WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,197 COMMITMENTS 73,359 79,542 42,476 189,229 162,212 305,064 284,230 24,133 44,967 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -11,638) -5,842 6,165 -4,778 919 -9,569 -9,701 -8,182 -1,937 -3,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 24.2 12.9 57.5 49.3 92.7 86.3 7.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 91 104 91 65 104 215 257 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,282,981 COMMITMENTS 410,421 98,375 170,612 580,827 789,100 1161860 1058087 121,121 224,894 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -34,515) -25,729 -8,828 -9,098 13,232 -16,614 -21,595 -34,540 -12,920 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 7.7 13.3 45.3 61.5 90.6 82.5 9.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 800) 224 131 175 191 358 499 611 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,140 COMMITMENTS 4,252 458 479 8,952 14,954 13,683 15,891 3,457 1,249 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -915) -394 41 1 121 -278 -272 -236 -643 -679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 2.7 2.8 52.2 87.2 79.8 92.7 20.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 24 4 7 17 17 43 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 472,456 COMMITMENTS 149,633 33,335 66,242 200,484 291,115 416,359 390,692 56,097 81,764 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -6,908) -7,733 411 -3,303 3,802 -7,782 -7,234 -10,674 326 3,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 7.1 14.0 42.4 61.6 88.1 82.7 11.9 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491) 169 98 125 103 193 329 377 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 22,390 COMMITMENTS 18,875 3,447 561 5 3,058 19,441 7,066 2,949 15,324 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 510) 561 163 -58 0 3 503 108 7 402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.3 15.4 2.5 0.0 13.7 86.8 31.6 13.2 68.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 10 5 2 9 15 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 260,220 COMMITMENTS 45,722 18,161 50,925 134,478 175,362 231,125 244,448 29,095 15,772 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -1,142) -1,733 1,329 -2,438 4,422 -1,913 251 -3,022 -1,393 1,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 7.0 19.6 51.7 67.4 88.8 93.9 11.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 54 27 52 60 53 147 116 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 909,292 COMMITMENTS 163,438 192,605 2,969 618,211 534,537 784,618 730,111 124,674 179,181 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 14,875) 22,423 3,985 -5,886 -15,075 17,715 1,462 15,814 13,413 -939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 21.2 0.3 68.0 58.8 86.3 80.3 13.7 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 28 53 18 68 77 107 137 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 220,165 COMMITMENTS 62,966 7,131 39,894 79,291 156,181 182,151 203,206 38,014 16,959 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -5,143) -5,658 1,648 2,517 -999 -9,790 -4,140 -5,625 -1,003 482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 3.2 18.1 36.0 70.9 82.7 92.3 17.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 78 16 58 65 65 169 132 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,069 COMMITMENTS 2,879 913 462 7,763 11,389 11,104 12,764 2,965 1,305 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -658) -330 22 56 -93 -859 -367 -781 -291 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 6.5 3.3 55.2 81.0 78.9 90.7 21.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 6 8 26 22 45 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 919,134 COMMITMENTS 194,245 218,256 4,548 597,692 607,521 796,485 830,325 122,649 88,809 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -11,832) 20,296 23,737 -1,140 -40,691 -22,276 -21,535 321 9,703 -12,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 23.7 0.5 65.0 66.1 86.7 90.3 13.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 43 40 18 84 86 135 136 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,843,833 COMMITMENTS 298,244 282,422 30,965 1212755 1146456 1541964 1459843 301,869 383,990 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -4,868) 31,302 2,198 -3,120 -47,795 3,401 -19,613 2,479 14,745 -7,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 15.3 1.7 65.8 62.2 83.6 79.2 16.4 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 53 62 37 102 118 175 197 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,631,022 COMMITMENTS 474,159 215,644 9,541 926,765 1144633 1410465 1369818 220,557 261,204 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 60,260) 23,062 43,523 -88 21,432 -11,969 44,406 31,466 15,854 28,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 13.2 0.6 56.8 70.2 86.5 84.0 13.5 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 39 41 13 86 79 130 128 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 633,331 COMMITMENTS 306,389 35,017 21,285 250,118 531,843 577,792 588,145 55,539 45,186 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -83,025) -25,204 -3,059 1,625 -55,754 -76,183 -79,333 -77,617 -3,692 -5,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 5.5 3.4 39.5 84.0 91.2 92.9 8.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 51 11 24 54 45 110 76 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 29,660 COMMITMENTS 12,220 13,640 982 11,857 8,253 25,059 22,875 4,601 6,785 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 2,018) 909 851 1 524 762 1,434 1,614 584 404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 46.0 3.3 40.0 27.8 84.5 77.1 15.5 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 16 14 3 12 9 31 23 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 101,270 COMMITMENTS 45,113 39,291 1,296 34,800 46,443 81,209 87,030 20,061 14,240 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 5,003) -2,450 8,199 54 8,516 -2,825 6,120 5,428 -1,117 -425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 38.8 1.3 34.4 45.9 80.2 85.9 19.8 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 38 44 4 22 17 61 64 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 56,023 COMMITMENTS 15,269 7,518 813 39,661 47,246 55,743 55,577 280 446 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 133) -94 -111 81 -54 -243 -67 -273 200 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 13.4 1.5 70.8 84.3 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 14 3 14 11 25 27 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 60,098 COMMITMENTS 16,237 2,540 0 43,855 57,336 60,092 59,876 6 222 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,318) 1,060 -169 -38 297 1,583 1,319 1,376 -1 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 4.2 0.0 73.0 95.4 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 11 0 12 11 17 22
Updated July 11, 2008