WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 358,385 COMMITMENTS 83,146 84,107 48,371 202,290 178,110 333,807 310,588 24,578 47,797 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -10,645) -8,376 -1,185 -85 -1,015 -10,865 -9,476 -12,135 -1,169 1,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 23.5 13.5 56.4 49.7 93.1 86.7 6.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 95 114 98 74 104 233 264 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,401,116 COMMITMENTS 458,115 105,795 183,803 633,552 881,044 1275470 1170642 125,646 230,474 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -553) -4,378 3,423 6,947 3,244 -6,566 5,813 3,804 -6,366 -4,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 7.6 13.1 45.2 62.9 91.0 83.6 9.0 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 812) 240 125 179 209 365 539 612 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,764 COMMITMENTS 3,376 381 355 8,595 13,937 12,326 14,673 3,438 1,091 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -83) -246 -83 135 -38 -451 -149 -399 66 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 2.4 2.3 54.5 88.4 78.2 93.1 21.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 21 4 4 14 15 37 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,932 COMMITMENTS 147,460 32,734 59,194 204,170 285,146 410,824 377,074 49,108 82,858 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 4,379) -1,517 518 5,393 -1,723 -3,446 2,153 2,465 2,226 1,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 7.1 12.9 44.4 62.0 89.3 82.0 10.7 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470) 151 86 120 96 189 308 361 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 22,751 COMMITMENTS 18,623 2,259 1,177 2 3,622 19,802 7,058 2,949 15,693 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 341) 519 248 -145 0 33 374 136 -33 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.9 9.9 5.2 0.0 15.9 87.0 31.0 13.0 69.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 14 9 11 1 10 17 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 245,668 COMMITMENTS 43,202 23,906 40,147 130,777 163,941 214,126 227,994 31,542 17,674 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -1,759) -744 1,166 -708 -2,003 -2,875 -3,455 -2,417 1,696 658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 9.7 16.3 53.2 66.7 87.2 92.8 12.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 52 30 47 64 57 146 117 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 967,144 COMMITMENTS 143,902 161,059 15,964 684,567 585,135 844,433 762,158 122,711 204,986 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 24,175) -23,067 -1,822 2,399 43,821 -1,896 23,153 -1,319 1,022 25,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 16.7 1.7 70.8 60.5 87.3 78.8 12.7 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 27 40 26 68 78 109 130 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 200,377 COMMITMENTS 48,921 7,715 24,938 96,977 153,412 170,836 186,065 29,541 14,312 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,408) 2,620 986 1,417 -1,353 401 2,684 2,804 -1,276 -1,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 3.9 12.4 48.4 76.6 85.3 92.9 14.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 57 22 47 67 55 149 113 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,613 COMMITMENTS 5,042 821 875 8,880 15,328 14,797 17,024 3,816 1,589 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -78) 1 0 -43 -197 -29 -239 -72 161 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 4.4 4.7 47.7 82.4 79.5 91.5 20.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 27 5 13 38 29 67 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,105,372 COMMITMENTS 246,080 258,867 37,193 720,230 698,088 1003503 994,148 101,869 111,224 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -60,004) -22,299 26,366 1,761 -34,139 -99,426 -54,677 -71,299 -5,327 11,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 23.4 3.4 65.2 63.2 90.8 89.9 9.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 46 41 32 97 92 158 150 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,175,930 COMMITMENTS 332,245 289,731 70,350 1479963 1397382 1882558 1757463 293,372 418,467 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 5,819) -23,629 -35,836 -216 29,911 23,495 6,066 -12,557 -247 18,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 13.3 3.2 68.0 64.2 86.5 80.8 13.5 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 56 54 49 108 116 182 202 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,802,047 COMMITMENTS 556,803 196,201 71,240 933,963 1226887 1562006 1494328 240,041 307,719 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -25,176) -24,246 346 1,312 -21,402 -76,065 -44,336 -74,407 19,160 49,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 10.9 4.0 51.8 68.1 86.7 82.9 13.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 40 37 29 74 87 123 144 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 743,814 COMMITMENTS 198,509 27,335 129,091 358,705 538,773 686,305 695,199 57,509 48,615 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 26,089) 16,691 -10,339 6,247 1,419 27,839 24,357 23,747 1,732 2,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 3.7 17.4 48.2 72.4 92.3 93.5 7.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 57 15 42 66 50 135 99 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 31,417 COMMITMENTS 16,841 13,116 369 9,760 12,850 26,970 26,335 4,447 5,082 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -655) 29 -89 -3 -145 -134 -119 -226 -536 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.6 41.7 1.2 31.1 40.9 85.8 83.8 14.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 20 8 11 7 34 28 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 107,146 COMMITMENTS 38,561 41,936 2,523 51,686 50,364 92,770 94,823 14,376 12,323 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -310) -3,478 651 896 2,488 -779 -94 768 -216 -1,078 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 39.1 2.4 48.2 47.0 86.6 88.5 13.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 45 41 12 20 21 70 69 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 59,355 COMMITMENTS 18,475 4,452 1,433 39,219 53,199 59,127 59,084 228 271 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -1,579) -353 -94 -40 -1,186 -1,565 -1,579 -1,699 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 7.5 2.4 66.1 89.6 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 14 3 19 11 31 27 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 40,696 COMMITMENTS 9,877 1,589 50 30,763 38,851 40,690 40,490 6 206 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -471) 298 21 40 -809 -603 -471 -542 0 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 3.9 0.1 75.6 95.5 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 7 1 12 9 19 17
Updated May 30,2008