WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 367,197 COMMITMENTS 84,981 82,978 54,093 200,579 178,740 339,653 315,811 27,544 51,386 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 8,812) 1,835 -1,129 5,722 -1,711 630 5,846 5,223 2,966 3,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 22.6 14.7 54.6 48.7 92.5 86.0 7.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 90 119 101 74 105 239 267 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,405,256 COMMITMENTS 449,190 105,040 192,165 627,902 864,360 1269257 1161565 135,999 243,691 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 4,140) -8,925 -755 8,362 -5,650 -16,684 -6,213 -9,077 10,353 13,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 7.5 13.7 44.7 61.5 90.3 82.7 9.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 800) 227 129 181 208 363 523 614 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,130 COMMITMENTS 3,414 467 274 9,244 13,950 12,932 14,691 3,198 1,439 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 366) 38 86 -81 649 13 606 18 -240 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 2.9 1.7 57.3 86.5 80.2 91.1 19.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 21 5 3 15 17 37 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,984 COMMITMENTS 153,734 32,332 65,152 205,338 289,869 424,224 387,353 46,760 83,631 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 11,052) 6,274 -402 5,958 1,168 4,723 13,400 10,279 -2,348 773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 6.9 13.8 43.6 61.5 90.1 82.2 9.9 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482) 157 89 128 103 193 329 368 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 23,703 COMMITMENTS 18,589 2,136 1,301 2 3,613 19,892 7,050 3,811 16,653 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 952) -34 -123 124 0 -9 90 -8 862 960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.4 9.0 5.5 0.0 15.2 83.9 29.7 16.1 70.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 8 9 1 10 15 26 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 250,838 COMMITMENTS 45,715 25,355 44,037 131,655 164,434 221,407 233,826 29,431 17,012 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 5,170) 2,513 1,449 3,890 878 493 7,281 5,832 -2,111 -662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 10.1 17.6 52.5 65.6 88.3 93.2 11.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 56 34 54 63 57 156 126 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 906,460 COMMITMENTS 128,304 149,740 15,298 648,714 543,790 792,316 708,828 114,144 197,632 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -60,684) -15,598 -11,319 -666 -35,853 -41,345 -52,117 -53,330 -8,567 -7,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 16.5 1.7 71.6 60.0 87.4 78.2 12.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 27 35 21 70 83 106 130 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 203,136 COMMITMENTS 51,413 7,215 27,815 93,793 152,319 173,021 187,349 30,115 15,787 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 2,759) 2,492 -500 2,877 -3,184 -1,093 2,185 1,284 574 1,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 3.6 13.7 46.2 75.0 85.2 92.2 14.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 64 20 46 64 58 150 116 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,466 COMMITMENTS 4,872 743 822 9,504 15,519 15,198 17,084 3,268 1,382 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -147) -170 -78 -53 624 191 401 60 -548 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 4.0 4.5 51.5 84.0 82.3 92.5 17.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 25 6 12 35 25 63 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,028,844 COMMITMENTS 197,230 256,211 10,753 705,030 658,580 913,013 925,544 115,831 103,300 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -76,528) -48,850 -2,656 -26,440 -15,200 -39,508 -90,490 -68,604 13,962 -7,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 24.9 1.0 68.5 64.0 88.7 90.0 11.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 47 37 19 103 89 158 137 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,158,445 COMMITMENTS 346,362 279,321 61,580 1471965 1393307 1879907 1734208 278,538 424,237 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -17,485) 14,117 -10,410 -8,770 -7,998 -4,075 -2,651 -23,255 -14,834 5,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 12.9 2.9 68.2 64.6 87.1 80.3 12.9 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 55 60 39 96 126 170 208 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,779,377 COMMITMENTS 502,881 190,202 52,423 1023582 1266537 1578886 1509162 200,491 270,215 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -22,670) -53,922 -5,999 -18,817 89,619 39,650 16,880 14,834 -39,550 -37,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 10.7 2.9 57.5 71.2 88.7 84.8 11.3 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 37 40 19 77 82 123 132 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 604,678 COMMITMENTS 200,846 19,662 67,167 284,875 477,465 552,888 564,294 51,790 40,384 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -139,136) 2,337 -7,673 -61,924 -73,830 -61,308 -133,417 -130,905 -5,719 -8,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 3.3 11.1 47.1 79.0 91.4 93.3 8.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 54 11 35 54 47 117 86 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 31,714 COMMITMENTS 16,305 12,936 452 10,697 12,833 27,454 26,221 4,260 5,493 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 297) -536 -180 83 937 -17 484 -114 -187 411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 40.8 1.4 33.7 40.5 86.6 82.7 13.4 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 15 20 9 13 9 36 30 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 113,021 COMMITMENTS 39,995 53,522 1,203 58,555 46,786 99,753 101,511 13,268 11,510 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 5,875) 1,434 11,586 -1,320 6,869 -3,578 6,983 6,688 -1,108 -813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 47.4 1.1 51.8 41.4 88.3 89.8 11.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 43 48 11 19 21 65 77 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 61,287 COMMITMENTS 15,489 4,675 1,217 44,305 55,279 61,011 61,171 276 116 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 1,932) -2,986 223 -216 5,086 2,080 1,884 2,087 48 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 7.6 2.0 72.3 90.2 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 12 3 18 11 28 25 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 06/03/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 45,238 COMMITMENTS 9,961 1,476 401 34,869 43,217 45,231 45,094 7 144 CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 4,542) 84 -113 351 4,106 4,366 4,541 4,604 1 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 3.3 0.9 77.1 95.5 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 7 1 12 8 17 16
Updated June 6, 2008