WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 360,132 COMMITMENTS 87,470 89,852 52,716 193,745 167,057 333,931 309,625 26,201 50,507 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -7,065) 2,489 6,874 -1,377 -6,834 -11,683 -5,722 -6,186 -1,343 -879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 24.9 14.6 53.8 46.4 92.7 86.0 7.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 99 108 99 71 105 242 261 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,412,551 COMMITMENTS 478,165 119,339 171,418 612,962 873,883 1262545 1164640 150,006 247,911 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 7,295) 28,975 14,299 -20,747 -14,940 9,523 -6,712 3,075 14,007 4,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 8.4 12.1 43.4 61.9 89.4 82.4 10.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 810) 232 120 180 215 361 541 605 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,117 COMMITMENTS 3,458 467 309 9,425 14,156 13,192 14,932 2,925 1,185 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -13) 44 0 35 181 206 260 241 -273 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 2.9 1.9 58.5 87.8 81.9 92.6 18.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 21 5 4 15 16 38 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 489,586 COMMITMENTS 166,026 39,423 67,699 201,278 300,962 435,003 408,084 54,583 81,502 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 18,602) 12,292 7,091 2,547 -4,060 11,093 10,779 20,731 7,823 -2,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 8.1 13.8 41.1 61.5 88.9 83.4 11.1 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491) 162 98 127 106 196 332 380 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 24,174 COMMITMENTS 19,541 2,694 1,217 2 3,787 20,760 7,698 3,414 16,476 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 471) 952 558 -84 0 174 868 648 -397 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.8 11.1 5.0 0.0 15.7 85.9 31.8 14.1 68.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 10 12 1 10 19 30 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 261,879 COMMITMENTS 45,428 26,531 50,627 133,822 168,193 229,877 245,351 32,002 16,528 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 11,041) -287 1,176 6,590 2,167 3,759 8,470 11,525 2,571 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 10.1 19.3 51.1 64.2 87.8 93.7 12.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 50 34 52 61 55 148 122 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 868,698 COMMITMENTS 105,162 169,045 12,670 645,515 499,174 763,347 680,889 105,351 187,809 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -37,762) -23,142 19,305 -2,628 -3,199 -44,616 -28,969 -27,939 -8,793 -9,823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 19.5 1.5 74.3 57.5 87.9 78.4 12.1 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 23 50 26 71 74 109 135 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 207,529 COMMITMENTS 55,369 6,936 28,594 87,205 154,348 171,168 189,878 36,361 17,651 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 4,393) 3,956 -279 779 -6,588 2,029 -1,853 2,529 6,246 1,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 3.3 13.8 42.0 74.4 82.5 91.5 17.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 70 21 50 63 57 157 115 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,922 COMMITMENTS 4,449 714 791 9,237 14,956 14,477 16,461 3,445 1,461 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -544) -423 -29 -31 -267 -563 -721 -623 177 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 4.0 4.4 51.5 83.5 80.8 91.8 19.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 21 7 10 36 24 60 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 964,076 COMMITMENTS 178,375 189,556 14,334 669,320 648,305 862,029 852,195 102,047 111,881 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -64,768) -18,855 -66,655 3,581 -35,710 -10,275 -50,984 -73,349 -13,784 8,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 19.7 1.5 69.4 67.2 89.4 88.4 10.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 40 43 18 101 86 149 140 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,034,624 COMMITMENTS 319,788 296,092 53,615 1382391 1287957 1755794 1637664 278,830 396,960 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -123,821) -26,574 16,771 -7,965 -89,574 -105,350 -124,113 -96,544 292 -27,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 14.6 2.6 67.9 63.3 86.3 80.5 13.7 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 58 52 34 103 115 173 190 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,677,530 COMMITMENTS 467,283 183,174 37,706 963,465 1180426 1468454 1401306 209,076 276,224 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -101,847) -35,598 -7,028 -14,717 -60,117 -86,111 -110,432 -107,856 8,585 6,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 10.9 2.2 57.4 70.4 87.5 83.5 12.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 33 41 19 71 77 111 130 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 623,817 COMMITMENTS 230,809 17,263 48,171 291,643 520,980 570,623 586,414 53,194 37,403 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 19,139) 29,963 -2,399 -18,996 6,768 43,515 17,735 22,120 1,404 -2,981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 2.8 7.7 46.8 83.5 91.5 94.0 8.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 53 8 29 57 47 113 81 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 33,237 COMMITMENTS 16,263 13,501 494 11,159 13,822 27,916 27,817 5,321 5,420 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,523) -42 565 42 462 989 462 1,596 1,061 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 40.6 1.5 33.6 41.6 84.0 83.7 16.0 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 20 9 12 10 34 31 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 108,336 COMMITMENTS 39,078 46,834 1,519 53,541 45,485 94,138 93,838 14,198 14,498 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -4,685) -917 -6,688 316 -5,014 -1,301 -5,615 -7,673 930 2,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 43.2 1.4 49.4 42.0 86.9 86.6 13.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 45 39 12 23 23 69 73 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 62,714 COMMITMENTS 14,711 3,464 1,224 46,330 57,437 62,265 62,125 449 589 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,427) -778 -1,211 7 2,025 2,158 1,254 954 173 473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 5.5 2.0 73.9 91.6 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 14 3 19 12 30 28 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 70,629 COMMITMENTS 15,776 2,586 2,121 50,077 60,625 67,974 65,332 2,655 5,297 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 25,391) 5,815 1,110 1,720 15,208 17,408 22,743 20,238 2,648 5,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 3.7 3.0 70.9 85.8 96.2 92.5 3.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 2 9 10 15 17
Updated June 13, 2008