WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 340,835 COMMITMENTS 79,201 73,377 47,254 188,310 171,781 314,765 292,412 26,070 48,423 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -8,780) -1,252 -3,486 -410 -3,083 -968 -4,745 -4,864 -4,035 -3,916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 21.5 13.9 55.2 50.4 92.4 85.8 7.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 101 89 99 59 102 229 253 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,317,496 COMMITMENTS 436,150 107,203 179,710 567,595 805,714 1183455 1092627 134,041 224,869 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -48,611) -7,170 3,612 -5,842 -38,493 -27,837 -51,505 -30,067 2,894 -18,544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 8.1 13.6 43.1 61.2 89.8 82.9 10.2 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 834) 239 131 197 178 358 526 632 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,055 COMMITMENTS 4,646 417 478 8,831 15,232 13,955 16,127 4,100 1,928 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 862) 586 73 -65 -255 240 266 248 596 614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 2.3 2.6 48.9 84.4 77.3 89.3 22.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 24 4 7 17 16 43 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 479,364 COMMITMENTS 157,366 32,924 69,545 196,682 298,897 423,593 401,366 55,771 77,998 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 3,176) 7,764 3,360 3,246 -10,237 1,148 773 7,754 2,403 -4,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 6.9 14.5 41.0 62.4 88.4 83.7 11.6 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492) 166 98 133 98 191 333 377 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 21,880 COMMITMENTS 18,314 3,284 619 5 3,055 18,938 6,958 2,942 14,922 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 372) 1,066 1,208 -226 3 -623 843 359 -471 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.7 15.0 2.8 0.0 14.0 86.6 31.8 13.4 68.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 13 10 7 2 9 16 25 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 261,362 COMMITMENTS 47,455 16,832 53,363 130,056 177,275 230,874 247,470 30,488 13,892 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 537) -1,369 -2,779 -225 2,141 5,401 547 2,397 -10 -1,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 6.4 20.4 49.8 67.8 88.3 94.7 11.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 59 22 54 61 57 151 121 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 894,417 COMMITMENTS 141,015 188,620 8,855 633,286 516,822 783,156 714,297 111,261 180,120 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 5,207) 31,459 -3,790 -1,384 -38,676 -8,769 -8,601 -13,943 13,808 19,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 21.1 1.0 70.8 57.8 87.6 79.9 12.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 24 50 17 64 76 98 133 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 225,308 COMMITMENTS 68,624 5,483 37,377 80,290 165,971 186,291 208,831 39,017 16,477 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 3,843) -1,954 -378 3,709 -1,803 -380 -48 2,951 3,891 892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 2.4 16.6 35.6 73.7 82.7 92.7 17.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 80 17 56 63 62 165 126 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,727 COMMITMENTS 3,209 891 406 7,856 12,248 11,471 13,545 3,256 1,182 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -1,743) -715 88 -384 -114 -916 -1,213 -1,212 -530 -531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 6.1 2.8 53.3 83.2 77.9 92.0 22.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 6 6 26 21 45 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 930,966 COMMITMENTS 173,949 194,519 5,688 638,383 629,797 818,020 830,004 112,946 100,962 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -80,394) -20,242 -8,856 409 -68,003 -74,630 -87,836 -83,077 7,442 2,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 20.9 0.6 68.6 67.6 87.9 89.2 12.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 41 41 15 80 89 129 137 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,848,701 COMMITMENTS 266,942 280,224 34,085 1260550 1143055 1561577 1457364 287,124 391,337 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -52,978) -18,013 -1,674 -20,290 -47,841 -38,618 -86,144 -60,582 33,166 7,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 15.2 1.8 68.2 61.8 84.5 78.8 15.5 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 49 62 29 101 108 165 185 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,570,762 COMMITMENTS 451,097 172,121 9,629 905,333 1156602 1366059 1338352 204,703 232,410 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 1,372) -14,462 16,565 -2,106 21,204 22,633 4,636 37,092 -3,264 -35,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 11.0 0.6 57.6 73.6 87.0 85.2 13.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 33 40 12 87 80 127 125 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 716,356 COMMITMENTS 331,593 38,076 19,660 305,872 608,026 657,125 665,762 59,231 50,594 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -56,128) -43,209 -4,406 -6,950 -4,593 -48,876 -54,752 -60,232 -1,376 4,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 5.3 2.7 42.7 84.9 91.7 92.9 8.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 55 11 24 58 48 118 79 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 27,642 COMMITMENTS 11,311 12,789 981 11,333 7,491 23,625 21,261 4,017 6,381 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,462) 1,656 1,466 1 79 -518 1,736 949 726 1,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 46.3 3.5 41.0 27.1 85.5 76.9 14.5 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 13 3 10 8 27 22 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 96,267 COMMITMENTS 47,563 31,092 1,242 26,284 49,268 75,089 81,602 21,178 14,665 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,138) 5,194 1,513 331 -4,029 152 1,496 1,996 642 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 32.3 1.3 27.3 51.2 78.0 84.8 22.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 42 35 3 24 17 67 54 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 55,890 COMMITMENTS 15,363 7,629 732 39,715 47,489 55,810 55,850 80 40 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,963) 1,733 1,139 -114 1,646 2,276 3,265 3,301 -302 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 13.7 1.3 71.1 85.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 15 2 16 10 26 26 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 58,780 COMMITMENTS 15,177 2,709 38 43,558 55,753 58,773 58,500 7 280 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 1,360) -1,488 56 -17 2,865 1,321 1,360 1,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 4.6 0.1 74.1 94.9 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 10 1 10 10 15 21
Updated July 7, 2008