 244 275 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,414,456 COMMITMENTS 467,064 116,403 169,581 640,113 893,663 1276758 1179647 137,698 234,809 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 9,805) 2,214 -15,385 -5,204 9,111 23,416 6,121 2,827 3,684 6,978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 8.2 12.0 45.3 63.2 90.3 83.4 9.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 818) 240 128 168 214 365 538 606 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,281 COMMITMENTS 4,483 614 149 8,395 14,564 13,027 15,327 3,254 954 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 614) 249 4 14 260 701 523 719 91 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 3.8 0.9 51.6 89.5 80.0 94.1 20.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 21 6 4 12 15 36 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 456,423 COMMITMENTS 144,657 32,470 49,128 211,775 292,751 405,560 374,349 50,863 82,074 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -1,493) -1,660 -5,994 -1,042 -2,219 4,895 -4,921 -2,141 3,428 648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 7.1 10.8 46.4 64.1 88.9 82.0 11.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465) 151 83 105 96 193 292 352 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 22,332 COMMITMENTS 18,706 2,458 976 2 3,679 19,684 7,113 2,648 15,219 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 343) 881 598 -673 0 267 208 192 135 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.8 11.0 4.4 0.0 16.5 88.1 31.9 11.9 68.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 15 9 10 1 10 18 27 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 260,445 COMMITMENTS 47,305 24,207 40,625 143,692 181,873 231,622 246,705 28,823 13,740 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 4,760) 4,983 -115 169 -3,342 6,392 1,810 6,446 2,950 -1,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 9.3 15.6 55.2 69.8 88.9 94.7 11.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 61 26 49 64 56 150 118 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 941,179 COMMITMENTS 162,164 155,550 11,971 655,850 593,157 829,985 760,678 111,194 180,501 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 25,161) 42,113 8,434 442 -6,692 21,437 35,863 30,313 -10,702 -5,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 16.5 1.3 69.7 63.0 88.2 80.8 11.8 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 34 45 32 67 79 118 139 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 194,921 COMMITMENTS 50,093 9,026 18,285 93,973 151,751 162,351 179,062 32,570 15,859 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -2,740) -870 -893 1,215 -5,673 -2,747 -5,328 -2,425 2,588 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 4.6 9.4 48.2 77.9 83.3 91.9 16.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 58 26 39 67 56 147 107 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,215 COMMITMENTS 4,962 909 1,042 9,293 15,590 15,297 17,541 3,918 1,674 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -25) -9 117 0 46 -10 37 107 -62 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 4.7 5.4 48.4 81.1 79.6 91.3 20.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 27 10 14 39 29 71 50 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,220,883 COMMITMENTS 271,219 216,534 27,208 809,149 871,801 1107576 1115543 113,307 105,340 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 67,602) 36,138 47,429 4,312 37,615 24,791 78,065 76,532 -10,463 -8,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 17.7 2.2 66.3 71.4 90.7 91.4 9.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 55 33 24 109 100 171 150 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,116,245 COMMITMENTS 303,256 341,062 58,711 1451875 1335692 1813842 1735465 302,403 380,780 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -622) 19,867 -25,136 18,200 -50,409 22,283 -12,342 15,347 11,720 -15,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 16.1 2.8 68.6 63.1 85.7 82.0 14.3 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 62 62 46 109 116 193 203 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,918,754 COMMITMENTS 586,666 214,769 62,350 1052290 1374342 1701306 1651461 217,448 267,293 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 6,913) 100 30,651 19,783 -3,874 -31,224 16,009 19,210 -9,096 -12,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 11.2 3.2 54.8 71.6 88.7 86.1 11.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 45 47 28 77 83 134 146 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 695,279 COMMITMENTS 176,228 49,046 122,548 346,053 477,964 644,829 649,558 50,450 45,721 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 62,450) 17,677 6,666 3,197 41,069 52,227 61,943 62,090 507 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 7.1 17.6 49.8 68.7 92.7 93.4 7.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 50 17 41 58 48 120 98 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,321 COMMITMENTS 2,996 2,126 976 2,597 6,865 6,569 9,967 5,752 2,354 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,109) 401 287 706 126 -21 1,233 972 -124 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 17.3 7.9 21.1 55.7 53.3 80.9 46.7 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 6 3 5 6 16 13 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 32,249 COMMITMENTS 17,104 13,039 374 9,381 13,163 26,859 26,576 5,390 5,673 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,604) 394 558 -7 79 285 466 836 1,138 768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 40.4 1.2 29.1 40.8 83.3 82.4 16.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 20 7 11 7 34 27 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,445 COMMITMENTS 45,089 34,859 1,075 42,454 54,596 88,618 90,530 13,827 11,915 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,686) 2,497 5,873 -1,893 828 447 1,432 4,427 254 -2,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 34.0 1.0 41.4 53.3 86.5 88.4 13.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 44 36 9 16 22 63 64 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 59,781 COMMITMENTS 18,756 4,469 1,438 39,353 53,788 59,547 59,695 234 86 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 10,700) 7,551 1,784 -321 3,470 9,222 10,700 10,685 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 7.5 2.4 65.8 90.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 12 3 18 11 29 25 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 24,162 COMMITMENTS 2,832 1,184 20 21,304 22,803 24,156 24,007 6 155 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 159) -1,340 511 0 1,502 -385 162 126 -3 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 4.9 0.1 88.2 94.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 7 1 12 9 19 16
Updated May 16, 2008